Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1379455.348 | -63423.0645 | -1316032.2835 | -99994.9791 | 1683867.3016 | -1783862.2806 |
Total P&L (%) | -1379.4553 | -63.4231 | -1316.0323 | -99.995 | 1683.8673 | -1783.8623 |
Avg Daily Profit (%) | -0.76 | -0.0349 | -0.7251 | -0.5439 | 0.1589 | 0 |
Buy And Hold Return (%) | 642.3905 | 642.3905 | 642.3905 | 642.3905 | 642.3905 | 642.3905 |
Max Trade Drawdown | -1631086 | -157422 | -1473819 | -5553229 | -358107 | -5805872 |
Profit Factor | 0.4046 | 0.8476 | 0.3076 | 0.9921 | 3.2648 | 0.851 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 186 | 85 | 101 | 152 | 86 | 66 |
Losing Trades | 95 | 56 | 39 | 129 | 55 | 74 |
Profitability (%) | 66.1922 | 60.2837 | 72.1429 | 54.0925 | 60.9929 | 47.1429 |
Ratio Avg Win / Avg Loss | 0.2066 | 0.5584 | 0.1188 | 0.842 | 2.0879 | 0.9541 |
Largest Winning Trade | 19307 | 16404 | 19307 | 8423000 | 704719 | 8423000 |
Largest Losing Trade | -935749 | -53713 | -935749 | -4130191 | -300555 | -4130191 |
Avg Bars in Trades | 75 | 47 | 104 | 75 | 47 | 104 |
Avg Bars in Winners | 36 | 24 | 46 | 75 | 52 | 106 |
Avg Bars in Losers | 153 | 83 | 254 | 76 | 40 | 102 |
Bars Traded | 21339 | 6734 | 14605 | 21339 | 6734 | 14605 |
Profit Streak | 0 | 0 | 41.8578 | 0 | 0 | 41.8578 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577209 | -579625 | -577103 | -578777 | 422061 | -581085 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21780, "evaluation_days": 1815, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601820000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757608516686, "expiration_time": 1763251776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 46, "offset": 103 } } }
{ "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": [ [ -1379455.3479987897, -63423.0645437695, -1316032.28345502, -99994.9790580557, 1683867.3015726956, -1783862.2806307494 ], [ -1379.455348, -63.423065, -1316.032283, -99.994979, 1683.867302, -1783.862281 ], [ -0.76003, -0.034944, -0.725087, -0.543932, 0.158879, 0 ], [ 642.390497, 642.390497, 642.390497, 642.390497, 642.390497, 642.390497 ], [ -1631086, -157422, -1473819, -5553229, -358107, -5805872 ], [ 0.404596, 0.847551, 0.307647, 0.992134, 3.264768, 0.850959 ], [ 281, 141, 140, 281, 141, 140 ], [ 186, 85, 101, 152, 86, 66 ], [ 95, 56, 39, 129, 55, 74 ], [ 66.192171, 60.283688, 72.142857, 54.092527, 60.992908, 47.142857 ], [ 0.206648, 0.558386, 0.118794, 0.842009, 2.087933, 0.954106 ], [ 19307, 16404, 19307, 8423000, 704719, 8423000 ], [ -935749, -53713, -935749, -4130191, -300555, -4130191 ], [ 75, 47, 104, 75, 47, 104 ], [ 36, 24, 46, 75, 52, 106 ], [ 153, 83, 254, 76, 40, 102 ], [ 21339, 6734, 14605, 21339, 6734, 14605 ], [ 0, 0, 41.857832, 0, 0, 41.857832 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577209, -579625, -577103, -578777, 422061, -581085 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21780, "evaluation_days": 1815, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601820000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757608516686, "expiration_time": 1763251776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 46, "offset": 103 } } }
# | 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) |
---|