Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324891.2318 | 755945.3737 | -431054.1419 | 11144077.6473 | 7131683.3195 | 4012394.3278 |
Total P&L (%) | 324.8912 | 755.9454 | -431.0541 | 11144.0776 | 7131.6833 | 4012.3943 |
Avg Daily Profit (%) | 0.179 | 0.4166 | -0.2375 | 0.2606 | 0.2362 | 0.205 |
Buy And Hold Return (%) | 678.4727 | 678.4727 | 678.4727 | 678.4727 | 678.4727 | 678.4727 |
Max Trade Drawdown | -716775 | -118743 | -610934 | -9320497 | -9320497 | -5291849 |
Profit Factor | 1.3333 | 4.2679 | 0.4202 | 1.4769 | 1.5635 | 1.3745 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 17 | 16 | 39 | 22 | 17 |
Losing Trades | 26 | 12 | 14 | 20 | 7 | 13 |
Profitability (%) | 55.9322 | 58.6207 | 53.3333 | 66.1017 | 75.8621 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0505 | 3.0127 | 0.3677 | 0.7574 | 0.4975 | 1.0511 |
Largest Winning Trade | 685428 | 685428 | 41200 | 4996425 | 4996425 | 3566224 |
Largest Losing Trade | -365455 | -68840 | -365455 | -9320497 | -9320497 | -5097915 |
Avg Bars in Trades | 88 | 78 | 99 | 88 | 78 | 99 |
Avg Bars in Winners | 67 | 56 | 78 | 84 | 78 | 92 |
Avg Bars in Losers | 116 | 109 | 122 | 97 | 77 | 107 |
Bars Traded | 5247 | 2272 | 2975 | 5247 | 2272 | 2975 |
Profit Streak | 0 | 164.5912 | 0 | 0 | 164.5912 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -336779 | -111077 | -580393 | -169359 | 454979 | 313652 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5444, "evaluation_days": 1814.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757513483572, "expiration_time": 1762194816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } } }
{ "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": [ [ 324891.2317919154, 755945.3737417685, -431054.141949853, 11144077.647252792, 7131683.3194629885, 4012394.3277898026 ], [ 324.891232, 755.945374, -431.054142, 11144.077647, 7131.683319, 4012.394328 ], [ 0.179036, 0.416575, -0.237539, 0.260575, 0.236192, 0.205018 ], [ 678.472679, 678.472679, 678.472679, 678.472679, 678.472679, 678.472679 ], [ -716775, -118743, -610934, -9320497, -9320497, -5291849 ], [ 1.333289, 4.267938, 0.420222, 1.476867, 1.563488, 1.374534 ], [ 59, 29, 30, 59, 29, 30 ], [ 33, 17, 16, 39, 22, 17 ], [ 26, 12, 14, 20, 7, 13 ], [ 55.932203, 58.62069, 53.333333, 66.101695, 75.862069, 56.666667 ], [ 1.05047, 3.012662, 0.367694, 0.757368, 0.497473, 1.051114 ], [ 685428, 685428, 41200, 4996425, 4996425, 3566224 ], [ -365455, -68840, -365455, -9320497, -9320497, -5097915 ], [ 88, 78, 99, 88, 78, 99 ], [ 67, 56, 78, 84, 78, 92 ], [ 116, 109, 122, 97, 77, 107 ], [ 5247, 2272, 2975, 5247, 2272, 2975 ], [ 0, 164.591245, 0, 0, 164.591245, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -336779, -111077, -580393, -169359, 454979, 313652 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5444, "evaluation_days": 1814.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757513483572, "expiration_time": 1762194816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } } }
# | 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) |
---|