Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687227.4404 | 1534513.3254 | 152714.115 | 32034636.8083 | 23816397.0431 | 8218239.7652 |
Total P&L (%) | 1687.2274 | 1534.5133 | 152.7141 | 32034.6368 | 23816.397 | 8218.2398 |
Avg Daily Profit (%) | 0.9279 | 0.8439 | 0.084 | 0.318 | 0.3017 | 0.2434 |
Buy And Hold Return (%) | 814.2701 | 814.2701 | 814.2701 | 814.2701 | 814.2701 | 814.2701 |
Max Trade Drawdown | -80768 | -67163 | -55171 | -38344743 | -25868528 | -19974000 |
Profit Factor | 4.3372 | 6.6001 | 1.6595 | 1.3141 | 1.4138 | 1.185 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 34.4262 | 29.5082 | 39.3443 | 34.4262 | 29.5082 | 39.3443 |
Ratio Avg Win / Avg Loss | 8.2613 | 15.7669 | 2.5583 | 2.5031 | 3.3773 | 1.8269 |
Largest Winning Trade | 889556 | 889556 | 71004 | 23271958 | 23271958 | 21679705 |
Largest Losing Trade | -18644 | -18644 | -14145 | -9508230 | -9508230 | -6011122 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 86 | 99 | 76 | 86 | 99 | 76 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5178 | 2718 | 2460 | 5178 | 2718 | 2460 |
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 | 304008 | -157829 | -409561 | 165403 | -161106 | -173583 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607760000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757832591443, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1687227.4404266786, 1534513.3254335534, 152714.1149931259, 32034636.808288217, 23816397.04309925, 8218239.765188966 ], [ 1687.22744, 1534.513325, 152.714115, 32034.636808, 23816.397043, 8218.239765 ], [ 0.927899, 0.843914, 0.083986, 0.317967, 0.301673, 0.243433 ], [ 814.270129, 814.270129, 814.270129, 814.270129, 814.270129, 814.270129 ], [ -80768, -67163, -55171, -38344743, -25868528, -19974000 ], [ 4.337168, 6.600105, 1.659468, 1.314134, 1.413764, 1.185023 ], [ 122, 61, 61, 122, 61, 61 ], [ 42, 18, 24, 42, 18, 24 ], [ 80, 43, 37, 80, 43, 37 ], [ 34.42623, 29.508197, 39.344262, 34.42623, 29.508197, 39.344262 ], [ 8.261272, 15.766918, 2.558347, 2.503112, 3.377324, 1.826911 ], [ 889556, 889556, 71004, 23271958, 23271958, 21679705 ], [ -18644, -18644, -14145, -9508230, -9508230, -6011122 ], [ 42, 44, 40, 42, 44, 40 ], [ 86, 99, 76, 86, 99, 76 ], [ 19, 21, 17, 19, 21, 17 ], [ 5178, 2718, 2460, 5178, 2718, 2460 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304008, -157829, -409561, 165403, -161106, -173583 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607760000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757832591443, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|