Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504928.7553 | 1405703.2547 | 99225.5006 | 9505946.3198 | 8727918.9528 | 778027.367 |
Total P&L (%) | 1504.9288 | 1405.7033 | 99.2255 | 9505.9463 | 8727.919 | 778.0274 |
Avg Daily Profit (%) | 0.8255 | 0.7711 | 0.0544 | 0.2507 | 0.2461 | 0.1192 |
Buy And Hold Return (%) | 721.2162 | 721.2162 | 721.2162 | 721.2162 | 721.2162 | 721.2162 |
Max Trade Drawdown | -101730 | -83577 | -74200 | -7686655 | -6437748 | -4364030 |
Profit Factor | 3.2655 | 5.0178 | 1.3156 | 1.3291 | 1.5492 | 1.0599 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 37.5796 | 33.3333 | 41.7722 | 37.5796 | 33.3333 | 41.7722 |
Ratio Avg Win / Avg Loss | 5.4241 | 10.0357 | 1.8339 | 2.2077 | 3.0984 | 1.4774 |
Largest Winning Trade | 677275 | 677275 | 72583 | 6198805 | 6198805 | 4350172 |
Largest Losing Trade | -21456 | -21456 | -14227 | -1767833 | -1767833 | -1485682 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 45 | 53 | 38 | 45 | 53 | 38 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3558 | 1855 | 1703 | 3558 | 1855 | 1703 |
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 | 338029 | -27163 | -314600 | 220126 | -29512 | -359190 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3646, "evaluation_days": 1823, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758217011024, "expiration_time": 1762922016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 54, "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": [ [ 1504928.7553162267, 1405703.2547021154, 99225.5006141116, 9505946.319835711, 8727918.952813836, 778027.3670218816 ], [ 1504.928755, 1405.703255, 99.225501, 9505.94632, 8727.918953, 778.027367 ], [ 0.825523, 0.771093, 0.05443, 0.250723, 0.246079, 0.119243 ], [ 721.216167, 721.216167, 721.216167, 721.216167, 721.216167, 721.216167 ], [ -101730, -83577, -74200, -7686655, -6437748, -4364030 ], [ 3.265539, 5.017827, 1.3156, 1.32914, 1.54921, 1.059897 ], [ 157, 78, 79, 157, 78, 79 ], [ 59, 26, 33, 59, 26, 33 ], [ 98, 52, 46, 98, 52, 46 ], [ 37.579618, 33.333333, 41.772152, 37.579618, 33.333333, 41.772152 ], [ 5.424116, 10.035653, 1.833866, 2.207723, 3.09842, 1.477432 ], [ 677275, 677275, 72583, 6198805, 6198805, 4350172 ], [ -21456, -21456, -14227, -1767833, -1767833, -1485682 ], [ 22, 23, 21, 22, 23, 21 ], [ 45, 53, 38, 45, 53, 38 ], [ 9, 8, 9, 9, 8, 9 ], [ 3558, 1855, 1703, 3558, 1855, 1703 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338029, -27163, -314600, 220126, -29512, -359190 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3646, "evaluation_days": 1823, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758217011024, "expiration_time": 1762922016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 54, "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) |
---|