Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1126453.9927 | 36384.1433 | -1162838.136 | -3214848.8733 | -13868984.3707 | 10654135.4974 |
Total P&L (%) | -1126.454 | 36.3841 | -1162.8381 | -3214.8489 | -13868.9844 | 10654.1355 |
Avg Daily Profit (%) | -0.6201 | 0.02 | -0.6401 | 0 | 0 | 0.2578 |
Buy And Hold Return (%) | 563.8051 | 563.8051 | 563.8051 | 563.8051 | 563.8051 | 563.8051 |
Max Trade Drawdown | -1211043 | -181281 | -1220003 | -39708351 | -29020940 | -11441085 |
Profit Factor | 0.3968 | 1.1061 | 0.2372 | 0.9478 | 0.6267 | 1.4367 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 146 | 75 | 71 | 89 | 42 | 47 |
Losing Trades | 44 | 20 | 24 | 101 | 53 | 48 |
Profitability (%) | 76.8421 | 78.9474 | 74.7368 | 46.8421 | 44.2105 | 49.4737 |
Ratio Avg Win / Avg Loss | 0.1196 | 0.295 | 0.0802 | 1.0756 | 0.7909 | 1.4673 |
Largest Winning Trade | 39702 | 39702 | 23598 | 11886013 | 4166755 | 11886013 |
Largest Losing Trade | -686189 | -74398 | -686189 | -24624999 | -24624999 | -8975250 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 24 | 24 | 23 | 59 | 67 | 52 |
Avg Bars in Losers | 160 | 192 | 132 | 52 | 54 | 49 |
Bars Traded | 10597 | 5722 | 4875 | 10597 | 5722 | 4875 |
Profit Streak | 31.9774 | 63.9774 | 31.9774 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574634 | -432149 | -576092 | -579344 | -583330 | 322053 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10900, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757705243933, "expiration_time": 1762401600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 73, "offset": 122 } } }
{ "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": [ [ -1126453.9926619017, 36384.1433178577, -1162838.1359797607, -3214848.8733061645, -13868984.370714502, 10654135.497408327 ], [ -1126.453993, 36.384143, -1162.838136, -3214.848873, -13868.984371, 10654.135497 ], [ -0.620065, 0.020028, -0.640093, 0, 0, 0.257829 ], [ 563.805104, 563.805104, 563.805104, 563.805104, 563.805104, 563.805104 ], [ -1211043, -181281, -1220003, -39708351, -29020940, -11441085 ], [ 0.396771, 1.106089, 0.237191, 0.947771, 0.626733, 1.436697 ], [ 190, 95, 95, 190, 95, 95 ], [ 146, 75, 71, 89, 42, 47 ], [ 44, 20, 24, 101, 53, 48 ], [ 76.842105, 78.947368, 74.736842, 46.842105, 44.210526, 49.473684 ], [ 0.119575, 0.294957, 0.080177, 1.07556, 0.790877, 1.467265 ], [ 39702, 39702, 23598, 11886013, 4166755, 11886013 ], [ -686189, -74398, -686189, -24624999, -24624999, -8975250 ], [ 55, 60, 51, 55, 60, 51 ], [ 24, 24, 23, 59, 67, 52 ], [ 160, 192, 132, 52, 54, 49 ], [ 10597, 5722, 4875, 10597, 5722, 4875 ], [ 31.97736, 63.97736, 31.97736, 0, 0, 0 ], [ 9, 5, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574634, -432149, -576092, -579344, -583330, 322053 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10900, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757705243933, "expiration_time": 1762401600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 73, "offset": 122 } } }
# | 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) |
---|