Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972626.7199 | 1052795.1051 | -80168.3852 | 153007.3052 | 2492687.2462 | -2339679.9409 |
Total P&L (%) | 972.6267 | 1052.7951 | -80.1684 | 153.0073 | 2492.6872 | -2339.6799 |
Avg Daily Profit (%) | 0.5345 | 0.5785 | -0.0441 | 0.051 | 0.179 | 0 |
Buy And Hold Return (%) | 689.9723 | 689.9723 | 689.9723 | 689.9723 | 689.9723 | 689.9723 |
Max Trade Drawdown | -201581 | -97563 | -126307 | -3179729 | -1561825 | -2489967 |
Profit Factor | 1.8848 | 3.0566 | 0.8635 | 1.0145 | 1.5227 | 0.5965 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Profitability (%) | 46.4286 | 48.4127 | 44.4444 | 46.4286 | 48.4127 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.1748 | 3.257 | 1.0794 | 1.1706 | 1.6225 | 0.7456 |
Largest Winning Trade | 616982 | 616982 | 73336 | 2565337 | 2565337 | 361937 |
Largest Losing Trade | -34209 | -27336 | -34209 | -615289 | -468013 | -615289 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 7067 | 3280 | 3787 | 7067 | 3280 | 3787 |
Profit Streak | 0 | 18.3128 | 0 | 0 | 18.3128 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23645 | 272491 | -581491 | -494946 | 300771 | -583158 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7279, "evaluation_days": 1819.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757964624164, "expiration_time": 1762675992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 972626.7198952157, 1052795.10509526, -80168.3852000444, 153007.3052412742, 2492687.2461571214, -2339679.940915847 ], [ 972.62672, 1052.795105, -80.168385, 153.007305, 2492.687246, -2339.679941 ], [ 0.534484, 0.578538, -0.044055, 0.051023, 0.179046, 0 ], [ 689.972267, 689.972267, 689.972267, 689.972267, 689.972267, 689.972267 ], [ -201581, -97563, -126307, -3179729, -1561825, -2489967 ], [ 1.884793, 3.056562, 0.863508, 1.014479, 1.522683, 0.596511 ], [ 252, 126, 126, 252, 126, 126 ], [ 117, 61, 56, 117, 61, 56 ], [ 135, 65, 70, 135, 65, 70 ], [ 46.428571, 48.412698, 44.444444, 46.428571, 48.412698, 44.444444 ], [ 2.174761, 3.256993, 1.079385, 1.170553, 1.622531, 0.745638 ], [ 616982, 616982, 73336, 2565337, 2565337, 361937 ], [ -34209, -27336, -34209, -615289, -468013, -615289 ], [ 28, 26, 30, 28, 26, 30 ], [ 38, 31, 46, 38, 31, 46 ], [ 19, 21, 17, 19, 21, 17 ], [ 7067, 3280, 3787, 7067, 3280, 3787 ], [ 0, 18.31278, 0, 0, 18.31278, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23645, 272491, -581491, -494946, 300771, -583158 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7279, "evaluation_days": 1819.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1757959200000, "evaluation_time": 1757964624164, "expiration_time": 1762675992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|