Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022701.7193 | 946995.5854 | 75706.1339 | 576403.9651 | 3249658.042 | -2673254.0769 |
Total P&L (%) | 1022.7017 | 946.9956 | 75.7061 | 576.404 | 3249.658 | -2673.2541 |
Avg Daily Profit (%) | 0.5629 | 0.5212 | 0.0417 | 0.1053 | 0.1934 | 0 |
Buy And Hold Return (%) | 878.1976 | 878.1976 | 878.1976 | 878.1976 | 878.1976 | 878.1976 |
Max Trade Drawdown | -127056 | -67462 | -130589 | -2667646 | -353719 | -3314043 |
Profit Factor | 3.1229 | 6.2511 | 1.2512 | 1.1117 | 4.4219 | 0.3649 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9745 | 7.7219 | 1.6422 | 1.4149 | 5.4624 | 0.4789 |
Largest Winning Trade | 592815 | 592815 | 70210 | 1809846 | 1809846 | 386133 |
Largest Losing Trade | -92770 | -25393 | -92770 | -2056687 | -196791 | -2056687 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 69 | 51 | 88 | 69 | 51 | 88 |
Avg Bars in Losers | 24 | 13 | 35 | 24 | 13 | 35 |
Bars Traded | 3323 | 1163 | 2160 | 3323 | 1163 | 2160 |
Profit Streak | 61.9242 | 159.4242 | 0 | 61.9242 | 159.4242 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160530 | -123162 | -304756 | -378484 | 424641 | -583400 |
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "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": [ [ 1022701.7193368918, 946995.5854204833, 75706.1339164086, 576403.965054015, 3249658.041954961, -2673254.076900948 ], [ 1022.701719, 946.995585, 75.706134, 576.403965, 3249.658042, -2673.254077 ], [ 0.562852, 0.521186, 0.041665, 0.105263, 0.193442, 0 ], [ 878.197625, 878.197625, 878.197625, 878.197625, 878.197625, 878.197625 ], [ -127056, -67462, -130589, -2667646, -353719, -3314043 ], [ 3.122851, 6.251091, 1.251168, 1.111737, 4.42193, 0.364861 ], [ 75, 38, 37, 75, 38, 37 ], [ 33, 17, 16, 33, 17, 16 ], [ 42, 21, 21, 42, 21, 21 ], [ 44, 44.736842, 43.243243, 44, 44.736842, 43.243243 ], [ 3.974537, 7.721936, 1.642158, 1.414938, 5.462384, 0.478881 ], [ 592815, 592815, 70210, 1809846, 1809846, 386133 ], [ -92770, -25393, -92770, -2056687, -196791, -2056687 ], [ 44, 30, 58, 44, 30, 58 ], [ 69, 51, 88, 69, 51, 88 ], [ 24, 13, 35, 24, 13, 35 ], [ 3323, 1163, 2160, 3323, 1163, 2160 ], [ 61.924205, 159.424205, 0, 61.924205, 159.424205, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160530, -123162, -304756, -378484, 424641, -583400 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609200000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757715051331, "expiration_time": 1762388064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "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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