Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342069.3359 | 1311961.7977 | 30107.5382 | 1053249.1617 | 1905172.9088 | -851923.7471 |
Total P&L (%) | 1342.0693 | 1311.9618 | 30.1075 | 1053.2492 | 1905.1729 | -851.9237 |
Avg Daily Profit (%) | 0.7374 | 0.7209 | 0.0165 | 0.1344 | 0.1649 | 0 |
Buy And Hold Return (%) | 614.8223 | 614.8223 | 614.8223 | 614.8223 | 614.8223 | 614.8223 |
Max Trade Drawdown | -137029 | -108400 | -74387 | -4187522 | -2976906 | -2339140 |
Profit Factor | 2.2949 | 3.405 | 1.0613 | 1.0539 | 1.1838 | 0.9071 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 42.4837 | 39.8693 | 45.098 | 42.4837 | 39.8693 | 45.098 |
Ratio Avg Win / Avg Loss | 3.1069 | 5.1354 | 1.2921 | 1.4268 | 1.7854 | 1.1043 |
Largest Winning Trade | 807928 | 807928 | 38030 | 3765433 | 3765433 | 590613 |
Largest Losing Trade | -28638 | -28638 | -19161 | -866279 | -866279 | -503172 |
Avg Bars in Trades | 22 | 32 | 13 | 22 | 32 | 13 |
Avg Bars in Winners | 33 | 52 | 16 | 33 | 52 | 16 |
Avg Bars in Losers | 15 | 19 | 10 | 15 | 19 | 10 |
Bars Traded | 7026 | 4999 | 2028 | 7026 | 4999 | 2028 |
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 | 370276 | 335207 | -490974 | -184200 | -16236 | -580493 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757997116077, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.62469 } } }
{ "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": [ [ 1342069.3358727775, 1311961.7976621413, 30107.5382106368, 1053249.1617455839, 1905172.9088158244, -851923.7470702415 ], [ 1342.069336, 1311.961798, 30.107538, 1053.249162, 1905.172909, -851.923747 ], [ 0.737401, 0.720858, 0.016543, 0.13444, 0.164878, 0 ], [ 614.822264, 614.822264, 614.822264, 614.822264, 614.822264, 614.822264 ], [ -137029, -108400, -74387, -4187522, -2976906, -2339140 ], [ 2.294896, 3.404992, 1.061329, 1.053918, 1.183781, 0.907074 ], [ 306, 153, 153, 306, 153, 153 ], [ 130, 61, 69, 130, 61, 69 ], [ 176, 92, 84, 176, 92, 84 ], [ 42.48366, 39.869281, 45.098039, 42.48366, 39.869281, 45.098039 ], [ 3.106936, 5.135398, 1.292053, 1.426843, 1.785375, 1.104265 ], [ 807928, 807928, 38030, 3765433, 3765433, 590613 ], [ -28638, -28638, -19161, -866279, -866279, -503172 ], [ 22, 32, 13, 22, 32, 13 ], [ 33, 52, 16, 33, 52, 16 ], [ 15, 19, 10, 15, 19, 10 ], [ 7026, 4999, 2028, 7026, 4999, 2028 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370276, 335207, -490974, -184200, -16236, -580493 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 1820, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757997116077, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.62469 } } }
# | 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) |
---|