Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225723.5772 | 1186168.153 | 39555.4242 | 2092872.2141 | 3002545.7559 | -909673.5418 |
Total P&L (%) | 1225.7236 | 1186.1682 | 39.5554 | 2092.8722 | 3002.5458 | -909.6735 |
Avg Daily Profit (%) | 0.6737 | 0.6519 | 0.0217 | 0.1699 | 0.189 | 0 |
Buy And Hold Return (%) | 650.939 | 650.939 | 650.939 | 650.939 | 650.939 | 650.939 |
Max Trade Drawdown | -118435 | -108853 | -51409 | -3449363 | -2702832 | -2153518 |
Profit Factor | 3.5206 | 5.3072 | 1.1876 | 1.1517 | 1.4187 | 0.8628 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 49.0566 | 41.5094 | 56.6038 | 49.0566 | 41.5094 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.656 | 7.4783 | 0.9105 | 1.196 | 1.9991 | 0.6615 |
Largest Winning Trade | 608713 | 608713 | 69578 | 3477983 | 3477983 | 1595637 |
Largest Losing Trade | -32326 | -32326 | -32001 | -1272834 | -1078008 | -1272834 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 3379 | 1527 | 1852 | 3379 | 1527 | 1852 |
Profit Streak | 58.3726 | 88.3726 | 58.3726 | 58.3726 | 88.3726 | 58.3726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432758 | -170674 | -524113 | -47941 | -174334 | -759416 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757926595769, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 122 } }, "second_band": { "type": "alma", "factors": { "length": 7, "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": [ [ 1225723.5771902432, 1186168.1530204727, 39555.4241697697, 2092872.2140845796, 3002545.7559270756, -909673.5418424977 ], [ 1225.723577, 1186.168153, 39.555424, 2092.872214, 3002.545756, -909.673542 ], [ 0.67366, 0.65192, 0.02174, 0.16985, 0.188956, 0 ], [ 650.939004, 650.939004, 650.939004, 650.939004, 650.939004, 650.939004 ], [ -118435, -108853, -51409, -3449363, -2702832, -2153518 ], [ 3.520569, 5.307176, 1.18756, 1.151665, 1.418722, 0.862765 ], [ 106, 53, 53, 106, 53, 53 ], [ 52, 22, 30, 52, 22, 30 ], [ 54, 31, 23, 54, 31, 23 ], [ 49.056604, 41.509434, 56.603774, 49.056604, 41.509434, 56.603774 ], [ 3.655975, 7.478293, 0.910463, 1.195959, 1.999108, 0.661454 ], [ 608713, 608713, 69578, 3477983, 3477983, 1595637 ], [ -32326, -32326, -32001, -1272834, -1078008, -1272834 ], [ 31, 28, 34, 31, 28, 34 ], [ 44, 48, 41, 44, 48, 41 ], [ 20, 15, 26, 20, 15, 26 ], [ 3379, 1527, 1852, 3379, 1527, 1852 ], [ 58.372636, 88.372636, 58.372636, 58.372636, 88.372636, 58.372636 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432758, -170674, -524113, -47941, -174334, -759416 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757926595769, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 122 } }, "second_band": { "type": "alma", "factors": { "length": 7, "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) |
---|