Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157507.8241 | 997334.5307 | 160173.2934 | 18495148.9948 | 25152181.8949 | -6657032.9001 |
Total P&L (%) | 1157.5078 | 997.3345 | 160.1733 | 18495.149 | 25152.1819 | -6657.0329 |
Avg Daily Profit (%) | 0.6383 | 0.55 | 0.0883 | 0.2886 | 0.3055 | 0 |
Buy And Hold Return (%) | 580.8862 | 580.8862 | 580.8862 | 580.8862 | 580.8862 | 580.8862 |
Max Trade Drawdown | -129968 | -92796 | -80811 | -73733083 | -48951390 | -37241111 |
Profit Factor | 2.2495 | 3.1054 | 1.3538 | 1.0858 | 1.2251 | 0.9359 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 48.374 | 45.5285 | 51.2195 | 48.374 | 45.5285 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4007 | 3.7154 | 1.2894 | 1.1587 | 1.4657 | 0.8914 |
Largest Winning Trade | 296948 | 296948 | 56936 | 35411819 | 35411819 | 9145118 |
Largest Losing Trade | -28905 | -26806 | -28905 | -15155614 | -15155614 | -10847601 |
Avg Bars in Trades | 87 | 93 | 81 | 87 | 93 | 81 |
Avg Bars in Winners | 119 | 133 | 106 | 119 | 133 | 106 |
Avg Bars in Losers | 57 | 60 | 54 | 57 | 60 | 54 |
Bars Traded | 21467 | 11495 | 9972 | 21467 | 11495 | 9972 |
Profit Streak | 0 | 9.5426 | 0 | 0 | 9.5426 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352165 | 263822 | -240476 | -116748 | 277463 | -580847 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21762, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757480484653, "expiration_time": 1763117510400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "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": [ [ 1157507.8240997363, 997334.5306699502, 160173.2934297863, 18495148.99481059, 25152181.894935314, -6657032.900124691 ], [ 1157.507824, 997.334531, 160.173293, 18495.148995, 25152.181895, -6657.0329 ], [ 0.638273, 0.54995, 0.088323, 0.288559, 0.305483, 0 ], [ 580.886184, 580.886184, 580.886184, 580.886184, 580.886184, 580.886184 ], [ -129968, -92796, -80811, -73733083, -48951390, -37241111 ], [ 2.249502, 3.105444, 1.353832, 1.085754, 1.225053, 0.935938 ], [ 246, 123, 123, 246, 123, 123 ], [ 119, 56, 63, 119, 56, 63 ], [ 127, 67, 60, 127, 67, 60 ], [ 48.373984, 45.528455, 51.219512, 48.373984, 45.528455, 51.219512 ], [ 2.400729, 3.715441, 1.289364, 1.158746, 1.465689, 0.891369 ], [ 296948, 296948, 56936, 35411819, 35411819, 9145118 ], [ -28905, -26806, -28905, -15155614, -15155614, -10847601 ], [ 87, 93, 81, 87, 93, 81 ], [ 119, 133, 106, 119, 133, 106 ], [ 57, 60, 54, 57, 60, 54 ], [ 21467, 11495, 9972, 21467, 11495, 9972 ], [ 0, 9.542646, 0, 0, 9.542646, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352165, 263822, -240476, -116748, 277463, -580847 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21762, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757480484653, "expiration_time": 1763117510400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "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) |
---|