Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48290.3306 | 29775.8258 | 18514.5047 | 54844.2593 | 36264.5907 | 18579.6686 |
Total P&L (%) | 48.2903 | 29.7758 | 18.5145 | 54.8443 | 36.2646 | 18.5797 |
Avg Daily Profit (%) | 0.9272 | 0.5717 | 0.3555 | 0.8431 | 0.5959 | 0.3278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20506 | -18221 | -9585 | -23499 | -20344 | -15985 |
Profit Factor | 1.4157 | 1.4778 | 1.3438 | 1.343 | 1.4319 | 1.2448 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 54.1667 | 55.9524 | 52.381 | 54.1667 | 55.9524 | 52.381 |
Ratio Avg Win / Avg Loss | 1.1979 | 1.1633 | 1.2217 | 1.1364 | 1.1272 | 1.1316 |
Largest Winning Trade | 12252 | 12252 | 5158 | 17247 | 17247 | 6988 |
Largest Losing Trade | -6678 | -6678 | -3914 | -8161 | -8161 | -4917 |
Avg Bars in Trades | 145 | 148 | 142 | 145 | 148 | 142 |
Avg Bars in Winners | 142 | 153 | 131 | 142 | 153 | 131 |
Avg Bars in Losers | 149 | 142 | 154 | 149 | 142 | 154 |
Bars Traded | 24478 | 12496 | 11982 | 24478 | 12496 | 11982 |
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 | 415023 | 260021 | -377 | 413508 | 278123 | -1176 |
{ "trading_pair": "AVAX_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1752876180000, "first_datapoint_time": 1752920100000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757376166186, "expiration_time": 1763856000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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": [ [ 48290.3305561328, 29775.8258273356, 18514.5047287971, 54844.259262269, 36264.5907090168, 18579.6685532522 ], [ 48.290331, 29.775826, 18.514505, 54.844259, 36.264591, 18.579669 ], [ 0.927234, 0.571732, 0.355501, 0.843107, 0.595909, 0.327753 ], [ 10, 10, 10, 10, 10, 10 ], [ -20506, -18221, -9585, -23499, -20344, -15985 ], [ 1.415674, 1.477763, 1.343815, 1.343024, 1.431851, 1.244759 ], [ 168, 84, 84, 168, 84, 84 ], [ 91, 47, 44, 91, 47, 44 ], [ 77, 37, 40, 77, 37, 40 ], [ 54.166667, 55.952381, 52.380952, 54.166667, 55.952381, 52.380952 ], [ 1.197878, 1.163345, 1.22165, 1.136405, 1.127202, 1.131599 ], [ 12252, 12252, 5158, 17247, 17247, 6988 ], [ -6678, -6678, -3914, -8161, -8161, -4917 ], [ 145, 148, 142, 145, 148, 142 ], [ 142, 153, 131, 142, 153, 131 ], [ 149, 142, 154, 149, 142, 154 ], [ 24478, 12496, 11982, 24478, 12496, 11982 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415023, 260021, -377, 413508, 278123, -1176 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1752876180000, "first_datapoint_time": 1752920100000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757376166186, "expiration_time": 1763856000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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) |
---|