Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816657.6535 | 1763158.8306 | 53498.8229 | 4074444.2806 | 4947815.7041 | -873371.4234 |
Total P&L (%) | 1816.6577 | 1763.1588 | 53.4988 | 4074.4443 | 4947.8157 | -873.3714 |
Avg Daily Profit (%) | 0.987 | 0.958 | 0.0291 | 0.203 | 0.2133 | 0 |
Buy And Hold Return (%) | 604.9859 | 604.9859 | 604.9859 | 604.9859 | 604.9859 | 604.9859 |
Max Trade Drawdown | -136875 | -92415 | -78689 | -4691794 | -3167465 | -2395288 |
Profit Factor | 4.2605 | 6.946 | 1.2053 | 1.2801 | 1.67 | 0.878 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 38.75 | 35 | 42.5 | 38.75 | 35 | 42.5 |
Ratio Avg Win / Avg Loss | 6.7343 | 12.8996 | 1.6306 | 2.0234 | 3.1015 | 1.1879 |
Largest Winning Trade | 888075 | 888075 | 73738 | 5827094 | 5827094 | 1475211 |
Largest Losing Trade | -45064 | -24933 | -45064 | -1527711 | -1316723 | -1527711 |
Avg Bars in Trades | 89 | 86 | 91 | 89 | 86 | 91 |
Avg Bars in Winners | 155 | 173 | 140 | 155 | 173 | 140 |
Avg Bars in Losers | 47 | 40 | 56 | 47 | 40 | 56 |
Bars Traded | 7150 | 3475 | 3675 | 7150 | 3475 | 3675 |
Profit Streak | 54.4168 | 115.6668 | 0 | 54.4168 | 115.6668 | 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 | -10117 | 496693 | -322099 | -18630 | 232838 | -581999 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7362, "evaluation_days": 1840.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759766409402, "expiration_time": 1764522576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 4.83879 } }, "second_band": { "type": "ohlc4", "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": [ [ 1816657.6534645336, 1763158.8305670724, 53498.8228974613, 4074444.280633278, 4947815.704055077, -873371.4234218003 ], [ 1816.657653, 1763.158831, 53.498823, 4074.444281, 4947.815704, -873.371423 ], [ 0.987046, 0.957978, 0.029068, 0.202953, 0.213296, 0 ], [ 604.985928, 604.985928, 604.985928, 604.985928, 604.985928, 604.985928 ], [ -136875, -92415, -78689, -4691794, -3167465, -2395288 ], [ 4.260477, 6.94595, 1.205256, 1.280125, 1.670045, 0.878034 ], [ 80, 40, 40, 80, 40, 40 ], [ 31, 14, 17, 31, 14, 17 ], [ 49, 26, 23, 49, 26, 23 ], [ 38.75, 35, 42.5, 38.75, 35, 42.5 ], [ 6.734302, 12.899622, 1.63064, 2.023424, 3.101511, 1.187928 ], [ 888075, 888075, 73738, 5827094, 5827094, 1475211 ], [ -45064, -24933, -45064, -1527711, -1316723, -1527711 ], [ 89, 86, 91, 89, 86, 91 ], [ 155, 173, 140, 155, 173, 140 ], [ 47, 40, 56, 47, 40, 56 ], [ 7150, 3475, 3675, 7150, 3475, 3675 ], [ 54.416775, 115.666775, 0, 54.416775, 115.666775, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10117, 496693, -322099, -18630, 232838, -581999 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7362, "evaluation_days": 1840.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759766409402, "expiration_time": 1764522576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 4.83879 } }, "second_band": { "type": "ohlc4", "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) |
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