Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242993.0624 | 1174649.1403 | 68343.9221 | 3143478.215 | 6841566.3606 | -3698088.1456 |
Total P&L (%) | 1242.9931 | 1174.6491 | 68.3439 | 3143.4782 | 6841.5664 | -3698.0881 |
Avg Daily Profit (%) | 0.6852 | 0.6475 | 0.0377 | 0.192 | 0.234 | 0 |
Buy And Hold Return (%) | 629.5389 | 629.5389 | 629.5389 | 629.5389 | 629.5389 | 629.5389 |
Max Trade Drawdown | -131039 | -109103 | -71734 | -14282407 | -8017120 | -6932682 |
Profit Factor | 2.9644 | 4.0752 | 1.2725 | 1.087 | 1.316 | 0.7446 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 42.6357 | 39.0625 | 46.1538 | 42.6357 | 39.0625 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.9884 | 6.3573 | 1.4846 | 1.4625 | 2.053 | 0.8687 |
Largest Winning Trade | 676172 | 676172 | 66668 | 12120329 | 12120329 | 2249970 |
Largest Losing Trade | -30966 | -29655 | -30966 | -2301745 | -2021054 | -2301745 |
Avg Bars in Trades | 26 | 36 | 15 | 26 | 36 | 15 |
Avg Bars in Winners | 41 | 59 | 25 | 41 | 59 | 25 |
Avg Bars in Losers | 14 | 22 | 6 | 14 | 22 | 6 |
Bars Traded | 3362 | 2358 | 1004 | 3362 | 2358 | 1004 |
Profit Streak | 0 | 84.3773 | 0 | 0 | 84.3773 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307542 | -131956 | -441609 | -120428 | -133532 | -713954 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757451794782, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 207, "offset": 0, "std": 1.5024 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 3.06856 } } }
{ "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": [ [ 1242993.0624001452, 1174649.1402989952, 68343.9221011504, 3143478.2150035514, 6841566.360635231, -3698088.1456316826 ], [ 1242.993062, 1174.64914, 68.343922, 3143.478215, 6841.566361, -3698.088146 ], [ 0.685222, 0.647546, 0.037676, 0.191983, 0.234017, 0 ], [ 629.538868, 629.538868, 629.538868, 629.538868, 629.538868, 629.538868 ], [ -131039, -109103, -71734, -14282407, -8017120, -6932682 ], [ 2.964373, 4.075216, 1.272509, 1.087012, 1.31602, 0.744568 ], [ 129, 64, 65, 129, 64, 65 ], [ 55, 25, 30, 55, 25, 30 ], [ 74, 39, 35, 74, 39, 35 ], [ 42.635659, 39.0625, 46.153846, 42.635659, 39.0625, 46.153846 ], [ 3.98843, 6.357336, 1.484594, 1.462525, 2.052992, 0.868663 ], [ 676172, 676172, 66668, 12120329, 12120329, 2249970 ], [ -30966, -29655, -30966, -2301745, -2021054, -2301745 ], [ 26, 36, 15, 26, 36, 15 ], [ 41, 59, 25, 41, 59, 25 ], [ 14, 22, 6, 14, 22, 6 ], [ 3362, 2358, 1004, 3362, 2358, 1004 ], [ 0, 84.377254, 0, 0, 84.377254, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307542, -131956, -441609, -120428, -133532, -713954 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757451794782, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 207, "offset": 0, "std": 1.5024 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 3.06856 } } }
# | 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) |
---|