Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685382.4281 | 1763415.663 | -78033.2349 | 35397.4996 | 884003.2474 | -848605.7478 |
Total P&L (%) | 1685.3824 | 1763.4157 | -78.0332 | 35.3975 | 884.0032 | -848.6057 |
Avg Daily Profit (%) | 0.9256 | 0.9684 | -0.0429 | 0.0166 | 0.1256 | 0 |
Buy And Hold Return (%) | 633.0766 | 633.0766 | 633.0766 | 633.0766 | 633.0766 | 633.0766 |
Max Trade Drawdown | -274479 | -219613 | -103510 | -4148590 | -3355815 | -1095004 |
Profit Factor | 2.5193 | 3.1923 | 0.7441 | 1.0044 | 1.1483 | 0.6028 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 42.7386 | 38.3333 | 47.1074 | 42.7386 | 38.3333 | 47.1074 |
Ratio Avg Win / Avg Loss | 3.3753 | 5.1354 | 0.8355 | 1.3457 | 1.8473 | 0.6768 |
Largest Winning Trade | 1241039 | 1241039 | 15248 | 1886637 | 1886637 | 186244 |
Largest Losing Trade | -52644 | -52644 | -13670 | -906838 | -906838 | -315132 |
Avg Bars in Trades | 88 | 157 | 20 | 88 | 157 | 20 |
Avg Bars in Winners | 124 | 253 | 20 | 124 | 253 | 20 |
Avg Bars in Losers | 61 | 98 | 19 | 61 | 98 | 19 |
Bars Traded | 21373 | 18944 | 2429 | 21373 | 18944 | 2429 |
Profit Streak | 0 | 87.4928 | 0 | 0 | 87.4928 | 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 | 471709 | 442781 | -581857 | -553672 | -127401 | -581857 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21851, "evaluation_days": 1820.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601733600000, "last_datapoint_time": 1758117600000, "evaluation_time": 1758124175944, "expiration_time": 1763781379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 3.44636 } } }
{ "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": [ [ 1685382.4280835283, 1763415.6630322484, -78033.23494872, 35397.499556551, 884003.2473562338, -848605.7477996812 ], [ 1685.382428, 1763.415663, -78.033235, 35.3975, 884.003247, -848.605748 ], [ 0.925566, 0.96842, -0.042854, 0.016644, 0.125645, 0 ], [ 633.076636, 633.076636, 633.076636, 633.076636, 633.076636, 633.076636 ], [ -274479, -219613, -103510, -4148590, -3355815, -1095004 ], [ 2.519257, 3.192258, 0.744123, 1.004372, 1.148323, 0.602767 ], [ 241, 120, 121, 241, 120, 121 ], [ 103, 46, 57, 103, 46, 57 ], [ 138, 74, 64, 138, 74, 64 ], [ 42.738589, 38.333333, 47.107438, 42.738589, 38.333333, 47.107438 ], [ 3.375315, 5.135372, 0.835506, 1.345664, 1.847302, 0.676791 ], [ 1241039, 1241039, 15248, 1886637, 1886637, 186244 ], [ -52644, -52644, -13670, -906838, -906838, -315132 ], [ 88, 157, 20, 88, 157, 20 ], [ 124, 253, 20, 124, 253, 20 ], [ 61, 98, 19, 61, 98, 19 ], [ 21373, 18944, 2429, 21373, 18944, 2429 ], [ 0, 87.492777, 0, 0, 87.492777, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471709, 442781, -581857, -553672, -127401, -581857 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21851, "evaluation_days": 1820.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601733600000, "last_datapoint_time": 1758117600000, "evaluation_time": 1758124175944, "expiration_time": 1763781379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 3.44636 } } }
# | 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) |
---|