Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -985885.5662 | 57120.2441 | -1043005.8103 | -2170182.0296 | -6881714.1305 | 4711532.1009 |
Total P&L (%) | -985.8856 | 57.1202 | -1043.0058 | -2170.182 | -6881.7141 | 4711.5321 |
Avg Daily Profit (%) | -0.5405 | 0.0313 | -0.5718 | 0 | 0 | 0.2126 |
Buy And Hold Return (%) | 737.6705 | 737.6705 | 737.6705 | 737.6705 | 737.6705 | 737.6705 |
Max Trade Drawdown | -1061947 | -136146 | -1074900 | -22039866 | -14645245 | -7394620 |
Profit Factor | 0.3913 | 1.2164 | 0.2306 | 0.933 | 0.6324 | 1.3442 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 21 | 20 | 36 | 17 | 19 |
Losing Trades | 29 | 14 | 15 | 34 | 18 | 16 |
Profitability (%) | 58.5714 | 60 | 57.1429 | 51.4286 | 48.5714 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.2768 | 0.8109 | 0.1729 | 0.8812 | 0.6696 | 1.132 |
Largest Winning Trade | 57446 | 42499 | 57446 | 7290929 | 2273768 | 7290929 |
Largest Losing Trade | -528660 | -79241 | -528660 | -13605240 | -13605240 | -7170225 |
Avg Bars in Trades | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Winners | 29 | 26 | 31 | 49 | 44 | 54 |
Avg Bars in Losers | 81 | 80 | 83 | 51 | 51 | 52 |
Bars Traded | 3558 | 1683 | 1875 | 3558 | 1683 | 1875 |
Profit Streak | 34.0975 | 69.5975 | 34.0975 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676721 | -316668 | -579320 | -679092 | -581343 | 310921 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602720000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758291627874, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 3.7698 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
{ "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": [ [ -985885.5662038901, 57120.2441071609, -1043005.8103110511, -2170182.029568302, -6881714.130507815, 4711532.100939518 ], [ -985.885566, 57.120244, -1043.00581, -2170.18203, -6881.714131, 4711.532101 ], [ -0.540507, 0.031316, -0.571823, 0, 0, 0.212594 ], [ 737.670506, 737.670506, 737.670506, 737.670506, 737.670506, 737.670506 ], [ -1061947, -136146, -1074900, -22039866, -14645245, -7394620 ], [ 0.391271, 1.216375, 0.230591, 0.933036, 0.632396, 1.344216 ], [ 70, 35, 35, 70, 35, 35 ], [ 41, 21, 20, 36, 17, 19 ], [ 29, 14, 15, 34, 18, 16 ], [ 58.571429, 60, 57.142857, 51.428571, 48.571429, 54.285714 ], [ 0.276753, 0.810917, 0.172943, 0.881201, 0.669596, 1.131971 ], [ 57446, 42499, 57446, 7290929, 2273768, 7290929 ], [ -528660, -79241, -528660, -13605240, -13605240, -7170225 ], [ 50, 48, 53, 50, 48, 53 ], [ 29, 26, 31, 49, 44, 54 ], [ 81, 80, 83, 51, 51, 52 ], [ 3558, 1683, 1875, 3558, 1683, 1875 ], [ 34.097545, 69.597545, 34.097545, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -676721, -316668, -579320, -679092, -581343, 310921 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602720000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758291627874, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 3.7698 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
# | 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) |
---|