Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222861.1744 | 132655.5002 | 90205.6742 | 452987.4861 | 328933.3043 | 124054.1819 |
Total P&L (%) | 222.8612 | 132.6555 | 90.2057 | 452.9875 | 328.9333 | 124.0542 |
Avg Daily Profit (%) | 0.4279 | 0.2547 | 0.1732 | 0.3289 | 0.28 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41286 | -42826 | -33925 | -258157 | -208943 | -201130 |
Profit Factor | 1.5244 | 1.6426 | 1.4128 | 1.2703 | 1.3983 | 1.1459 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Profitability (%) | 41.8919 | 44.1441 | 39.6396 | 41.8919 | 44.1441 | 39.6396 |
Ratio Avg Win / Avg Loss | 2.1145 | 2.0784 | 2.1513 | 1.762 | 1.7693 | 1.7449 |
Largest Winning Trade | 34789 | 32929 | 34789 | 86922 | 86922 | 85452 |
Largest Losing Trade | -14878 | -14878 | -13830 | -83054 | -83054 | -57736 |
Avg Bars in Trades | 111 | 107 | 115 | 111 | 107 | 115 |
Avg Bars in Winners | 173 | 164 | 183 | 173 | 164 | 183 |
Avg Bars in Losers | 67 | 62 | 71 | 67 | 62 | 71 |
Bars Traded | 24757 | 11901 | 12856 | 24757 | 11901 | 12856 |
Profit Streak | 0 | 9.4477 | 0 | 0 | 9.4477 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344710 | 331342 | 159102 | 258330 | 291784 | -56551 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713124800000, "first_datapoint_time": 1713400200000, "last_datapoint_time": 1758123000000, "evaluation_time": 1758123885488, "expiration_time": 1764603000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 78, "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": [ [ 222861.1744202639, 132655.5002139124, 90205.6742063515, 452987.4861438217, 328933.3042791771, 124054.1818646445 ], [ 222.861174, 132.6555, 90.205674, 452.987486, 328.933304, 124.054182 ], [ 0.427896, 0.2547, 0.173196, 0.328893, 0.27997, 0.155011 ], [ 10, 10, 10, 10, 10, 10 ], [ -41286, -42826, -33925, -258157, -208943, -201130 ], [ 1.52443, 1.64261, 1.41279, 1.270257, 1.3983, 1.145895 ], [ 222, 111, 111, 222, 111, 111 ], [ 93, 49, 44, 93, 49, 44 ], [ 129, 62, 67, 129, 62, 67 ], [ 41.891892, 44.144144, 39.63964, 41.891892, 44.144144, 39.63964 ], [ 2.114531, 2.078405, 2.151294, 1.761969, 1.769278, 1.744886 ], [ 34789, 32929, 34789, 86922, 86922, 85452 ], [ -14878, -14878, -13830, -83054, -83054, -57736 ], [ 111, 107, 115, 111, 107, 115 ], [ 173, 164, 183, 173, 164, 183 ], [ 67, 62, 71, 67, 62, 71 ], [ 24757, 11901, 12856, 24757, 11901, 12856 ], [ 0, 9.447749, 0, 0, 9.447749, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344710, 331342, 159102, 258330, 291784, -56551 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713124800000, "first_datapoint_time": 1713400200000, "last_datapoint_time": 1758123000000, "evaluation_time": 1758123885488, "expiration_time": 1764603000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 78, "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) |
---|