Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420759.4879 | 1559424.0516 | -138664.5636 | -48930.5179 | 321020.0127 | -369950.5306 |
Total P&L (%) | 1420.7595 | 1559.4241 | -138.6646 | -48.9305 | 321.02 | -369.9505 |
Avg Daily Profit (%) | 0.7831 | 0.8595 | -0.0764 | -0.037 | 0.0793 | 0 |
Buy And Hold Return (%) | 553.783 | 553.783 | 553.783 | 553.783 | 553.783 | 553.783 |
Max Trade Drawdown | -223093 | -126449 | -175989 | -1007264 | -665530 | -462520 |
Profit Factor | 2.4862 | 4.552 | 0.7318 | 0.9699 | 1.3446 | 0.4667 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 48.5714 | 45.7143 | 51.4286 | 48.5714 | 45.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.6325 | 5.4055 | 0.6911 | 1.0269 | 1.5968 | 0.4408 |
Largest Winning Trade | 1409763 | 1409763 | 77519 | 866213 | 866213 | 97838 |
Largest Losing Trade | -46907 | -46907 | -42369 | -481034 | -481034 | -213557 |
Avg Bars in Trades | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Winners | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 5330 | 2364 | 2966 | 5330 | 2364 | 2966 |
Profit Streak | 10.7328 | 26.7328 | 10.7328 | 10.7328 | 26.7328 | 10.7328 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546259 | -77250 | -674126 | -578200 | -346093 | -674126 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5443, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757468117228, "expiration_time": 1762165152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "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": [ [ 1420759.4879465648, 1559424.0515819117, -138664.5636353469, -48930.5179480033, 321020.0126680009, -369950.5306160042 ], [ 1420.759488, 1559.424052, -138.664564, -48.930518, 321.020013, -369.950531 ], [ 0.783077, 0.859504, -0.076427, -0.037031, 0.079262, 0 ], [ 553.782999, 553.782999, 553.782999, 553.782999, 553.782999, 553.782999 ], [ -223093, -126449, -175989, -1007264, -665530, -462520 ], [ 2.486215, 4.552028, 0.731756, 0.969893, 1.344635, 0.466729 ], [ 140, 70, 70, 140, 70, 70 ], [ 68, 32, 36, 68, 32, 36 ], [ 72, 38, 34, 72, 38, 34 ], [ 48.571429, 45.714286, 51.428571, 48.571429, 45.714286, 51.428571 ], [ 2.632463, 5.405533, 0.691103, 1.026945, 1.596754, 0.440799 ], [ 1409763, 1409763, 77519, 866213, 866213, 97838 ], [ -46907, -46907, -42369, -481034, -481034, -213557 ], [ 38, 33, 42, 38, 33, 42 ], [ 45, 40, 49, 45, 40, 49 ], [ 31, 27, 35, 31, 27, 35 ], [ 5330, 2364, 2966, 5330, 2364, 2966 ], [ 10.732838, 26.732838, 10.732838, 10.732838, 26.732838, 10.732838 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 546259, -77250, -674126, -578200, -346093, -674126 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5443, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757468117228, "expiration_time": 1762165152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "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) |
---|