Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191043.8745 | 1168255.5437 | 22788.3309 | 1701825.5994 | 3705307.1941 | -2003481.5947 |
Total P&L (%) | 1191.0439 | 1168.2555 | 22.7883 | 1701.8256 | 3705.3072 | -2003.4816 |
Avg Daily Profit (%) | 0.6553 | 0.6427 | 0.0125 | 0.1592 | 0.2004 | 0 |
Buy And Hold Return (%) | 607.0587 | 607.0587 | 607.0587 | 607.0587 | 607.0587 | 607.0587 |
Max Trade Drawdown | -139525 | -96092 | -89539 | -9126191 | -6062992 | -5255022 |
Profit Factor | 2.0585 | 3.163 | 1.0389 | 1.0454 | 1.1962 | 0.8924 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 44.7531 | 42.5926 | 46.9136 | 44.7531 | 42.5926 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.5412 | 4.2631 | 1.1757 | 1.2905 | 1.6123 | 1.0099 |
Largest Winning Trade | 631966 | 631966 | 74836 | 6106041 | 6106041 | 1953692 |
Largest Losing Trade | -31148 | -24192 | -31148 | -1526590 | -1526590 | -1097040 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 10714 | 4889 | 5825 | 10714 | 4889 | 5825 |
Profit Streak | 0 | 13.9675 | 0 | 0 | 13.9675 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300724 | 337770 | -520459 | -166568 | 98830 | -580018 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10906, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602993600000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757790790065, "expiration_time": 1762490592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1191043.8745145025, 1168255.5436636317, 22788.3308508717, 1701825.5993665361, 3705307.1941144075, -2003481.5947478751 ], [ 1191.043875, 1168.255544, 22.788331, 1701.825599, 3705.307194, -2003.481595 ], [ 0.655259, 0.642721, 0.012537, 0.159198, 0.200401, 0 ], [ 607.058655, 607.058655, 607.058655, 607.058655, 607.058655, 607.058655 ], [ -139525, -96092, -89539, -9126191, -6062992, -5255022 ], [ 2.058507, 3.162981, 1.038948, 1.045365, 1.19619, 0.892446 ], [ 324, 162, 162, 324, 162, 162 ], [ 145, 69, 76, 145, 69, 76 ], [ 179, 93, 86, 179, 93, 86 ], [ 44.753086, 42.592593, 46.91358, 44.753086, 42.592593, 46.91358 ], [ 2.541192, 4.263148, 1.175652, 1.290485, 1.612256, 1.009873 ], [ 631966, 631966, 74836, 6106041, 6106041, 1953692 ], [ -31148, -24192, -31148, -1526590, -1526590, -1097040 ], [ 33, 30, 35, 33, 30, 35 ], [ 44, 37, 51, 44, 37, 51 ], [ 23, 24, 22, 23, 24, 22 ], [ 10714, 4889, 5825, 10714, 4889, 5825 ], [ 0, 13.967477, 0, 0, 13.967478, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300724, 337770, -520459, -166568, 98830, -580018 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10906, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602993600000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757790790065, "expiration_time": 1762490592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|