Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -139547.2608 | 230313.8598 | -369861.1205 | -86849.8809 | 2060595.0398 | -2147444.9207 |
Total P&L (%) | -139.5473 | 230.3139 | -369.8611 | -86.8499 | 2060.595 | -2147.4449 |
Avg Daily Profit (%) | -0.0766 | 0.1265 | -0.2031 | -0.1113 | 0.1689 | 0 |
Buy And Hold Return (%) | 133.7624 | 133.7624 | 133.7624 | 133.7624 | 133.7624 | 133.7624 |
Max Trade Drawdown | -521423 | -177088 | -489002 | -4169633 | -1396675 | -4014748 |
Profit Factor | 0.9007 | 1.4132 | 0.5641 | 0.989 | 1.779 | 0.5908 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 98 | 45 | 53 | 106 | 60 | 46 |
Losing Trades | 105 | 57 | 48 | 97 | 42 | 55 |
Profitability (%) | 48.2759 | 44.1176 | 52.4752 | 52.2167 | 58.8235 | 45.5446 |
Ratio Avg Win / Avg Loss | 0.9651 | 1.7901 | 0.5108 | 0.905 | 1.2453 | 0.7064 |
Largest Winning Trade | 152863 | 152863 | 51964 | 1656403 | 1656403 | 1133451 |
Largest Losing Trade | -274206 | -48452 | -274206 | -2059377 | -726063 | -2059377 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 17 | 20 | 14 | 18 | 18 | 17 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 17 | 13 |
Bars Traded | 3382 | 1838 | 1544 | 3382 | 1838 | 1544 |
Profit Streak | 7.8143 | 81.3143 | 0 | 7.8143 | 81.3143 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579431 | -31860 | -580464 | -578473 | 454781 | -582517 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 3, "offset": 193 } }, "second_band": { "type": "alma", "factors": { "length": 234, "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": [ [ -139547.2607718043, 230313.8597635831, -369861.1205353874, -86849.8808685303, 2060595.0398317277, -2147444.920700258 ], [ -139.547261, 230.31386, -369.861121, -86.849881, 2060.59504, -2147.444921 ], [ -0.076632, 0.126477, -0.203109, -0.111346, 0.168894, 0 ], [ 133.762391, 133.762391, 133.762391, 133.762391, 133.762391, 133.762391 ], [ -521423, -177088, -489002, -4169633, -1396675, -4014748 ], [ 0.900735, 1.4132, 0.564053, 0.988997, 1.779006, 0.590799 ], [ 203, 102, 101, 203, 102, 101 ], [ 98, 45, 53, 106, 60, 46 ], [ 105, 57, 48, 97, 42, 55 ], [ 48.275862, 44.117647, 52.475248, 52.216749, 58.823529, 45.544554 ], [ 0.965073, 1.790053, 0.51084, 0.905025, 1.245305, 0.70639 ], [ 152863, 152863, 51964, 1656403, 1656403, 1133451 ], [ -274206, -48452, -274206, -2059377, -726063, -2059377 ], [ 16, 18, 15, 16, 18, 15 ], [ 17, 20, 14, 18, 18, 17 ], [ 15, 15, 16, 15, 17, 13 ], [ 3382, 1838, 1544, 3382, 1838, 1544 ], [ 7.814298, 81.314298, 0, 7.814298, 81.314298, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579431, -31860, -580464, -578473, 454781, -582517 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1610798400000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758051155319, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 3, "offset": 193 } }, "second_band": { "type": "alma", "factors": { "length": 234, "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) |
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