Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265382.7922 | -19751.0078 | -1245631.7844 | -1207201.682 | -6236877.781 | 5029676.099 |
Total P&L (%) | -1265.3828 | -19.751 | -1245.6318 | -1207.2017 | -6236.8778 | 5029.6761 |
Avg Daily Profit (%) | -0.6966 | -0.0109 | -0.6857 | 0 | 0 | 0.217 |
Buy And Hold Return (%) | 558.2769 | 558.2769 | 558.2769 | 558.2769 | 558.2769 | 558.2769 |
Max Trade Drawdown | -1341283 | -183525 | -1292446 | -20573414 | -14621400 | -6361419 |
Profit Factor | 0.3571 | 0.9461 | 0.2223 | 0.9659 | 0.6807 | 1.3168 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 128 | 62 | 66 | 89 | 43 | 46 |
Losing Trades | 47 | 26 | 21 | 86 | 45 | 41 |
Profitability (%) | 73.1429 | 70.4545 | 75.8621 | 50.8571 | 48.8636 | 52.8736 |
Ratio Avg Win / Avg Loss | 0.1311 | 0.3968 | 0.0707 | 0.9333 | 0.7123 | 1.1737 |
Largest Winning Trade | 29553 | 26137 | 29553 | 9193289 | 2224208 | 9193289 |
Largest Losing Trade | -685771 | -74503 | -685771 | -12519805 | -12519805 | -4199911 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 7 | 7 | 8 | 17 | 18 | 16 |
Avg Bars in Losers | 53 | 57 | 49 | 23 | 25 | 20 |
Bars Traded | 3541 | 1940 | 1601 | 3541 | 1940 | 1601 |
Profit Streak | 11.4085 | 12.9085 | 0 | 0 | 0 | 13.4085 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575950 | -577279 | -577191 | -579472 | -581261 | 334874 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757670491925, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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": [ [ -1265382.7921710368, -19751.0077801808, -1245631.7843908563, -1207201.6820366806, -6236877.781012632, 5029676.098975944 ], [ -1265.382792, -19.751008, -1245.631784, -1207.201682, -6236.877781, 5029.676099 ], [ -0.696605, -0.010873, -0.685732, 0, 0, 0.217005 ], [ 558.276864, 558.276864, 558.276864, 558.276864, 558.276864, 558.276864 ], [ -1341283, -183525, -1292446, -20573414, -14621400, -6361419 ], [ 0.357086, 0.946114, 0.22229, 0.965903, 0.680654, 1.316836 ], [ 175, 88, 87, 175, 88, 87 ], [ 128, 62, 66, 89, 43, 46 ], [ 47, 26, 21, 86, 45, 41 ], [ 73.142857, 70.454545, 75.862069, 50.857143, 48.863636, 52.873563 ], [ 0.131118, 0.396757, 0.070729, 0.933344, 0.712313, 1.173702 ], [ 29553, 26137, 29553, 9193289, 2224208, 9193289 ], [ -685771, -74503, -685771, -12519805, -12519805, -4199911 ], [ 20, 22, 18, 20, 22, 18 ], [ 7, 7, 8, 17, 18, 16 ], [ 53, 57, 49, 23, 25, 20 ], [ 3541, 1940, 1601, 3541, 1940, 1601 ], [ 11.408471, 12.908471, 0, 0, 0, 13.408471 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575950, -577279, -577191, -579472, -581261, 334874 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757670491925, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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) |
---|