Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646891.9221 | 1553856.4108 | 93035.5112 | 10719297.6146 | 10468021.9085 | 251275.7062 |
Total P&L (%) | 1646.8919 | 1553.8564 | 93.0355 | 10719.2976 | 10468.0219 | 251.2757 |
Avg Daily Profit (%) | 0.9084 | 0.8571 | 0.0513 | 0.2587 | 0.2574 | 0.0693 |
Buy And Hold Return (%) | 513.2328 | 513.2328 | 513.2328 | 513.2328 | 513.2328 | 513.2328 |
Max Trade Drawdown | -98877 | -71778 | -51607 | -23167415 | -18031302 | -9754680 |
Profit Factor | 3.2341 | 5.4661 | 1.239 | 1.1345 | 1.2475 | 1.0067 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 31.0734 | 30.6818 | 31.4607 | 31.0734 | 30.6818 | 31.4607 |
Ratio Avg Win / Avg Loss | 7.1739 | 12.3494 | 2.6993 | 2.5166 | 2.8183 | 2.1932 |
Largest Winning Trade | 967260 | 967260 | 77452 | 14383485 | 14383485 | 6110967 |
Largest Losing Trade | -17760 | -17760 | -14329 | -4434727 | -4434727 | -3476727 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 6986 | 3205 | 3781 | 6986 | 3205 | 3781 |
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 | 362992 | 375629 | -296866 | -69334 | 56540 | -485700 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377973060, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "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": [ [ 1646891.922050375, 1553856.4108157638, 93035.5112346112, 10719297.614639435, 10468021.90846217, 251275.7061772653 ], [ 1646.891922, 1553.856411, 93.035511, 10719.297615, 10468.021908, 251.275706 ], [ 0.908379, 0.857064, 0.051316, 0.258686, 0.257386, 0.069324 ], [ 513.23279, 513.23279, 513.23279, 513.23279, 513.23279, 513.23279 ], [ -98877, -71778, -51607, -23167415, -18031302, -9754680 ], [ 3.234116, 5.466121, 1.239021, 1.134523, 1.247458, 1.006722 ], [ 177, 88, 89, 177, 88, 89 ], [ 55, 27, 28, 55, 27, 28 ], [ 122, 61, 61, 122, 61, 61 ], [ 31.073446, 30.681818, 31.460674, 31.073446, 30.681818, 31.460674 ], [ 7.173856, 12.349384, 2.699296, 2.516578, 2.81833, 2.193216 ], [ 967260, 967260, 77452, 14383485, 14383485, 6110967 ], [ -17760, -17760, -14329, -4434727, -4434727, -3476727 ], [ 39, 36, 42, 39, 36, 42 ], [ 92, 87, 98, 92, 87, 98 ], [ 15, 13, 16, 15, 13, 16 ], [ 6986, 3205, 3781, 6986, 3205, 3781 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362992, 375629, -296866, -69334, 56540, -485700 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377973060, "expiration_time": 1762075296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "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) |
---|