Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234098.9797 | 1202207.933 | 31891.0467 | 1675535.213 | 4012682.4819 | -2337147.2689 |
Total P&L (%) | 1234.099 | 1202.2079 | 31.891 | 1675.5352 | 4012.6825 | -2337.1473 |
Avg Daily Profit (%) | 0.6776 | 0.6601 | 0.0175 | 0.1581 | 0.2043 | 0 |
Buy And Hold Return (%) | 661.3782 | 661.3782 | 661.3782 | 661.3782 | 661.3782 | 661.3782 |
Max Trade Drawdown | -167145 | -93255 | -101427 | -7261178 | -4661386 | -3613968 |
Profit Factor | 2.3868 | 3.6738 | 1.0724 | 1.0607 | 1.2623 | 0.8101 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 52.766 | 47.0085 | 58.4746 | 52.766 | 47.0085 | 58.4746 |
Ratio Avg Win / Avg Loss | 2.1366 | 4.1414 | 0.7616 | 0.9495 | 1.423 | 0.5753 |
Largest Winning Trade | 761346 | 761346 | 64865 | 4725946 | 4725946 | 1061695 |
Largest Losing Trade | -42680 | -42680 | -35975 | -1856009 | -1856009 | -1421468 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 58 | 64 | 54 | 58 | 64 | 54 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 10716 | 5496 | 5220 | 10716 | 5496 | 5220 |
Profit Streak | 0 | 19.9005 | 0 | 0 | 19.9005 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377012 | 354177 | -476891 | -149693 | 232393 | -579920 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603180800000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758087399810, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 169 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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": [ [ 1234098.9797124492, 1202207.9330257478, 31891.0466867007, 1675535.2130126636, 4012682.4819214707, -2337147.2689088034 ], [ 1234.09898, 1202.207933, 31.891047, 1675.535213, 4012.682482, -2337.147269 ], [ 0.677641, 0.660129, 0.017511, 0.158083, 0.204289, 0 ], [ 661.378246, 661.378246, 661.378246, 661.378246, 661.378246, 661.378246 ], [ -167145, -93255, -101427, -7261178, -4661386, -3613968 ], [ 2.386805, 3.673778, 1.072437, 1.06069, 1.262304, 0.810145 ], [ 235, 117, 118, 235, 117, 118 ], [ 124, 55, 69, 124, 55, 69 ], [ 111, 62, 49, 111, 62, 49 ], [ 52.765957, 47.008547, 58.474576, 52.765957, 47.008547, 58.474576 ], [ 2.136576, 4.14135, 0.761586, 0.949489, 1.422961, 0.575321 ], [ 761346, 761346, 64865, 4725946, 4725946, 1061695 ], [ -42680, -42680, -35975, -1856009, -1856009, -1421468 ], [ 45, 46, 44, 45, 46, 44 ], [ 58, 64, 54, 58, 64, 54 ], [ 30, 31, 30, 30, 31, 30 ], [ 10716, 5496, 5220, 10716, 5496, 5220 ], [ 0, 19.900461, 0, 0, 19.900461, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377012, 354177, -476891, -149693, 232393, -579920 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10927, "evaluation_days": 1821.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603180800000, "last_datapoint_time": 1758081600000, "evaluation_time": 1758087399810, "expiration_time": 1762802064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 169 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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) |
---|