Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021395.2966 | 1000222.2374 | 21173.0591 | 525021.9642 | 880915.5008 | -355893.5366 |
Total P&L (%) | 1021.3953 | 1000.2222 | 21.1731 | 525.022 | 880.9155 | -355.8935 |
Avg Daily Profit (%) | 0.5631 | 0.5514 | 0.0117 | 0.1011 | 0.126 | 0 |
Buy And Hold Return (%) | 565.4915 | 565.4915 | 565.4915 | 565.4915 | 565.4915 | 565.4915 |
Max Trade Drawdown | -119200 | -142865 | -42797 | -2347674 | -2626285 | -849740 |
Profit Factor | 2.7669 | 3.144 | 1.1898 | 1.0707 | 1.1518 | 0.7802 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 51.7241 | 48.8372 | 54.5455 | 51.7241 | 48.8372 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5824 | 3.2937 | 0.9915 | 0.9993 | 1.2066 | 0.6501 |
Largest Winning Trade | 584387 | 584387 | 19315 | 1554225 | 1554225 | 262812 |
Largest Losing Trade | -60719 | -60719 | -26092 | -1473442 | -1473442 | -586138 |
Avg Bars in Trades | 39 | 76 | 3 | 39 | 76 | 3 |
Avg Bars in Winners | 35 | 72 | 3 | 35 | 72 | 3 |
Avg Bars in Losers | 43 | 80 | 3 | 43 | 80 | 3 |
Bars Traded | 3443 | 3285 | 158 | 3443 | 3285 | 158 |
Profit Streak | 77.2494 | 0 | 150.2494 | 77.2494 | 0 | 150.2494 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333140 | 295820 | -354921 | -366775 | -88268 | -579278 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757440744693, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 2.27251 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1021395.2965815661, 1000222.2374376564, 21173.0591439103, 525021.9642066992, 880915.5007609935, -355893.5365542939 ], [ 1021.395297, 1000.222237, 21.173059, 525.021964, 880.915501, -355.893537 ], [ 0.563062, 0.55139, 0.011672, 0.101077, 0.125951, 0 ], [ 565.491518, 565.491518, 565.491518, 565.491518, 565.491518, 565.491518 ], [ -119200, -142865, -42797, -2347674, -2626285, -849740 ], [ 2.766896, 3.143978, 1.189813, 1.07073, 1.151775, 0.780155 ], [ 87, 43, 44, 87, 43, 44 ], [ 45, 21, 24, 45, 21, 24 ], [ 42, 22, 20, 42, 22, 20 ], [ 51.724138, 48.837209, 54.545455, 51.724138, 48.837209, 54.545455 ], [ 2.582437, 3.293691, 0.991511, 0.999348, 1.206621, 0.650129 ], [ 584387, 584387, 19315, 1554225, 1554225, 262812 ], [ -60719, -60719, -26092, -1473442, -1473442, -586138 ], [ 39, 76, 3, 39, 76, 3 ], [ 35, 72, 3, 35, 72, 3 ], [ 43, 80, 3, 43, 80, 3 ], [ 3443, 3285, 158, 3443, 3285, 158 ], [ 77.24936, 0, 150.24936, 77.24936, 0, 150.24936 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333140, 295820, -354921, -366775, -88268, -579278 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757440744693, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 2.27251 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|