Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715900.1158 | 1688671.1793 | 27228.9366 | 1513960.8411 | 981357.8065 | 532603.0347 |
Total P&L (%) | 1715.9001 | 1688.6712 | 27.2289 | 1513.9608 | 981.3578 | 532.603 |
Avg Daily Profit (%) | 0.9397 | 0.9248 | 0.0149 | 0.1524 | 0.1305 | 0.1011 |
Buy And Hold Return (%) | 581.385 | 581.385 | 581.385 | 581.385 | 581.385 | 581.385 |
Max Trade Drawdown | -155736 | -156858 | -6984 | -2873567 | -2926985 | -73431 |
Profit Factor | 3.1696 | 3.2713 | 1.5742 | 1.1531 | 1.1047 | 2.0332 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 45.2915 | 40.5405 | 50 | 45.2915 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 3.8286 | 4.798 | 1.5742 | 1.3928 | 1.6202 | 2.0332 |
Largest Winning Trade | 1221005 | 1221005 | 4818 | 1351749 | 1351749 | 106614 |
Largest Losing Trade | -50529 | -50529 | -2862 | -1203992 | -1203992 | -38919 |
Avg Bars in Trades | 95 | 191 | 1 | 95 | 191 | 1 |
Avg Bars in Winners | 96 | 215 | 1 | 96 | 215 | 1 |
Avg Bars in Losers | 95 | 174 | 1 | 95 | 174 | 1 |
Bars Traded | 21380 | 21229 | 151 | 21380 | 21229 | 151 |
Profit Streak | 0 | 24.6127 | 0 | 0 | 24.6127 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558943 | 465775 | -335255 | -48644 | -135072 | -219522 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600783200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758624136126, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.67685 } } }
{ "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": [ [ 1715900.115844513, 1688671.1792654924, 27228.9365790201, 1513960.841126901, 981357.806452458, 532603.0346744425 ], [ 1715.900116, 1688.671179, 27.228937, 1513.960841, 981.357806, 532.603035 ], [ 0.939663, 0.924752, 0.014911, 0.152425, 0.130463, 0.101069 ], [ 581.38504, 581.38504, 581.38504, 581.38504, 581.38504, 581.38504 ], [ -155736, -156858, -6984, -2873567, -2926985, -73431 ], [ 3.169583, 3.271349, 1.57417, 1.153072, 1.104678, 2.033179 ], [ 223, 111, 112, 223, 111, 112 ], [ 101, 45, 56, 101, 45, 56 ], [ 122, 66, 56, 122, 66, 56 ], [ 45.29148, 40.540541, 50, 45.29148, 40.540541, 50 ], [ 3.828606, 4.797979, 1.57417, 1.392819, 1.620194, 2.033179 ], [ 1221005, 1221005, 4818, 1351749, 1351749, 106614 ], [ -50529, -50529, -2862, -1203992, -1203992, -38919 ], [ 95, 191, 1, 95, 191, 1 ], [ 96, 215, 1, 96, 215, 1 ], [ 95, 174, 1, 95, 174, 1 ], [ 21380, 21229, 151, 21380, 21229, 151 ], [ 0, 24.612687, 0, 0, 24.612687, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 558943, 465775, -335255, -48644, -135072, -219522 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600783200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758624136126, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.67685 } } }
# | 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) |
---|