Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124852.7339 | 1129900.416 | -5047.6822 | 720536.0441 | 941012.8416 | -220476.7976 |
Total P&L (%) | 1124.8527 | 1129.9004 | -5.0477 | 720.536 | 941.0128 | -220.4768 |
Avg Daily Profit (%) | 0.6192 | 0.622 | -0.0028 | 0.1159 | 0.129 | 0 |
Buy And Hold Return (%) | 636.2121 | 636.2121 | 636.2121 | 636.2121 | 636.2121 | 636.2121 |
Max Trade Drawdown | -190948 | -100534 | -135089 | -647193 | -290453 | -489583 |
Profit Factor | 3.2796 | 5.4135 | 0.9787 | 1.4184 | 2.1641 | 0.7587 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 43.1034 | 48.2759 | 37.931 | 43.1034 | 48.2759 | 37.931 |
Ratio Avg Win / Avg Loss | 4.3291 | 5.8002 | 1.6016 | 1.8723 | 2.3186 | 1.2416 |
Largest Winning Trade | 666821 | 666821 | 76315 | 605938 | 605938 | 249861 |
Largest Losing Trade | -62433 | -62433 | -58409 | -185826 | -136567 | -185826 |
Avg Bars in Trades | 89 | 83 | 95 | 89 | 83 | 95 |
Avg Bars in Winners | 144 | 127 | 164 | 144 | 127 | 164 |
Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
Bars Traded | 5171 | 2413 | 2758 | 5171 | 2413 | 2758 |
Profit Streak | 0 | 160.6849 | 0 | 0 | 160.6849 | 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 | -172726 | 417599 | -582748 | -342626 | -32704 | -583859 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5450, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603958400000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757665572404, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "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": [ [ 1124852.7338666106, 1129900.4160375348, -5047.6821709242, 720536.0440523953, 941012.8416371418, -220476.7975847464 ], [ 1124.852734, 1129.900416, -5.047682, 720.536044, 941.012842, -220.476798 ], [ 0.619184, 0.621962, -0.002779, 0.115927, 0.129043, 0 ], [ 636.212078, 636.212078, 636.212078, 636.212078, 636.212078, 636.212078 ], [ -190948, -100534, -135089, -647193, -290453, -489583 ], [ 3.279589, 5.413522, 0.978741, 1.418379, 2.164053, 0.758729 ], [ 58, 29, 29, 58, 29, 29 ], [ 25, 14, 11, 25, 14, 11 ], [ 33, 15, 18, 33, 15, 18 ], [ 43.103448, 48.275862, 37.931034, 43.103448, 48.275862, 37.931034 ], [ 4.329058, 5.800202, 1.601576, 1.872261, 2.318629, 1.241557 ], [ 666821, 666821, 76315, 605938, 605938, 249861 ], [ -62433, -62433, -58409, -185826, -136567, -185826 ], [ 89, 83, 95, 89, 83, 95 ], [ 144, 127, 164, 144, 127, 164 ], [ 47, 41, 52, 47, 41, 52 ], [ 5171, 2413, 2758, 5171, 2413, 2758 ], [ 0, 160.684866, 0, 0, 160.684866, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172726, 417599, -582748, -342626, -32704, -583859 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5450, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603958400000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757665572404, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "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) |
---|