Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097684.6426 | 958359.6218 | 139325.0208 | 14107976.9597 | 11359455.532 | 2748521.4277 |
Total P&L (%) | 1097.6846 | 958.3596 | 139.325 | 14107.977 | 11359.4555 | 2748.5214 |
Avg Daily Profit (%) | 0.6051 | 0.5283 | 0.0768 | 0.2736 | 0.2617 | 0.1848 |
Buy And Hold Return (%) | 483.3989 | 483.3989 | 483.3989 | 483.3989 | 483.3989 | 483.3989 |
Max Trade Drawdown | -114814 | -91605 | -59964 | -26221520 | -18044898 | -17352149 |
Profit Factor | 2.1706 | 3.0833 | 1.2917 | 1.095 | 1.1537 | 1.0369 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 41.791 | 39 | 44.5545 | 41.791 | 39 | 44.5545 |
Ratio Avg Win / Avg Loss | 3.0234 | 4.8227 | 1.6074 | 1.5252 | 1.8045 | 1.2903 |
Largest Winning Trade | 286045 | 286045 | 55828 | 12330069 | 12330069 | 7013342 |
Largest Losing Trade | -25758 | -25277 | -25758 | -7421633 | -7421633 | -5148572 |
Avg Bars in Trades | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Winners | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 5343 | 2812 | 2531 | 5343 | 2812 | 2531 |
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 | 312613 | 195907 | -257158 | -108081 | -46080 | -175066 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5442, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757445443871, "expiration_time": 1762135488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 49, "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": [ [ 1097684.6425902615, 958359.6218310702, 139325.0207591903, 14107976.959665233, 11359455.531995896, 2748521.4276693286 ], [ 1097.684643, 958.359622, 139.325021, 14107.97696, 11359.455532, 2748.521428 ], [ 0.605118, 0.528313, 0.076805, 0.273603, 0.26172, 0.184811 ], [ 483.398854, 483.398854, 483.398854, 483.398854, 483.398854, 483.398854 ], [ -114814, -91605, -59964, -26221520, -18044898, -17352149 ], [ 2.170627, 3.083344, 1.291671, 1.095027, 1.153689, 1.036867 ], [ 201, 100, 101, 201, 100, 101 ], [ 84, 39, 45, 84, 39, 45 ], [ 117, 61, 56, 117, 61, 56 ], [ 41.791045, 39, 44.554455, 41.791045, 39, 44.554455 ], [ 3.023373, 4.822667, 1.607412, 1.525216, 1.804488, 1.290324 ], [ 286045, 286045, 55828, 12330069, 12330069, 7013342 ], [ -25758, -25277, -25758, -7421633, -7421633, -5148572 ], [ 26, 28, 25, 26, 28, 25 ], [ 36, 41, 32, 36, 41, 32 ], [ 19, 19, 18, 19, 19, 18 ], [ 5343, 2812, 2531, 5343, 2812, 2531 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312613, 195907, -257158, -108081, -46080, -175066 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5442, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757445443871, "expiration_time": 1762135488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 49, "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) |
---|