Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134320.5345 | 1166334.9041 | -32014.3696 | 242548.8004 | 585647.7442 | -343098.9438 |
Total P&L (%) | 1134.3205 | 1166.3349 | -32.0144 | 242.5488 | 585.6477 | -343.0989 |
Avg Daily Profit (%) | 0.6211 | 0.6386 | -0.0175 | 0.0674 | 0.1055 | 0 |
Buy And Hold Return (%) | 655.4744 | 655.4744 | 655.4744 | 655.4744 | 655.4744 | 655.4744 |
Max Trade Drawdown | -139984 | -96254 | -111464 | -1266024 | -937403 | -517857 |
Profit Factor | 2.2797 | 3.5337 | 0.9249 | 1.0619 | 1.2812 | 0.8129 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 51.4793 | 46.4286 | 56.4706 | 51.4793 | 46.4286 | 56.4706 |
Ratio Avg Win / Avg Loss | 2.1487 | 4.0774 | 0.7129 | 1.0009 | 1.4783 | 0.6266 |
Largest Winning Trade | 760169 | 760169 | 58703 | 679492 | 679492 | 202998 |
Largest Losing Trade | -56371 | -56371 | -42948 | -248542 | -232898 | -248542 |
Avg Bars in Trades | 31 | 41 | 21 | 31 | 41 | 21 |
Avg Bars in Winners | 36 | 53 | 23 | 36 | 53 | 23 |
Avg Bars in Losers | 26 | 31 | 19 | 26 | 31 | 19 |
Bars Traded | 5361 | 3498 | 1863 | 5361 | 3498 | 1863 |
Profit Streak | 0 | 33.786 | 0 | 0 | 33.786 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301264 | 322912 | -579988 | -420003 | -218750 | -579988 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5479, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758509508424, "expiration_time": 1763233056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "bbu", "factors": { "length": 192, "offset": 0, "std": 1.24323 } } }
{ "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": [ [ 1134320.5344521136, 1166334.9040795686, -32014.3696274551, 242548.8003991801, 585647.744152135, -343098.9437529544 ], [ 1134.320534, 1166.334904, -32.01437, 242.5488, 585.647744, -343.098944 ], [ 0.621093, 0.638622, -0.017529, 0.067439, 0.105469, 0 ], [ 655.474365, 655.474365, 655.474365, 655.474365, 655.474365, 655.474365 ], [ -139984, -96254, -111464, -1266024, -937403, -517857 ], [ 2.279669, 3.533711, 0.924865, 1.06192, 1.281165, 0.812946 ], [ 169, 84, 85, 169, 84, 85 ], [ 87, 39, 48, 87, 39, 48 ], [ 82, 45, 37, 82, 45, 37 ], [ 51.47929, 46.428571, 56.470588, 51.47929, 46.428571, 56.470588 ], [ 2.148653, 4.077358, 0.712917, 1.00089, 1.478267, 0.626646 ], [ 760169, 760169, 58703, 679492, 679492, 202998 ], [ -56371, -56371, -42948, -248542, -232898, -248542 ], [ 31, 41, 21, 31, 41, 21 ], [ 36, 53, 23, 36, 53, 23 ], [ 26, 31, 19, 26, 31, 19 ], [ 5361, 3498, 1863, 5361, 3498, 1863 ], [ 0, 33.785977, 0, 0, 33.785977, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301264, 322912, -579988, -420003, -218750, -579988 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5479, "evaluation_days": 1826.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758509508424, "expiration_time": 1763233056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "bbu", "factors": { "length": 192, "offset": 0, "std": 1.24323 } } }
# | 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) |
---|