Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649562.1024 | 1507491.637 | 142070.4654 | 28718573.8094 | 26717100.5332 | 2001473.2762 |
Total P&L (%) | 1649.5621 | 1507.4916 | 142.0705 | 28718.5738 | 26717.1005 | 2001.4733 |
Avg Daily Profit (%) | 0.9064 | 0.8283 | 0.0781 | 0.3117 | 0.3077 | 0.1675 |
Buy And Hold Return (%) | 740.8971 | 740.8971 | 740.8971 | 740.8971 | 740.8971 | 740.8971 |
Max Trade Drawdown | -83821 | -91159 | -40287 | -19240116 | -6265296 | -16592455 |
Profit Factor | 4.5167 | 7.489 | 1.6001 | 1.5158 | 2.1292 | 1.0625 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 6.1381 | 12.7754 | 1.7456 | 2.06 | 3.6322 | 1.1591 |
Largest Winning Trade | 796612 | 796612 | 68653 | 16260172 | 13904988 | 16260172 |
Largest Losing Trade | -38436 | -30008 | -38436 | -6539892 | -6248247 | -6539892 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 54 | 64 | 46 | 54 | 64 | 46 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 3424 | 1726 | 1698 | 3424 | 1726 | 1698 |
Profit Streak | 0 | 22.0189 | 0 | 0 | 22.0189 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453816 | 382006 | -252246 | 316534 | 308091 | -148147 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3640, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608422400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757939234816, "expiration_time": 1762655040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "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": [ [ 1649562.1024456243, 1507491.6370407243, 142070.4654048999, 28718573.809414748, 26717100.533186246, 2001473.2762285024 ], [ 1649.562102, 1507.491637, 142.070465, 28718.573809, 26717.100533, 2001.473276 ], [ 0.906353, 0.828292, 0.078061, 0.311672, 0.307705, 0.16746 ], [ 740.897113, 740.897113, 740.897113, 740.897113, 740.897113, 740.897113 ], [ -83821, -91159, -40287, -19240116, -6265296, -16592455 ], [ 4.516724, 7.488999, 1.600094, 1.515835, 2.129243, 1.062517 ], [ 92, 46, 46, 92, 46, 46 ], [ 39, 17, 22, 39, 17, 22 ], [ 53, 29, 24, 53, 29, 24 ], [ 42.391304, 36.956522, 47.826087, 42.391304, 36.956522, 47.826087 ], [ 6.138112, 12.77535, 1.745557, 2.05998, 3.632239, 1.15911 ], [ 796612, 796612, 68653, 16260172, 13904988, 16260172 ], [ -38436, -30008, -38436, -6539892, -6248247, -6539892 ], [ 37, 37, 36, 37, 37, 36 ], [ 54, 64, 46, 54, 64, 46 ], [ 24, 21, 27, 24, 21, 27 ], [ 3424, 1726, 1698, 3424, 1726, 1698 ], [ 0, 22.018921, 0, 0, 22.018921, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 453816, 382006, -252246, 316534, 308091, -148147 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3640, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608422400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757939234816, "expiration_time": 1762655040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "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) |
---|