Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157407.3198 | 967804.6458 | 189602.674 | 39372545.3937 | 36019783.4296 | 3352761.9641 |
Total P&L (%) | 1157.4073 | 967.8046 | 189.6027 | 39372.5454 | 36019.7834 | 3352.762 |
Avg Daily Profit (%) | 0.6338 | 0.53 | 0.1038 | 0.3279 | 0.323 | 0.1941 |
Buy And Hold Return (%) | 690.4608 | 690.4608 | 690.4608 | 690.4608 | 690.4608 | 690.4608 |
Max Trade Drawdown | -72261 | -46435 | -73876 | -25219996 | -19361772 | -19246132 |
Profit Factor | 2.526 | 3.8088 | 1.4581 | 1.2883 | 1.559 | 1.0465 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 42.6966 | 40.4494 | 44.9438 | 42.6966 | 40.4494 | 44.9438 |
Ratio Avg Win / Avg Loss | 3.3901 | 5.6073 | 1.7862 | 1.729 | 2.2952 | 1.2819 |
Largest Winning Trade | 268366 | 268366 | 64004 | 21793167 | 21793167 | 10357288 |
Largest Losing Trade | -30457 | -22816 | -30457 | -8326734 | -5719223 | -8326734 |
Avg Bars in Trades | 120 | 113 | 128 | 120 | 113 | 128 |
Avg Bars in Winners | 211 | 203 | 218 | 211 | 203 | 218 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 21469 | 10059 | 11409 | 21469 | 10059 | 11409 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201813 | -27061 | -220265 | 300467 | 282119 | -165166 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601733600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758606483747, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 14, "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": [ [ 1157407.3198199878, 967804.6458074583, 189602.6740125298, 39372545.39369014, 36019783.42958407, 3352761.9641060703 ], [ 1157.40732, 967.804646, 189.602674, 39372.545394, 36019.78343, 3352.761964 ], [ 0.633821, 0.52999, 0.10383, 0.327915, 0.323038, 0.194142 ], [ 690.460812, 690.460812, 690.460812, 690.460812, 690.460812, 690.460812 ], [ -72261, -46435, -73876, -25219996, -19361772, -19246132 ], [ 2.525976, 3.808765, 1.458083, 1.288263, 1.558997, 1.04647 ], [ 178, 89, 89, 178, 89, 89 ], [ 76, 36, 40, 76, 36, 40 ], [ 102, 53, 49, 102, 53, 49 ], [ 42.696629, 40.449438, 44.94382, 42.696629, 40.449438, 44.94382 ], [ 3.390126, 5.607348, 1.786152, 1.728985, 2.29519, 1.281926 ], [ 268366, 268366, 64004, 21793167, 21793167, 10357288 ], [ -30457, -22816, -30457, -8326734, -5719223, -8326734 ], [ 120, 113, 128, 120, 113, 128 ], [ 211, 203, 218, 211, 203, 218 ], [ 53, 51, 54, 53, 51, 54 ], [ 21469, 10059, 11409, 21469, 10059, 11409 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 201813, -27061, -220265, 300467, 282119, -165166 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601733600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758606483747, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 14, "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) |
---|