Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1866604.621 | 1781614.0204 | 84990.6006 | 5839620.5096 | 6552731.2281 | -713110.7186 |
Total P&L (%) | 1866.6046 | 1781.614 | 84.9906 | 5839.6205 | 6552.7312 | -713.1107 |
Avg Daily Profit (%) | 1.0242 | 0.9776 | 0.0466 | 0.2244 | 0.2306 | 0 |
Buy And Hold Return (%) | 700.7813 | 700.7813 | 700.7813 | 700.7813 | 700.7813 | 700.7813 |
Max Trade Drawdown | -115136 | -79702 | -64103 | -17469553 | -12079151 | -9062988 |
Profit Factor | 3.2334 | 5.437 | 1.1957 | 1.1258 | 1.2807 | 0.9691 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Profitability (%) | 41.4508 | 43.75 | 39.1753 | 41.4508 | 43.75 | 39.1753 |
Ratio Avg Win / Avg Loss | 4.5672 | 6.9904 | 1.8565 | 1.5902 | 1.6466 | 1.5046 |
Largest Winning Trade | 1393871 | 1393871 | 74012 | 10509804 | 10509804 | 4644337 |
Largest Losing Trade | -35638 | -33950 | -35638 | -4147400 | -4147400 | -2309808 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3583 | 1593 | 1991 | 3583 | 1593 | 1991 |
Profit Streak | 0 | 13.2098 | 0 | 0 | 13.2098 | 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 | 507403 | 578618 | -304747 | -74791 | 271129 | -582227 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3645, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758171730899, "expiration_time": 1762877520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 3, "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": [ [ 1866604.6210060103, 1781614.0203595548, 84990.6006464553, 5839620.509559957, 6552731.228127518, -713110.718567567 ], [ 1866.604621, 1781.61402, 84.990601, 5839.62051, 6552.731228, -713.110719 ], [ 1.0242, 0.977566, 0.046634, 0.224352, 0.230587, 0 ], [ 700.78125, 700.78125, 700.78125, 700.78125, 700.78125, 700.78125 ], [ -115136, -79702, -64103, -17469553, -12079151, -9062988 ], [ 3.233404, 5.436975, 1.195728, 1.125832, 1.280701, 0.969081 ], [ 193, 96, 97, 193, 96, 97 ], [ 80, 42, 38, 80, 42, 38 ], [ 113, 54, 59, 113, 54, 59 ], [ 41.450777, 43.75, 39.175258, 41.450777, 43.75, 39.175258 ], [ 4.567183, 6.990397, 1.856525, 1.590237, 1.646616, 1.504626 ], [ 1393871, 1393871, 74012, 10509804, 10509804, 4644337 ], [ -35638, -33950, -35638, -4147400, -4147400, -2309808 ], [ 18, 16, 20, 18, 16, 20 ], [ 30, 26, 34, 30, 26, 34 ], [ 10, 9, 11, 10, 9, 11 ], [ 3583, 1593, 1991, 3583, 1593, 1991 ], [ 0, 13.209848, 0, 0, 13.209848, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507403, 578618, -304747, -74791, 271129, -582227 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3645, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602417600000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758171730899, "expiration_time": 1762877520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 3, "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) |
---|