Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945863.0066 | 1844769.1401 | 101093.8665 | 7585233.3306 | 10344706.4954 | -2759473.1648 |
Total P&L (%) | 1945.863 | 1844.7691 | 101.0939 | 7585.2333 | 10344.7065 | -2759.4732 |
Avg Daily Profit (%) | 1.0716 | 1.0159 | 0.0557 | 0.2394 | 0.2563 | 0 |
Buy And Hold Return (%) | 637.8364 | 637.8364 | 637.8364 | 637.8364 | 637.8364 | 637.8364 |
Max Trade Drawdown | -108144 | -91288 | -60288 | -19627616 | -11928992 | -13198327 |
Profit Factor | 3.5993 | 5.9871 | 1.2669 | 1.1289 | 1.395 | 0.9155 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 44.8529 | 42.6471 | 47.0588 | 44.8529 | 42.6471 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.4253 | 8.0516 | 1.4253 | 1.388 | 1.8761 | 1.0299 |
Largest Winning Trade | 1399822 | 1399822 | 74915 | 9812588 | 9812588 | 5831752 |
Largest Losing Trade | -38328 | -38328 | -26421 | -6164153 | -4669021 | -6164153 |
Avg Bars in Trades | 158 | 147 | 168 | 158 | 147 | 168 |
Avg Bars in Winners | 251 | 238 | 263 | 251 | 238 | 263 |
Avg Bars in Losers | 82 | 79 | 84 | 82 | 79 | 84 |
Bars Traded | 21504 | 10018 | 11486 | 21504 | 10018 | 11486 |
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 | 556630 | -93652 | -395076 | -71959 | -102022 | -689713 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21791, "evaluation_days": 1815.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602208800000, "last_datapoint_time": 1757685600000, "evaluation_time": 1757691966314, "expiration_time": 1763333827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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": [ [ 1945863.006579605, 1844769.140117348, 101093.8664622557, 7585233.330632893, 10344706.495386919, -2759473.164754024 ], [ 1945.863007, 1844.76914, 101.093866, 7585.233331, 10344.706495, -2759.473165 ], [ 1.071558, 1.015887, 0.055671, 0.239387, 0.256324, 0 ], [ 637.836439, 637.836439, 637.836439, 637.836439, 637.836439, 637.836439 ], [ -108144, -91288, -60288, -19627616, -11928992, -13198327 ], [ 3.599257, 5.987076, 1.266941, 1.128941, 1.395028, 0.915457 ], [ 136, 68, 68, 136, 68, 68 ], [ 61, 29, 32, 61, 29, 32 ], [ 75, 39, 36, 75, 39, 36 ], [ 44.852941, 42.647059, 47.058824, 44.852941, 42.647059, 47.058824 ], [ 4.425317, 8.051585, 1.425308, 1.388043, 1.876072, 1.029889 ], [ 1399822, 1399822, 74915, 9812588, 9812588, 5831752 ], [ -38328, -38328, -26421, -6164153, -4669021, -6164153 ], [ 158, 147, 168, 158, 147, 168 ], [ 251, 238, 263, 251, 238, 263 ], [ 82, 79, 84, 82, 79, 84 ], [ 21504, 10018, 11486, 21504, 10018, 11486 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 556630, -93652, -395076, -71959, -102022, -689713 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21791, "evaluation_days": 1815.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602208800000, "last_datapoint_time": 1757685600000, "evaluation_time": 1757691966314, "expiration_time": 1763333827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 39, "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) |
---|