Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543158.8022 | 1539225.7475 | 3933.0547 | 854271.6081 | 1680905.0794 | -826633.4713 |
Total P&L (%) | 1543.1588 | 1539.2257 | 3.9331 | 854.2716 | 1680.9051 | -826.6335 |
Avg Daily Profit (%) | 0.8495 | 0.8474 | 0.0022 | 0.1243 | 0.1587 | 0 |
Buy And Hold Return (%) | 705.2218 | 705.2218 | 705.2218 | 705.2218 | 705.2218 | 705.2218 |
Max Trade Drawdown | -154482 | -100564 | -73618 | -4428894 | -2837360 | -1748950 |
Profit Factor | 2.917 | 4.2249 | 1.012 | 1.0749 | 1.2528 | 0.826 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 34.7826 | 31.25 | 38.2716 | 34.7826 | 31.25 | 38.2716 |
Ratio Avg Win / Avg Loss | 5.4694 | 9.2948 | 1.6323 | 2.0155 | 2.7562 | 1.3323 |
Largest Winning Trade | 902147 | 902147 | 51237 | 2244604 | 2244604 | 503538 |
Largest Losing Trade | -30952 | -30617 | -30952 | -1527573 | -1527573 | -1071440 |
Avg Bars in Trades | 21 | 29 | 13 | 21 | 29 | 13 |
Avg Bars in Winners | 33 | 50 | 19 | 33 | 50 | 19 |
Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
Bars Traded | 3428 | 2363 | 1065 | 3428 | 2363 | 1065 |
Profit Streak | 12.6736 | 0 | 20.6736 | 12.6736 | 0 | 20.6736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322604 | -11709 | -577598 | -267903 | -22213 | -594799 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757650198101, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.67591 } } }
{ "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": [ [ 1543158.8021538055, 1539225.7474753594, 3933.0546784464, 854271.6080545438, 1680905.0793594364, -826633.4713048922 ], [ 1543.158802, 1539.225747, 3.933055, 854.271608, 1680.905079, -826.633471 ], [ 0.849523, 0.847358, 0.002165, 0.12426, 0.158656, 0 ], [ 705.221844, 705.221844, 705.221844, 705.221844, 705.221844, 705.221844 ], [ -154482, -100564, -73618, -4428894, -2837360, -1748950 ], [ 2.917031, 4.224891, 1.012003, 1.074936, 1.252814, 0.826019 ], [ 161, 80, 81, 161, 80, 81 ], [ 56, 25, 31, 56, 25, 31 ], [ 105, 55, 50, 105, 55, 50 ], [ 34.782609, 31.25, 38.271605, 34.782609, 31.25, 38.271605 ], [ 5.469432, 9.294761, 1.632263, 2.015504, 2.756191, 1.332289 ], [ 902147, 902147, 51237, 2244604, 2244604, 503538 ], [ -30952, -30617, -30952, -1527573, -1527573, -1071440 ], [ 21, 29, 13, 21, 29, 13 ], [ 33, 50, 19, 33, 50, 19 ], [ 14, 19, 8, 14, 19, 8 ], [ 3428, 2363, 1065, 3428, 2363, 1065 ], [ 12.673589, 0, 20.673589, 12.673589, 0, 20.673589 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322604, -11709, -577598, -267903, -22213, -594799 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757650198101, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.67591 } } }
# | 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) |
---|