Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175913.9032 | 1126924.888 | 48989.0152 | 811223.2303 | 7087078.558 | -6275855.3277 |
Total P&L (%) | 1175.9139 | 1126.9249 | 48.989 | 811.2232 | 7087.0786 | -6275.8553 |
Avg Daily Profit (%) | 0.6375 | 0.6109 | 0.0266 | 0.1199 | 0.232 | 0 |
Buy And Hold Return (%) | 470.1586 | 470.1586 | 470.1586 | 470.1586 | 470.1586 | 470.1586 |
Max Trade Drawdown | -164254 | -66305 | -123056 | -15214861 | -3193708 | -13571674 |
Profit Factor | 3.6941 | 7.2085 | 1.1921 | 1.0275 | 1.7119 | 0.6781 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 41.9355 | 59.375 | 50.7937 | 41.9355 | 59.375 |
Ratio Avg Win / Avg Loss | 3.5786 | 9.981 | 0.8157 | 0.9954 | 2.3703 | 0.464 |
Largest Winning Trade | 757293 | 757293 | 72617 | 5479151 | 5479151 | 3539614 |
Largest Losing Trade | -88782 | -18927 | -88782 | -8099832 | -1621384 | -8099832 |
Avg Bars in Trades | 338 | 360 | 318 | 338 | 360 | 318 |
Avg Bars in Winners | 478 | 642 | 366 | 478 | 642 | 366 |
Avg Bars in Losers | 195 | 157 | 247 | 195 | 157 | 247 |
Bars Traded | 21356 | 11179 | 10177 | 21356 | 11179 | 10177 |
Profit Streak | 0 | 134.3173 | 0 | 0 | 134.3173 | 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 | -135837 | 476218 | -332830 | -384087 | 322145 | -579595 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22135, "evaluation_days": 1844.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602194400000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760168216189, "expiration_time": 1765899792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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": [ [ 1175913.903190093, 1126924.888016539, 48989.0151735549, 811223.2303077518, 7087078.558007986, -6275855.327700233 ], [ 1175.913903, 1126.924888, 48.989015, 811.22323, 7087.078558, -6275.855328 ], [ 0.637497, 0.610938, 0.026558, 0.119862, 0.232022, 0 ], [ 470.158633, 470.158633, 470.158633, 470.158633, 470.158633, 470.158633 ], [ -164254, -66305, -123056, -15214861, -3193708, -13571674 ], [ 3.694088, 7.20848, 1.19214, 1.027542, 1.711886, 0.678145 ], [ 63, 31, 32, 63, 31, 32 ], [ 32, 13, 19, 32, 13, 19 ], [ 31, 18, 13, 31, 18, 13 ], [ 50.793651, 41.935484, 59.375, 50.793651, 41.935484, 59.375 ], [ 3.578648, 9.980972, 0.815675, 0.995431, 2.370303, 0.463994 ], [ 757293, 757293, 72617, 5479151, 5479151, 3539614 ], [ -88782, -18927, -88782, -8099832, -1621384, -8099832 ], [ 338, 360, 318, 338, 360, 318 ], [ 478, 642, 366, 478, 642, 366 ], [ 195, 157, 247, 195, 157, 247 ], [ 21356, 11179, 10177, 21356, 11179, 10177 ], [ 0, 134.317317, 0, 0, 134.317317, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135837, 476218, -332830, -384087, 322145, -579595 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22135, "evaluation_days": 1844.58, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602194400000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760168216189, "expiration_time": 1765899792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
---|