Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446947.6751 | 433868.1834 | 13079.4917 | 4866.7867 | 320858.9792 | -315992.1925 |
Total P&L (%) | 446.9477 | 433.8682 | 13.0795 | 4.8668 | 320.859 | -315.9922 |
Avg Daily Profit (%) | 0.245 | 0.2378 | 0.0072 | 0.0026 | 0.0788 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135815 | -86894 | -141506 | -499526 | -281747 | -636710 |
Profit Factor | 1.6318 | 2.2199 | 1.0372 | 1.0027 | 1.4184 | 0.7031 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 52.9412 | 48.5294 | 57.3529 | 52.9412 | 48.5294 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.4505 | 2.3544 | 0.7712 | 0.8913 | 1.5043 | 0.5228 |
Largest Winning Trade | 352411 | 352411 | 39910 | 366445 | 366445 | 91435 |
Largest Losing Trade | -60139 | -35992 | -60139 | -344581 | -93511 | -344581 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Losers | 26 | 18 | 36 | 26 | 18 | 36 |
Bars Traded | 3299 | 1655 | 1644 | 3299 | 1655 | 1644 |
Profit Streak | 43.3871 | 93.8871 | 43.3871 | 43.3871 | 93.8871 | 43.3871 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453627 | -96182 | -541040 | -571764 | -194174 | -687305 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3649, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1612872000000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758359846986, "expiration_time": 1763055504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 139 } }, "second_band": { "type": "dema", "factors": { "length": 135, "offset": 147 } } }
{ "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": [ [ 446947.6751262521, 433868.1834327088, 13079.4916935434, 4866.7867482837, 320858.9792427213, -315992.1924944377 ], [ 446.947675, 433.868183, 13.079492, 4.866787, 320.858979, -315.992192 ], [ 0.24497, 0.237801, 0.007169, 0.002605, 0.078799, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -135815, -86894, -141506, -499526, -281747, -636710 ], [ 1.631784, 2.219872, 1.037182, 1.002658, 1.418368, 0.703059 ], [ 136, 68, 68, 136, 68, 68 ], [ 72, 33, 39, 72, 33, 39 ], [ 64, 35, 29, 64, 35, 29 ], [ 52.941176, 48.529412, 57.352941, 52.941176, 48.529412, 57.352941 ], [ 1.450474, 2.354409, 0.771238, 0.891251, 1.50433, 0.522788 ], [ 352411, 352411, 39910, 366445, 366445, 91435 ], [ -60139, -35992, -60139, -344581, -93511, -344581 ], [ 24, 24, 24, 24, 24, 24 ], [ 22, 30, 14, 22, 30, 14 ], [ 26, 18, 36, 26, 18, 36 ], [ 3299, 1655, 1644, 3299, 1655, 1644 ], [ 43.387118, 93.887118, 43.387118, 43.387118, 93.887118, 43.387118 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 453627, -96182, -541040, -571764, -194174, -687305 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3649, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1612872000000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758359846986, "expiration_time": 1763055504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 139 } }, "second_band": { "type": "dema", "factors": { "length": 135, "offset": 147 } } }
# | 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) |
---|