Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1180495.8443 | -14859.5842 | -1165636.26 | -791020.8664 | -4710402.2748 | 3919381.4084 |
Total P&L (%) | -1180.4958 | -14.8596 | -1165.6363 | -791.0209 | -4710.4023 | 3919.3814 |
Avg Daily Profit (%) | -0.6504 | -0.0082 | -0.6422 | 0 | 0 | 0.2037 |
Buy And Hold Return (%) | 574.2154 | 574.2154 | 574.2154 | 574.2154 | 574.2154 | 574.2154 |
Max Trade Drawdown | -1257007 | -182448 | -1203966 | -13476977 | -10149485 | -3510680 |
Profit Factor | 0.3192 | 0.9487 | 0.1931 | 0.962 | 0.608 | 1.446 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 21 | 20 | 28 | 13 | 15 |
Losing Trades | 23 | 11 | 12 | 36 | 19 | 17 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1791 | 0.4969 | 0.1159 | 1.2368 | 0.8886 | 1.6388 |
Largest Winning Trade | 39902 | 39902 | 39019 | 6382907 | 1364583 | 6382907 |
Largest Losing Trade | -663013 | -74859 | -663013 | -8920456 | -8920456 | -2553174 |
Avg Bars in Trades | 55 | 58 | 51 | 55 | 58 | 51 |
Avg Bars in Winners | 28 | 29 | 27 | 54 | 59 | 50 |
Avg Bars in Losers | 103 | 114 | 93 | 55 | 58 | 53 |
Bars Traded | 3528 | 1870 | 1658 | 3528 | 1870 | 1658 |
Profit Streak | 30.3009 | 168.3009 | 30.3009 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720990 | -577402 | -578649 | -725319 | -584456 | 316547 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757531596953, "expiration_time": 1762210080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.01946 } } }
{ "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": [ [ -1180495.8442668188, -14859.584242144, -1165636.2600246747, -791020.8663610112, -4710402.27477178, 3919381.4084107694 ], [ -1180.495844, -14.859584, -1165.63626, -791.020866, -4710.402275, 3919.381408 ], [ -0.650411, -0.008187, -0.642224, 0, 0, 0.203718 ], [ 574.215373, 574.215373, 574.215373, 574.215373, 574.215373, 574.215373 ], [ -1257007, -182448, -1203966, -13476977, -10149485, -3510680 ], [ 0.319198, 0.948654, 0.193094, 0.961975, 0.607959, 1.446026 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 21, 20, 28, 13, 15 ], [ 23, 11, 12, 36, 19, 17 ], [ 64.0625, 65.625, 62.5, 43.75, 40.625, 46.875 ], [ 0.179062, 0.496914, 0.115856, 1.236824, 0.888556, 1.638829 ], [ 39902, 39902, 39019, 6382907, 1364583, 6382907 ], [ -663013, -74859, -663013, -8920456, -8920456, -2553174 ], [ 55, 58, 51, 55, 58, 51 ], [ 28, 29, 27, 54, 59, 50 ], [ 103, 114, 93, 55, 58, 53 ], [ 3528, 1870, 1658, 3528, 1870, 1658 ], [ 30.300891, 168.300891, 30.300891, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -720990, -577402, -578649, -725319, -584456, 316547 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757531596953, "expiration_time": 1762210080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.01946 } } }
# | 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) |
---|