Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612508.3744 | 1486266.4067 | 126241.9678 | 13968576.3911 | 17849253.2605 | -3880676.8694 |
Total P&L (%) | 1612.5084 | 1486.2664 | 126.242 | 13968.5764 | 17849.2533 | -3880.6769 |
Avg Daily Profit (%) | 0.8849 | 0.8156 | 0.0693 | 0.2718 | 0.2852 | 0 |
Buy And Hold Return (%) | 623.7654 | 623.7654 | 623.7654 | 623.7654 | 623.7654 | 623.7654 |
Max Trade Drawdown | -86288 | -85284 | -49151 | -14524850 | -10887244 | -13408623 |
Profit Factor | 3.1185 | 5.1426 | 1.3137 | 1.2021 | 1.5657 | 0.8967 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 48.2993 | 43.8356 | 52.7027 | 48.2993 | 43.8356 | 52.7027 |
Ratio Avg Win / Avg Loss | 3.3381 | 6.589 | 1.179 | 1.2867 | 2.0061 | 0.8048 |
Largest Winning Trade | 1011824 | 1011824 | 62033 | 8209039 | 8209039 | 5567238 |
Largest Losing Trade | -28366 | -21417 | -28366 | -6375857 | -3080729 | -6375857 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 111 | 112 | 110 | 111 | 112 | 110 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 10753 | 5149 | 5604 | 10753 | 5149 | 5604 |
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 | 556057 | -57613 | -330157 | 283117 | -62770 | -644885 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10934, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758185224521, "expiration_time": 1762905888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.93505 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1612508.3744071433, 1486266.4066524894, 126241.9677546535, 13968576.391091906, 17849253.26051068, -3880676.869418771 ], [ 1612.508374, 1486.266407, 126.241968, 13968.576391, 17849.253261, -3880.676869 ], [ 0.884861, 0.815586, 0.069275, 0.271809, 0.285214, 0 ], [ 623.765432, 623.765432, 623.765432, 623.765432, 623.765432, 623.765432 ], [ -86288, -85284, -49151, -14524850, -10887244, -13408623 ], [ 3.118522, 5.142616, 1.313744, 1.202059, 1.56571, 0.896733 ], [ 147, 73, 74, 147, 73, 74 ], [ 71, 32, 39, 71, 32, 39 ], [ 76, 41, 35, 76, 41, 35 ], [ 48.29932, 43.835616, 52.702703, 48.29932, 43.835616, 52.702703 ], [ 3.338136, 6.588977, 1.179001, 1.286712, 2.006066, 0.80476 ], [ 1011824, 1011824, 62033, 8209039, 8209039, 5567238 ], [ -28366, -21417, -28366, -6375857, -3080729, -6375857 ], [ 73, 70, 75, 73, 70, 75 ], [ 111, 112, 110, 111, 112, 110 ], [ 37, 37, 36, 37, 37, 36 ], [ 10753, 5149, 5604, 10753, 5149, 5604 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 556057, -57613, -330157, 283117, -62770, -644885 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10934, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758185224521, "expiration_time": 1762905888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.93505 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|