Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174132.8942 | 99763.7536 | 74369.1406 | 218677.0236 | 118528.7838 | 100148.2398 |
Total P&L (%) | 174.1329 | 99.7638 | 74.3691 | 218.677 | 118.5288 | 100.1482 |
Avg Daily Profit (%) | 0.3343 | 0.1915 | 0.1428 | 0.2228 | 0.1502 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61653 | -46960 | -32727 | -121113 | -64366 | -121227 |
Profit Factor | 1.7232 | 1.7541 | 1.6856 | 1.5183 | 1.6266 | 1.4302 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 60.4167 | 54.1667 | 66.6667 | 60.4167 | 54.1667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.129 | 1.4842 | 0.8428 | 0.9947 | 1.3764 | 0.7151 |
Largest Winning Trade | 58934 | 58934 | 32872 | 61522 | 61522 | 49727 |
Largest Losing Trade | -32695 | -25676 | -32695 | -121113 | -35304 | -121113 |
Avg Bars in Trades | 254 | 254 | 254 | 254 | 254 | 254 |
Avg Bars in Winners | 241 | 279 | 210 | 241 | 279 | 210 |
Avg Bars in Losers | 275 | 224 | 344 | 275 | 224 | 344 |
Bars Traded | 24434 | 12205 | 12229 | 24434 | 12205 | 12229 |
Profit Streak | 16.2516 | 16.2516 | 19.2308 | 16.2516 | 16.2516 | 19.2308 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469111 | 374377 | 8468 | 348240 | 352802 | -13599 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712901600000, "first_datapoint_time": 1713297600000, "last_datapoint_time": 1757899800000, "evaluation_time": 1757899941940, "expiration_time": 1764379800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "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": [ [ 174132.8942336775, 99763.7536090032, 74369.1406246742, 218677.0235952279, 118528.7837553732, 100148.2398398546 ], [ 174.132894, 99.763754, 74.369141, 218.677024, 118.528784, 100.14824 ], [ 0.334337, 0.191548, 0.14279, 0.222779, 0.150209, 0.133316 ], [ 10, 10, 10, 10, 10, 10 ], [ -61653, -46960, -32727, -121113, -64366, -121227 ], [ 1.723224, 1.754067, 1.685605, 1.518251, 1.626618, 1.430199 ], [ 96, 48, 48, 96, 48, 48 ], [ 58, 26, 32, 58, 26, 32 ], [ 38, 22, 16, 38, 22, 16 ], [ 60.416667, 54.166667, 66.666667, 60.416667, 54.166667, 66.666667 ], [ 1.129009, 1.48421, 0.842803, 0.994716, 1.376369, 0.715099 ], [ 58934, 58934, 32872, 61522, 61522, 49727 ], [ -32695, -25676, -32695, -121113, -35304, -121113 ], [ 254, 254, 254, 254, 254, 254 ], [ 241, 279, 210, 241, 279, 210 ], [ 275, 224, 344, 275, 224, 344 ], [ 24434, 12205, 12229, 24434, 12205, 12229 ], [ 16.251643, 16.251643, 19.230809, 16.251643, 16.251643, 19.230809 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469111, 374377, 8468, 348240, 352802, -13599 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712901600000, "first_datapoint_time": 1713297600000, "last_datapoint_time": 1757899800000, "evaluation_time": 1757899941940, "expiration_time": 1764379800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "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) |
---|