Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518496.1709 | 474570.5773 | 43925.5936 | 38775.5322 | 506870.056 | -468094.5238 |
Total P&L (%) | 518.4962 | 474.5706 | 43.9256 | 38.7755 | 506.8701 | -468.0945 |
Avg Daily Profit (%) | 0.2861 | 0.2618 | 0.0242 | 0.0181 | 0.0995 | 0 |
Buy And Hold Return (%) | 96 | 96 | 96 | 96 | 96 | 96 |
Max Trade Drawdown | -204934 | -164803 | -104009 | -884133 | -377373 | -607754 |
Profit Factor | 1.7038 | 2.2235 | 1.1259 | 1.022 | 1.6936 | 0.5447 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 49.0323 | 42.8571 | 55.1282 | 49.0323 | 42.8571 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.7711 | 2.9647 | 0.9165 | 1.0624 | 2.2581 | 0.4434 |
Largest Winning Trade | 295499 | 295499 | 39510 | 693959 | 693959 | 88527 |
Largest Losing Trade | -60054 | -33979 | -60054 | -407372 | -94307 | -407372 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 23 | 29 | 20 | 23 | 29 | 20 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3171 | 1760 | 1411 | 3171 | 1760 | 1411 |
Profit Streak | 28.3053 | 28.3053 | 31.3053 | 28.3053 | 28.3053 | 31.3053 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472126 | -32920 | -442461 | -528575 | -101534 | -613294 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1611360000000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757315974368, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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": [ [ 518496.1709129227, 474570.5773333082, 43925.5935796146, 38775.5321670696, 506870.055985407, -468094.5238183373 ], [ 518.496171, 474.570577, 43.925594, 38.775532, 506.870056, -468.094524 ], [ 0.286067, 0.261832, 0.024235, 0.018081, 0.099533, 0 ], [ 96, 96, 96, 96, 96, 96 ], [ -204934, -164803, -104009, -884133, -377373, -607754 ], [ 1.70381, 2.223494, 1.125927, 1.022045, 1.69358, 0.54472 ], [ 155, 77, 78, 155, 77, 78 ], [ 76, 33, 43, 76, 33, 43 ], [ 79, 44, 35, 79, 44, 35 ], [ 49.032258, 42.857143, 55.128205, 49.032258, 42.857143, 55.128205 ], [ 1.771066, 2.964659, 0.916452, 1.062389, 2.258106, 0.443376 ], [ 295499, 295499, 39510, 693959, 693959, 88527 ], [ -60054, -33979, -60054, -407372, -94307, -407372 ], [ 20, 22, 18, 20, 22, 18 ], [ 23, 29, 20, 23, 29, 20 ], [ 17, 18, 15, 17, 18, 15 ], [ 3171, 1760, 1411, 3171, 1760, 1411 ], [ 28.305259, 28.305259, 31.305259, 28.305259, 28.305259, 31.305259 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472126, -32920, -442461, -528575, -101534, -613294 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1611360000000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757315974368, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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) |
---|