Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640043.3837 | 1620208.1291 | 19835.2546 | 840547.2186 | 1838447.3165 | -997900.0979 |
Total P&L (%) | 1640.0434 | 1620.2081 | 19.8353 | 840.5472 | 1838.4473 | -997.9001 |
Avg Daily Profit (%) | 0.9028 | 0.8919 | 0.0109 | 0.1235 | 0.1633 | 0 |
Buy And Hold Return (%) | 700.815 | 700.815 | 700.815 | 700.815 | 700.815 | 700.815 |
Max Trade Drawdown | -234974 | -193828 | -52311 | -5947282 | -4736269 | -1647618 |
Profit Factor | 2.655 | 3.3656 | 1.0648 | 1.0528 | 1.1655 | 0.7923 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 46.0396 | 41.5842 | 50.4951 | 46.0396 | 41.5842 | 50.4951 |
Ratio Avg Win / Avg Loss | 3.1118 | 4.7279 | 1.0439 | 1.234 | 1.6373 | 0.7767 |
Largest Winning Trade | 969612 | 969612 | 15714 | 2435318 | 2435318 | 594900 |
Largest Losing Trade | -53615 | -53615 | -12612 | -1517176 | -1517176 | -505074 |
Avg Bars in Trades | 106 | 177 | 35 | 106 | 177 | 35 |
Avg Bars in Winners | 136 | 252 | 41 | 136 | 252 | 41 |
Avg Bars in Losers | 80 | 124 | 28 | 80 | 124 | 28 |
Bars Traded | 21526 | 17950 | 3576 | 21526 | 17950 | 3576 |
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 | 475769 | 407300 | -493490 | -294438 | -36642 | -580998 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21800, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757752855552, "expiration_time": 1763400960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 2.25586 } } }
{ "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": [ [ 1640043.3837102924, 1620208.1291092094, 19835.2546010828, 840547.2185527332, 1838447.316500001, -997900.0979472662 ], [ 1640.043384, 1620.208129, 19.835255, 840.547219, 1838.447317, -997.900098 ], [ 0.902775, 0.891856, 0.010918, 0.12345, 0.163315, 0 ], [ 700.815, 700.815, 700.815, 700.815, 700.815, 700.815 ], [ -234974, -193828, -52311, -5947282, -4736269, -1647618 ], [ 2.65498, 3.36563, 1.064804, 1.052825, 1.165503, 0.792265 ], [ 202, 101, 101, 202, 101, 101 ], [ 93, 42, 51, 93, 42, 51 ], [ 109, 59, 50, 109, 59, 50 ], [ 46.039604, 41.584158, 50.49505, 46.039604, 41.584158, 50.49505 ], [ 3.111751, 4.727909, 1.043926, 1.233956, 1.637254, 0.77673 ], [ 969612, 969612, 15714, 2435318, 2435318, 594900 ], [ -53615, -53615, -12612, -1517176, -1517176, -505074 ], [ 106, 177, 35, 106, 177, 35 ], [ 136, 252, 41, 136, 252, 41 ], [ 80, 124, 28, 80, 124, 28 ], [ 21526, 17950, 3576, 21526, 17950, 3576 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475769, 407300, -493490, -294438, -36642, -580998 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21800, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757752855552, "expiration_time": 1763400960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 2.25586 } } }
# | 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) |
---|