Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005224.3857 | 1060042.3392 | -54817.9534 | -352843.0846 | -852804.884 | 499961.7994 |
Total P&L (%) | 1005.2244 | 1060.0423 | -54.818 | -352.8431 | -852.8049 | 499.9618 |
Avg Daily Profit (%) | 0.5544 | 0.5846 | -0.0302 | 0 | 0 | 0.0989 |
Buy And Hold Return (%) | 615.7406 | 615.7406 | 615.7406 | 615.7406 | 615.7406 | 615.7406 |
Max Trade Drawdown | -177210 | -97067 | -120739 | -818862 | -972885 | -101341 |
Profit Factor | 2.5245 | 4.6794 | 0.8524 | 0.8193 | 0.419 | 2.0309 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 15 | 20 | 27 | 16 | 11 |
Losing Trades | 28 | 16 | 12 | 36 | 15 | 21 |
Profitability (%) | 55.5556 | 48.3871 | 62.5 | 42.8571 | 51.6129 | 34.375 |
Ratio Avg Win / Avg Loss | 2.0196 | 4.9914 | 0.5114 | 1.0924 | 0.3928 | 3.8772 |
Largest Winning Trade | 459295 | 459295 | 69130 | 607863 | 115219 | 607863 |
Largest Losing Trade | -119010 | -36157 | -119010 | -688064 | -688064 | -119010 |
Avg Bars in Trades | 81 | 105 | 59 | 81 | 105 | 59 |
Avg Bars in Winners | 93 | 140 | 59 | 67 | 72 | 59 |
Avg Bars in Losers | 66 | 72 | 59 | 92 | 140 | 58 |
Bars Traded | 5154 | 3259 | 1895 | 5154 | 3259 | 1895 |
Profit Streak | 0 | 87.8742 | 0 | 18.8742 | 0 | 63.2075 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143739 | 361107 | -579190 | -732606 | -580608 | -228465 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607097600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757393928241, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 217, "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": [ [ 1005224.3857467021, 1060042.3391622915, -54817.9534155901, -352843.0845646485, -852804.8840006614, 499961.7994360132 ], [ 1005.224386, 1060.042339, -54.817953, -352.843085, -852.804884, 499.961799 ], [ 0.554353, 0.584583, -0.030231, 0, 0, 0.098856 ], [ 615.740636, 615.740636, 615.740636, 615.740636, 615.740636, 615.740636 ], [ -177210, -97067, -120739, -818862, -972885, -101341 ], [ 2.524501, 4.679448, 0.852354, 0.819305, 0.418961, 2.030906 ], [ 63, 31, 32, 63, 31, 32 ], [ 35, 15, 20, 27, 16, 11 ], [ 28, 16, 12, 36, 15, 21 ], [ 55.555556, 48.387097, 62.5, 42.857143, 51.612903, 34.375 ], [ 2.019601, 4.991411, 0.511413, 1.092406, 0.392776, 3.877184 ], [ 459295, 459295, 69130, 607863, 115219, 607863 ], [ -119010, -36157, -119010, -688064, -688064, -119010 ], [ 81, 105, 59, 81, 105, 59 ], [ 93, 140, 59, 67, 72, 59 ], [ 66, 72, 59, 92, 140, 58 ], [ 5154, 3259, 1895, 5154, 3259, 1895 ], [ 0, 87.874169, 0, 18.874169, 0, 63.207503 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143739, 361107, -579190, -732606, -580608, -228465 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607097600000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757393928241, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 217, "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) |
---|