Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225961.3016 | 1189160.3567 | 36800.9449 | 1035778.3228 | 937087.8795 | 98690.4433 |
Total P&L (%) | 1225.9613 | 1189.1604 | 36.8009 | 1035.7783 | 937.0879 | 98.6904 |
Avg Daily Profit (%) | 0.6761 | 0.6558 | 0.0203 | 0.1341 | 0.1291 | 0.0379 |
Buy And Hold Return (%) | 504.5022 | 504.5022 | 504.5022 | 504.5022 | 504.5022 | 504.5022 |
Max Trade Drawdown | -102885 | -110622 | -24899 | -2990032 | -2994329 | -298717 |
Profit Factor | 3.7697 | 4.0192 | 1.7545 | 1.1612 | 1.1603 | 1.1694 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
Profitability (%) | 52.809 | 38.6364 | 66.6667 | 52.809 | 38.6364 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.3686 | 6.3834 | 0.8773 | 1.0376 | 1.8429 | 0.5847 |
Largest Winning Trade | 660924 | 660924 | 15330 | 2647413 | 2647413 | 107493 |
Largest Losing Trade | -79140 | -79140 | -9609 | -2395426 | -2395426 | -163052 |
Avg Bars in Trades | 236 | 467 | 10 | 236 | 467 | 10 |
Avg Bars in Winners | 236 | 637 | 9 | 236 | 637 | 9 |
Avg Bars in Losers | 235 | 359 | 11 | 235 | 359 | 11 |
Bars Traded | 21005 | 20549 | 456 | 21005 | 20549 | 456 |
Profit Streak | 84.6117 | 84.6117 | 338.6117 | 84.6117 | 84.6117 | 338.6117 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609978 | 385134 | -327046 | -61423 | -74977 | -340063 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21760, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601474400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464854364, "expiration_time": 1763102592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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": [ [ 1225961.3016260439, 1189160.3566797387, 36800.9449463044, 1035778.3228384098, 937087.879541405, 98690.4432970054 ], [ 1225.961302, 1189.160357, 36.800945, 1035.778323, 937.08788, 98.690443 ], [ 0.676083, 0.655788, 0.020295, 0.134092, 0.129073, 0.03787 ], [ 504.502209, 504.502209, 504.502209, 504.502209, 504.502209, 504.502209 ], [ -102885, -110622, -24899, -2990032, -2994329, -298717 ], [ 3.769672, 4.019206, 1.754545, 1.161157, 1.160339, 1.169357 ], [ 89, 44, 45, 89, 44, 45 ], [ 47, 17, 30, 47, 17, 30 ], [ 42, 27, 15, 42, 27, 15 ], [ 52.808989, 38.636364, 66.666667, 52.808989, 38.636364, 66.666667 ], [ 3.368643, 6.383444, 0.877273, 1.037629, 1.842892, 0.584678 ], [ 660924, 660924, 15330, 2647413, 2647413, 107493 ], [ -79140, -79140, -9609, -2395426, -2395426, -163052 ], [ 236, 467, 10, 236, 467, 10 ], [ 236, 637, 9, 236, 637, 9 ], [ 235, 359, 11, 235, 359, 11 ], [ 21005, 20549, 456, 21005, 20549, 456 ], [ 84.61174, 84.61174, 338.61174, 84.61174, 84.61174, 338.61174 ], [ 3, 1, 7, 3, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 609978, 385134, -327046, -61423, -74977, -340063 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21760, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601474400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464854364, "expiration_time": 1763102592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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) |
---|