Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478513.616 | 1404710.9483 | 73802.6677 | 5205390.0954 | 6621283.9288 | -1415893.8334 |
Total P&L (%) | 1478.5136 | 1404.7109 | 73.8027 | 5205.3901 | 6621.2839 | -1415.8938 |
Avg Daily Profit (%) | 0.8121 | 0.7716 | 0.0405 | 0.2184 | 0.2314 | 0 |
Buy And Hold Return (%) | 622.9525 | 622.9525 | 622.9525 | 622.9525 | 622.9525 | 622.9525 |
Max Trade Drawdown | -95015 | -57194 | -65971 | -10312248 | -5976466 | -6405743 |
Profit Factor | 2.9952 | 5.5804 | 1.1699 | 1.1281 | 1.3683 | 0.9375 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 36.5672 | 34.3284 | 38.806 | 36.5672 | 34.3284 | 38.806 |
Ratio Avg Win / Avg Loss | 5.1957 | 10.6756 | 1.8449 | 1.9569 | 2.6176 | 1.4784 |
Largest Winning Trade | 888421 | 888421 | 76981 | 6802881 | 6802881 | 3335301 |
Largest Losing Trade | -36647 | -24001 | -36647 | -2084873 | -2084873 | -2080916 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 104 | 98 | 110 | 104 | 98 | 110 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 7167 | 3307 | 3860 | 7167 | 3307 | 3860 |
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 | 346636 | -107098 | -458356 | -75186 | -113134 | -700422 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758040061012, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 11, "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": [ [ 1478513.6160199102, 1404710.9482875073, 73802.667732403, 5205390.0954207955, 6621283.928830898, -1415893.8334101068 ], [ 1478.513616, 1404.710948, 73.802668, 5205.390095, 6621.283929, -1415.893833 ], [ 0.812147, 0.771607, 0.04054, 0.218382, 0.231405, 0 ], [ 622.952477, 622.952477, 622.952477, 622.952477, 622.952477, 622.952477 ], [ -95015, -57194, -65971, -10312248, -5976466, -6405743 ], [ 2.995191, 5.580426, 1.169911, 1.128094, 1.368281, 0.937511 ], [ 134, 67, 67, 134, 67, 67 ], [ 49, 23, 26, 49, 23, 26 ], [ 85, 44, 41, 85, 44, 41 ], [ 36.567164, 34.328358, 38.80597, 36.567164, 34.328358, 38.80597 ], [ 5.195739, 10.675597, 1.844859, 1.956898, 2.61758, 1.478383 ], [ 888421, 888421, 76981, 6802881, 6802881, 3335301 ], [ -36647, -24001, -36647, -2084873, -2084873, -2080916 ], [ 53, 49, 57, 53, 49, 57 ], [ 104, 98, 110, 104, 98, 110 ], [ 24, 23, 24, 24, 23, 24 ], [ 7167, 3307, 3860, 7167, 3307, 3860 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346636, -107098, -458356, -75186, -113134, -700422 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758040061012, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 11, "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) |
---|