Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380596.3484 | 1375715.5713 | 4880.777 | 996104.151 | 3627684.9765 | -2631580.8254 |
Total P&L (%) | 1380.5963 | 1375.7156 | 4.8808 | 996.1042 | 3627.685 | -2631.5808 |
Avg Daily Profit (%) | 0.7609 | 0.7583 | 0.0027 | 0.1321 | 0.1996 | 0 |
Buy And Hold Return (%) | 526.0081 | 526.0081 | 526.0081 | 526.0081 | 526.0081 | 526.0081 |
Max Trade Drawdown | -113459 | -85580 | -95636 | -3594427 | -1981952 | -4010553 |
Profit Factor | 2.8134 | 4.9596 | 1.0118 | 1.0713 | 1.6603 | 0.6893 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 44.0367 | 46.2963 | 41.8182 | 44.0367 | 46.2963 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.5754 | 5.7531 | 1.4077 | 1.3615 | 1.926 | 0.959 |
Largest Winning Trade | 1074752 | 1074752 | 63627 | 1853667 | 1853667 | 647024 |
Largest Losing Trade | -29251 | -23825 | -29251 | -1034640 | -615544 | -1034640 |
Avg Bars in Trades | 96 | 88 | 105 | 96 | 88 | 105 |
Avg Bars in Winners | 157 | 139 | 177 | 157 | 139 | 177 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 10550 | 4759 | 5791 | 10550 | 4759 | 5791 |
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 | 458211 | -164374 | -745789 | -167999 | -170385 | -764015 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10886, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757494896073, "expiration_time": 1762193952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 50, "offset": 0, "multiplier": 4.97464 } }, "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": [ [ 1380596.3483674452, 1375715.571340463, 4880.7770269822, 996104.1510244315, 3627684.976461988, -2631580.8254375583 ], [ 1380.596348, 1375.715571, 4.880777, 996.104151, 3627.684976, -2631.580825 ], [ 0.76094, 0.75825, 0.00269, 0.132056, 0.199632, 0 ], [ 526.008088, 526.008088, 526.008088, 526.008088, 526.008088, 526.008088 ], [ -113459, -85580, -95636, -3594427, -1981952, -4010553 ], [ 2.813437, 4.959607, 1.011793, 1.071336, 1.660325, 0.689295 ], [ 109, 54, 55, 109, 54, 55 ], [ 48, 25, 23, 48, 25, 23 ], [ 61, 29, 32, 61, 29, 32 ], [ 44.036697, 46.296296, 41.818182, 44.036697, 46.296296, 41.818182 ], [ 3.57541, 5.753145, 1.407712, 1.36149, 1.925978, 0.95902 ], [ 1074752, 1074752, 63627, 1853667, 1853667, 647024 ], [ -29251, -23825, -29251, -1034640, -615544, -1034640 ], [ 96, 88, 105, 96, 88, 105 ], [ 157, 139, 177, 157, 139, 177 ], [ 49, 44, 53, 49, 44, 53 ], [ 10550, 4759, 5791, 10550, 4759, 5791 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458211, -164374, -745789, -167999, -170385, -764015 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10886, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757494896073, "expiration_time": 1762193952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 50, "offset": 0, "multiplier": 4.97464 } }, "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) |
---|