Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333252.6674 | 1221282.9255 | 111969.7419 | 11550411.1717 | 8718061.9889 | 2832349.1828 |
Total P&L (%) | 1333.2527 | 1221.2829 | 111.9697 | 11550.4112 | 8718.062 | 2832.3492 |
Avg Daily Profit (%) | 0.7336 | 0.672 | 0.0616 | 0.2622 | 0.2468 | 0.1861 |
Buy And Hold Return (%) | 631.5889 | 631.5889 | 631.5889 | 631.5889 | 631.5889 | 631.5889 |
Max Trade Drawdown | -129211 | -82487 | -66168 | -2826756 | -1931312 | -1843350 |
Profit Factor | 3.6956 | 6.0432 | 1.4435 | 1.8123 | 2.1483 | 1.4274 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 36.6013 | 31.5789 | 41.5584 | 36.6013 | 31.5789 | 41.5584 |
Ratio Avg Win / Avg Loss | 6.4013 | 13.0936 | 2.03 | 3.1392 | 4.6547 | 2.0073 |
Largest Winning Trade | 594807 | 594807 | 74323 | 4616459 | 4616459 | 3452773 |
Largest Losing Trade | -21312 | -11954 | -21312 | -1281158 | -1009699 | -1281158 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 144 | 165 | 129 | 144 | 165 | 129 |
Avg Bars in Losers | 26 | 17 | 35 | 26 | 17 | 35 |
Bars Traded | 10632 | 4901 | 5731 | 10632 | 4901 | 5731 |
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 | 319645 | -43352 | -319603 | 273534 | -44097 | -37140 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10904, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757759745365, "expiration_time": 1762460928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 207 } }, "second_band": { "type": "fwma", "factors": { "length": 8, "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": [ [ 1333252.6674126526, 1221282.9254699226, 111969.741942729, 11550411.171693439, 8718061.988924982, 2832349.1827684534 ], [ 1333.252667, 1221.282925, 111.969742, 11550.411172, 8718.061989, 2832.349183 ], [ 0.733633, 0.67202, 0.061612, 0.262152, 0.246786, 0.186071 ], [ 631.588912, 631.588912, 631.588912, 631.588912, 631.588912, 631.588912 ], [ -129211, -82487, -66168, -2826756, -1931312, -1843350 ], [ 3.695593, 6.043206, 1.443549, 1.812341, 2.148335, 1.427411 ], [ 153, 76, 77, 153, 76, 77 ], [ 56, 24, 32, 56, 24, 32 ], [ 97, 52, 45, 97, 52, 45 ], [ 36.601307, 31.578947, 41.558442, 36.601307, 31.578947, 41.558442 ], [ 6.401296, 13.093614, 2.029991, 3.139234, 4.654726, 2.007297 ], [ 594807, 594807, 74323, 4616459, 4616459, 3452773 ], [ -21312, -11954, -21312, -1281158, -1009699, -1281158 ], [ 69, 64, 74, 69, 64, 74 ], [ 144, 165, 129, 144, 165, 129 ], [ 26, 17, 35, 26, 17, 35 ], [ 10632, 4901, 5731, 10632, 4901, 5731 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319645, -43352, -319603, 273534, -44097, -37140 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10904, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757759745365, "expiration_time": 1762460928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 207 } }, "second_band": { "type": "fwma", "factors": { "length": 8, "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) |
---|