Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082672.5165 | 1041074.3942 | 41598.1223 | 2010904.4693 | 2772015.6708 | -761111.2015 |
Total P&L (%) | 1082.6725 | 1041.0744 | 41.5981 | 2010.9045 | 2772.0157 | -761.1112 |
Avg Daily Profit (%) | 0.595 | 0.5722 | 0.0229 | 0.1678 | 0.1847 | 0 |
Buy And Hold Return (%) | 565.5574 | 565.5574 | 565.5574 | 565.5574 | 565.5574 | 565.5574 |
Max Trade Drawdown | -134847 | -79713 | -90305 | -2268273 | -1043045 | -1658121 |
Profit Factor | 2.3555 | 3.9127 | 1.0943 | 1.2318 | 1.6949 | 0.8376 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 49.7238 | 46.1538 | 53.3333 | 49.7238 | 46.1538 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3817 | 4.5648 | 0.9575 | 1.2454 | 1.9774 | 0.7329 |
Largest Winning Trade | 483767 | 483767 | 78338 | 1969939 | 1969939 | 831070 |
Largest Losing Trade | -54824 | -37209 | -54824 | -1202825 | -368318 | -1202825 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 3570 | 1780 | 1790 | 3570 | 1780 | 1790 |
Profit Streak | 4.4821 | 97.4821 | 0 | 4.4821 | 97.4821 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352398 | 364856 | -446212 | 221762 | 344389 | -580381 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757936052916, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 64 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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": [ [ 1082672.516480733, 1041074.3941943638, 41598.1222863695, 2010904.469321222, 2772015.670843524, -761111.2015222999 ], [ 1082.672516, 1041.074394, 41.598122, 2010.904469, 2772.015671, -761.111202 ], [ 0.595038, 0.572176, 0.022862, 0.167753, 0.184705, 0 ], [ 565.557404, 565.557404, 565.557404, 565.557404, 565.557404, 565.557404 ], [ -134847, -79713, -90305, -2268273, -1043045, -1658121 ], [ 2.355486, 3.912701, 1.094261, 1.231755, 1.694947, 0.837649 ], [ 181, 91, 90, 181, 91, 90 ], [ 90, 42, 48, 90, 42, 48 ], [ 91, 49, 42, 91, 49, 42 ], [ 49.723757, 46.153846, 53.333333, 49.723757, 46.153846, 53.333333 ], [ 2.381658, 4.564818, 0.957478, 1.245441, 1.977439, 0.732943 ], [ 483767, 483767, 78338, 1969939, 1969939, 831070 ], [ -54824, -37209, -54824, -1202825, -368318, -1202825 ], [ 19, 19, 19, 19, 19, 19 ], [ 24, 26, 23, 24, 26, 23 ], [ 14, 13, 15, 14, 13, 15 ], [ 3570, 1780, 1790, 3570, 1780, 1790 ], [ 4.482094, 97.482094, 0, 4.482094, 97.482094, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352398, 364856, -446212, 221762, 344389, -580381 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757936052916, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 64 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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) |
---|