Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378623.6065 | 1296094.8884 | 82528.7181 | 6756429.655 | 5294347.2245 | 1462082.4305 |
Total P&L (%) | 1378.6236 | 1296.0949 | 82.5287 | 6756.4297 | 5294.3472 | 1462.0824 |
Avg Daily Profit (%) | 0.7592 | 0.7137 | 0.0454 | 0.2331 | 0.2198 | 0.1515 |
Buy And Hold Return (%) | 543.5347 | 543.5347 | 543.5347 | 543.5347 | 543.5347 | 543.5347 |
Max Trade Drawdown | -114629 | -73313 | -101266 | -2023942 | -2203527 | -1276117 |
Profit Factor | 2.8839 | 4.5682 | 1.2239 | 1.5423 | 1.768 | 1.2628 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 41.2121 | 36.5854 | 45.7831 | 41.2121 | 36.5854 | 45.7831 |
Ratio Avg Win / Avg Loss | 4.1138 | 7.9182 | 1.4494 | 2.2001 | 3.0645 | 1.4954 |
Largest Winning Trade | 738642 | 738642 | 76199 | 2393591 | 2393591 | 1810427 |
Largest Losing Trade | -42262 | -21278 | -42262 | -738301 | -676075 | -738301 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3558 | 1745 | 1813 | 3558 | 1745 | 1813 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450874 | 222640 | -300065 | 313957 | 77855 | 86346 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757598949466, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 43, "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": [ [ 1378623.6065379132, 1296094.8884251139, 82528.7181127998, 6756429.655002521, 5294347.224544289, 1462082.4304582346 ], [ 1378.623607, 1296.094888, 82.528718, 6756.429655, 5294.347225, 1462.08243 ], [ 0.759154, 0.713709, 0.045445, 0.233078, 0.219841, 0.151469 ], [ 543.534665, 543.534665, 543.534665, 543.534665, 543.534665, 543.534665 ], [ -114629, -73313, -101266, -2023942, -2203527, -1276117 ], [ 2.883876, 4.568179, 1.223919, 1.542338, 1.767974, 1.262773 ], [ 165, 82, 83, 165, 82, 83 ], [ 68, 30, 38, 68, 30, 38 ], [ 97, 52, 45, 97, 52, 45 ], [ 41.212121, 36.585366, 45.783133, 41.212121, 36.585366, 45.783133 ], [ 4.113765, 7.918176, 1.449378, 2.200099, 3.064487, 1.495389 ], [ 738642, 738642, 76199, 2393591, 2393591, 1810427 ], [ -42262, -21278, -42262, -738301, -676075, -738301 ], [ 21, 21, 21, 21, 21, 21 ], [ 40, 42, 37, 40, 42, 37 ], [ 8, 8, 8, 8, 8, 8 ], [ 3558, 1745, 1813, 3558, 1745, 1813 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450874, 222640, -300065, 313957, 77855, 86346 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757598949466, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 43, "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) |
---|