Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1669532.807 | 1509544.3838 | 159988.4232 | 36271575.9463 | 24669134.9787 | 11602440.9676 |
Total P&L (%) | 1669.5328 | 1509.5444 | 159.9884 | 36271.5759 | 24669.135 | 11602.441 |
Avg Daily Profit (%) | 0.9178 | 0.8299 | 0.088 | 0.3247 | 0.3035 | 0.2622 |
Buy And Hold Return (%) | 572.4251 | 572.4251 | 572.4251 | 572.4251 | 572.4251 | 572.4251 |
Max Trade Drawdown | -80099 | -48793 | -52434 | -30623777 | -20911096 | -19706712 |
Profit Factor | 3.6614 | 5.915 | 1.4997 | 1.3055 | 1.4068 | 1.1998 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 30.7692 | 28.5714 | 32.9412 | 30.7692 | 28.5714 | 32.9412 |
Ratio Avg Win / Avg Loss | 8.2382 | 14.7875 | 3.0529 | 2.9374 | 3.517 | 2.4424 |
Largest Winning Trade | 864658 | 864658 | 78263 | 23097732 | 23097732 | 12340352 |
Largest Losing Trade | -15637 | -15637 | -13587 | -7127783 | -5070872 | -7127783 |
Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Winners | 99 | 96 | 103 | 99 | 96 | 103 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7131 | 3323 | 3807 | 7131 | 3323 | 3807 |
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 | 370906 | 137546 | -245857 | 134593 | -3633 | 69848 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757895817121, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 86, "offset": 0 } }, "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": [ [ 1669532.8070394155, 1509544.383829674, 159988.423209742, 36271575.94626709, 24669134.978701074, 11602440.967566015 ], [ 1669.532807, 1509.544384, 159.988423, 36271.575946, 24669.134979, 11602.440968 ], [ 0.91783, 0.829876, 0.087954, 0.324681, 0.303493, 0.262156 ], [ 572.425129, 572.425129, 572.425129, 572.425129, 572.425129, 572.425129 ], [ -80099, -48793, -52434, -30623777, -20911096, -19706712 ], [ 3.66144, 5.915013, 1.499691, 1.305516, 1.406789, 1.199771 ], [ 169, 84, 85, 169, 84, 85 ], [ 52, 24, 28, 52, 24, 28 ], [ 117, 60, 57, 117, 60, 57 ], [ 30.769231, 28.571429, 32.941176, 30.769231, 28.571429, 32.941176 ], [ 8.238241, 14.787534, 3.052942, 2.937412, 3.516974, 2.442391 ], [ 864658, 864658, 78263, 23097732, 23097732, 12340352 ], [ -15637, -15637, -13587, -7127783, -5070872, -7127783 ], [ 42, 39, 44, 42, 39, 44 ], [ 99, 96, 103, 99, 96, 103 ], [ 16, 16, 16, 16, 16, 16 ], [ 7131, 3323, 3807, 7131, 3323, 3807 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370906, 137546, -245857, 134593, -3633, 69848 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757895817121, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 86, "offset": 0 } }, "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) |
---|