Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456228.4127 | 1400628.5119 | 55599.9008 | 3816703.4309 | 4781438.6092 | -964735.1783 |
Total P&L (%) | 1456.2284 | 1400.6285 | 55.5999 | 3816.7034 | 4781.4386 | -964.7352 |
Avg Daily Profit (%) | 0.8022 | 0.7716 | 0.0306 | 0.2023 | 0.2144 | 0 |
Buy And Hold Return (%) | 537.4563 | 537.4563 | 537.4563 | 537.4563 | 537.4563 | 537.4563 |
Max Trade Drawdown | -98723 | -52837 | -84555 | -3281499 | -2318571 | -2390474 |
Profit Factor | 2.8622 | 5.009 | 1.1285 | 1.1849 | 1.5114 | 0.9146 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 33.5443 | 31.6456 | 35.443 | 33.5443 | 31.6456 | 35.443 |
Ratio Avg Win / Avg Loss | 5.6703 | 10.8194 | 2.0555 | 2.3474 | 3.2647 | 1.6658 |
Largest Winning Trade | 864658 | 864658 | 75682 | 4903052 | 4903052 | 2271853 |
Largest Losing Trade | -35821 | -21167 | -35821 | -966118 | -831767 | -966118 |
Avg Bars in Trades | 135 | 123 | 147 | 135 | 123 | 147 |
Avg Bars in Winners | 291 | 268 | 311 | 291 | 268 | 311 |
Avg Bars in Losers | 57 | 56 | 57 | 57 | 56 | 57 |
Bars Traded | 21433 | 9780 | 11653 | 21433 | 9780 | 11653 |
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 | 348872 | -16832 | -428417 | -13552 | -23448 | -610619 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21784, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757636492406, "expiration_time": 1763281612800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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": [ [ 1456228.4126789544, 1400628.511858853, 55599.9008201011, 3816703.4308574805, 4781438.609176242, -964735.1783187604 ], [ 1456.228413, 1400.628512, 55.599901, 3816.703431, 4781.438609, -964.735178 ], [ 0.802184, 0.771556, 0.030628, 0.202252, 0.214407, 0 ], [ 537.456294, 537.456294, 537.456294, 537.456294, 537.456294, 537.456294 ], [ -98723, -52837, -84555, -3281499, -2318571, -2390474 ], [ 2.862154, 5.008973, 1.128513, 1.184889, 1.511438, 0.914581 ], [ 158, 79, 79, 158, 79, 79 ], [ 53, 25, 28, 53, 25, 28 ], [ 105, 54, 51, 105, 54, 51 ], [ 33.544304, 31.64557, 35.443038, 33.544304, 31.64557, 35.443038 ], [ 5.670305, 10.819381, 2.055506, 2.347422, 3.264705, 1.665844 ], [ 864658, 864658, 75682, 4903052, 4903052, 2271853 ], [ -35821, -21167, -35821, -966118, -831767, -966118 ], [ 135, 123, 147, 135, 123, 147 ], [ 291, 268, 311, 291, 268, 311 ], [ 57, 56, 57, 57, 56, 57 ], [ 21433, 9780, 11653, 21433, 9780, 11653 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348872, -16832, -428417, -13552, -23448, -610619 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21784, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757636492406, "expiration_time": 1763281612800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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) |
---|