Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198905.8359 | 1216438.9552 | -17533.1193 | 622321.3657 | 4048476.0549 | -3426154.6892 |
Total P&L (%) | 1198.9058 | 1216.439 | -17.5331 | 622.3214 | 4048.4761 | -3426.1547 |
Avg Daily Profit (%) | 0.6564 | 0.666 | -0.0096 | 0.1083 | 0.2042 | 0 |
Buy And Hold Return (%) | 971.5859 | 971.5859 | 971.5859 | 971.5859 | 971.5859 | 971.5859 |
Max Trade Drawdown | -182462 | -84998 | -106149 | -4412359 | -1251921 | -3761269 |
Profit Factor | 3.1039 | 5.9956 | 0.9463 | 1.0693 | 2.3744 | 0.4321 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 48.6486 | 47.3684 | 48 | 48.6486 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.3626 | 6.3287 | 1.0514 | 1.1584 | 2.5063 | 0.4801 |
Largest Winning Trade | 602685 | 602685 | 67816 | 3643329 | 3643329 | 525139 |
Largest Losing Trade | -61839 | -37649 | -61839 | -2624369 | -331722 | -2624369 |
Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 33 | 35 | 32 | 33 | 35 | 32 |
Bars Traded | 3432 | 1756 | 1676 | 3432 | 1756 | 1676 |
Profit Streak | 0 | 34.6385 | 0 | 0 | 34.6385 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137173 | -66355 | -580121 | -420087 | 395810 | -581788 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608897600000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758511167190, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1198905.8359420332, 1216438.9552347786, -17533.1192927455, 622321.365712007, 4048476.054904115, -3426154.68919211 ], [ 1198.905836, 1216.438955, -17.533119, 622.321366, 4048.476055, -3426.154689 ], [ 0.656395, 0.665995, -0.009599, 0.108315, 0.204168, 0 ], [ 971.585866, 971.585866, 971.585866, 971.585866, 971.585866, 971.585866 ], [ -182462, -84998, -106149, -4412359, -1251921, -3761269 ], [ 3.103949, 5.995589, 0.946272, 1.069311, 2.374378, 0.432093 ], [ 75, 37, 38, 75, 37, 38 ], [ 36, 18, 18, 36, 18, 18 ], [ 39, 19, 20, 39, 19, 20 ], [ 48, 48.648649, 47.368421, 48, 48.648649, 47.368421 ], [ 3.362611, 6.328677, 1.051414, 1.158421, 2.506288, 0.480103 ], [ 602685, 602685, 67816, 3643329, 3643329, 525139 ], [ -61839, -37649, -61839, -2624369, -331722, -2624369 ], [ 45, 47, 44, 45, 47, 44 ], [ 58, 59, 57, 58, 59, 57 ], [ 33, 35, 32, 33, 35, 32 ], [ 3432, 1756, 1676, 3432, 1756, 1676 ], [ 0, 34.638509, 0, 0, 34.638509, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137173, -66355, -580121, -420087, 395810, -581788 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608897600000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758511167190, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|