Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499510.4891 | 1369603.4839 | 129907.0053 | 15201729.8925 | 17269914.9482 | -2068185.0557 |
Total P&L (%) | 1499.5105 | 1369.6035 | 129.907 | 15201.7299 | 17269.9149 | -2068.1851 |
Avg Daily Profit (%) | 0.8221 | 0.7509 | 0.0712 | 0.2762 | 0.2831 | 0 |
Buy And Hold Return (%) | 811.0483 | 811.0483 | 811.0483 | 811.0483 | 811.0483 | 811.0483 |
Max Trade Drawdown | -87221 | -62682 | -43916 | -15497949 | -9602499 | -7890176 |
Profit Factor | 3.6866 | 5.4094 | 1.5248 | 1.2694 | 1.5824 | 0.9228 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 40.2985 | 29.8507 | 50.7463 | 40.2985 | 29.8507 | 50.7463 |
Ratio Avg Win / Avg Loss | 5.4616 | 12.7122 | 1.4799 | 1.8805 | 3.7185 | 0.8956 |
Largest Winning Trade | 814096 | 814096 | 70312 | 18325026 | 18325026 | 6117033 |
Largest Losing Trade | -22836 | -18931 | -22836 | -4127214 | -2729268 | -4127214 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 41 | 58 | 31 | 41 | 58 | 31 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 3532 | 2017 | 1515 | 3532 | 2017 | 1515 |
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 | 323293 | -113516 | -378470 | 236033 | -113724 | -697083 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758305518267, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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": [ [ 1499510.489136044, 1369603.4838766274, 129907.0052594165, 15201729.892495414, 17269914.9481861, -2068185.0556906755 ], [ 1499.510489, 1369.603484, 129.907005, 15201.729892, 17269.914948, -2068.185056 ], [ 0.8221, 0.750879, 0.071221, 0.276178, 0.283148, 0 ], [ 811.048311, 811.048311, 811.048311, 811.048311, 811.048311, 811.048311 ], [ -87221, -62682, -43916, -15497949, -9602499, -7890176 ], [ 3.686583, 5.409439, 1.524791, 1.269353, 1.582361, 0.92278 ], [ 134, 67, 67, 134, 67, 67 ], [ 54, 20, 34, 54, 20, 34 ], [ 80, 47, 33, 80, 47, 33 ], [ 40.298507, 29.850746, 50.746269, 40.298507, 29.850746, 50.746269 ], [ 5.461604, 12.712181, 1.479944, 1.880523, 3.718548, 0.895639 ], [ 814096, 814096, 70312, 18325026, 18325026, 6117033 ], [ -22836, -18931, -22836, -4127214, -2729268, -4127214 ], [ 26, 30, 22, 26, 30, 22 ], [ 41, 58, 31, 41, 58, 31 ], [ 16, 18, 13, 16, 18, 13 ], [ 3532, 2017, 1515, 3532, 2017, 1515 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323293, -113516, -378470, 236033, -113724, -697083 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3648, "evaluation_days": 1824, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758305518267, "expiration_time": 1763011008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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) |
---|