Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1748812.8149 | 1705782.7814 | 43030.0335 | 1333370.4988 | 1047190.0957 | 286180.4031 |
Total P&L (%) | 1748.8128 | 1705.7828 | 43.03 | 1333.3705 | 1047.1901 | 286.1804 |
Avg Daily Profit (%) | 0.9655 | 0.9418 | 0.0238 | 0.1471 | 0.1348 | 0.0746 |
Buy And Hold Return (%) | 553.6883 | 553.6883 | 553.6883 | 553.6883 | 553.6883 | 553.6883 |
Max Trade Drawdown | -129085 | -138948 | -39315 | -2900188 | -2150346 | -1017623 |
Profit Factor | 3.3981 | 4.0528 | 1.2524 | 1.1527 | 1.154 | 1.1482 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 44.0789 | 42.1053 | 46.0526 | 44.0789 | 42.1053 | 46.0526 |
Ratio Avg Win / Avg Loss | 4.311 | 5.5726 | 1.4671 | 1.4624 | 1.5867 | 1.3451 |
Largest Winning Trade | 1048328 | 1048328 | 30360 | 1424220 | 1424220 | 487863 |
Largest Losing Trade | -70995 | -70995 | -14412 | -1720875 | -1720875 | -317743 |
Avg Bars in Trades | 139 | 247 | 31 | 139 | 247 | 31 |
Avg Bars in Winners | 171 | 319 | 35 | 171 | 319 | 35 |
Avg Bars in Losers | 114 | 195 | 27 | 114 | 195 | 27 |
Bars Traded | 21234 | 18834 | 2400 | 21234 | 18834 | 2400 |
Profit Streak | 0 | 82.5832 | 0 | 0 | 82.5832 | 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 | 551935 | -34620 | -378108 | -54462 | -122282 | -367543 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21735, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1757282400000, "evaluation_time": 1757289586315, "expiration_time": 1762916112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1748812.8148584368, 1705782.781402615, 43030.0334558226, 1333370.498823419, 1047190.095730731, 286180.4030926869 ], [ 1748.812815, 1705.782781, 43.030033, 1333.370499, 1047.190096, 286.180403 ], [ 0.965528, 0.941771, 0.023757, 0.147112, 0.134799, 0.074625 ], [ 553.688253, 553.688253, 553.688253, 553.688253, 553.688253, 553.688253 ], [ -129085, -138948, -39315, -2900188, -2150346, -1017623 ], [ 3.398055, 4.052828, 1.252364, 1.152708, 1.153977, 1.148237 ], [ 152, 76, 76, 152, 76, 76 ], [ 67, 32, 35, 67, 32, 35 ], [ 85, 44, 41, 85, 44, 41 ], [ 44.078947, 42.105263, 46.052632, 44.078947, 42.105263, 46.052632 ], [ 4.310966, 5.572639, 1.467055, 1.462391, 1.586718, 1.345078 ], [ 1048328, 1048328, 30360, 1424220, 1424220, 487863 ], [ -70995, -70995, -14412, -1720875, -1720875, -317743 ], [ 139, 247, 31, 139, 247, 31 ], [ 171, 319, 35, 171, 319, 35 ], [ 114, 195, 27, 114, 195, 27 ], [ 21234, 18834, 2400, 21234, 18834, 2400 ], [ 0, 82.583175, 0, 0, 82.583175, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551935, -34620, -378108, -54462, -122282, -367543 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21735, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1757282400000, "evaluation_time": 1757289586315, "expiration_time": 1762916112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 2 } } }
# | 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) |
---|