Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902796.554 | 777311.7576 | 125484.7964 | 10148255.0019 | 11369752.2878 | -1221497.2859 |
Total P&L (%) | 902.7966 | 777.3118 | 125.4848 | 10148.255 | 11369.7523 | -1221.4973 |
Avg Daily Profit (%) | 0.4983 | 0.429 | 0.0693 | 0.2559 | 0.2621 | 0 |
Buy And Hold Return (%) | 570.1396 | 570.1396 | 570.1396 | 570.1396 | 570.1396 | 570.1396 |
Max Trade Drawdown | -87111 | -65701 | -104713 | -9523679 | -9087513 | -8940972 |
Profit Factor | 2.1473 | 3.5136 | 1.2627 | 1.2057 | 1.5633 | 0.9581 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 46.5909 | 44.3182 | 48.8636 | 46.5909 | 44.3182 | 48.8636 |
Ratio Avg Win / Avg Loss | 2.4616 | 4.4145 | 1.3215 | 1.3822 | 1.9642 | 1.0027 |
Largest Winning Trade | 224064 | 224064 | 66670 | 7517399 | 7517399 | 3867893 |
Largest Losing Trade | -29891 | -21940 | -29891 | -4007201 | -4007201 | -3353453 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 7160 | 3229 | 3931 | 7160 | 3229 | 3931 |
Profit Streak | 13.6305 | 84.6305 | 13.6305 | 13.6305 | 84.6305 | 13.6305 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 204470 | -37103 | -266538 | 313075 | 370731 | -579271 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757279276205, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 22, "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": [ [ 902796.5539535539, 777311.7575837664, 125484.7963697875, 10148255.001927149, 11369752.287838768, -1221497.2859116197 ], [ 902.796554, 777.311758, 125.484796, 10148.255002, 11369.752288, -1221.497286 ], [ 0.498301, 0.429039, 0.069262, 0.255864, 0.262095, 0 ], [ 570.139647, 570.139647, 570.139647, 570.139647, 570.139647, 570.139647 ], [ -87111, -65701, -104713, -9523679, -9087513, -8940972 ], [ 2.147316, 3.513583, 1.262723, 1.205714, 1.563324, 0.958094 ], [ 176, 88, 88, 176, 88, 88 ], [ 82, 39, 43, 82, 39, 43 ], [ 94, 49, 45, 94, 49, 45 ], [ 46.590909, 44.318182, 48.863636, 46.590909, 44.318182, 48.863636 ], [ 2.461558, 4.414502, 1.321454, 1.382159, 1.964177, 1.002657 ], [ 224064, 224064, 66670, 7517399, 7517399, 3867893 ], [ -29891, -21940, -29891, -4007201, -4007201, -3353453 ], [ 40, 36, 44, 40, 36, 44 ], [ 53, 48, 58, 53, 48, 58 ], [ 29, 27, 31, 29, 27, 31 ], [ 7160, 3229, 3931, 7160, 3229, 3931 ], [ 13.630511, 84.630512, 13.630511, 13.630512, 84.630512, 13.630512 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 204470, -37103, -266538, 313075, 370731, -579271 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757279276205, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 22, "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) |
---|