Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159942.5998 | 958807.4819 | 201135.118 | 58602468.4119 | 62616433.214 | -4013964.8021 |
Total P&L (%) | 1159.9426 | 958.8075 | 201.1351 | 58602.4684 | 62616.4332 | -4013.9648 |
Avg Daily Profit (%) | 0.6401 | 0.5291 | 0.111 | 0.3524 | 0.3561 | 0 |
Buy And Hold Return (%) | 524.8712 | 524.8712 | 524.8712 | 524.8712 | 524.8712 | 524.8712 |
Max Trade Drawdown | -102710 | -74137 | -58784 | -139727032 | -95324008 | -65958702 |
Profit Factor | 2.7385 | 4.1888 | 1.5488 | 1.1421 | 1.3097 | 0.9809 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 40.9357 | 40 | 41.8605 | 40.9357 | 40 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.9513 | 6.2832 | 2.1511 | 1.6479 | 1.9646 | 1.3624 |
Largest Winning Trade | 221886 | 221886 | 67386 | 75124798 | 75124798 | 31310802 |
Largest Losing Trade | -23153 | -14721 | -23153 | -24336751 | -21022862 | -24336751 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3592 | 1684 | 1908 | 3592 | 1684 | 1908 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330638 | 218493 | -211077 | -56115 | 240785 | -582323 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757270613904, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1159942.599827791, 958807.4818688377, 201135.1179589534, 58602468.411869474, 62616433.21398939, -4013964.802119972 ], [ 1159.9426, 958.807482, 201.135118, 58602.468412, 62616.433214, -4013.964802 ], [ 0.640145, 0.529143, 0.111002, 0.352445, 0.356108, 0 ], [ 524.871214, 524.871214, 524.871214, 524.871214, 524.871214, 524.871214 ], [ -102710, -74137, -58784, -139727032, -95324008, -65958702 ], [ 2.738515, 4.188801, 1.548765, 1.142101, 1.309712, 0.980906 ], [ 171, 85, 86, 171, 85, 86 ], [ 70, 34, 36, 70, 34, 36 ], [ 101, 51, 50, 101, 51, 50 ], [ 40.935673, 40, 41.860465, 40.935673, 40, 41.860465 ], [ 3.951286, 6.283201, 2.151062, 1.647889, 1.964568, 1.36237 ], [ 221886, 221886, 67386, 75124798, 75124798, 31310802 ], [ -23153, -14721, -23153, -24336751, -21022862, -24336751 ], [ 21, 19, 22, 21, 19, 22 ], [ 38, 37, 39, 38, 37, 39 ], [ 9, 8, 10, 9, 8, 10 ], [ 3592, 1684, 1908, 3592, 1684, 1908 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330638, 218493, -211077, -56115, 240785, -582323 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757270613904, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|