Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391294.0284 | 360514.5626 | 30779.4658 | 250783.2256 | 138263.4601 | 112519.7655 |
Total P&L (%) | 391.294 | 360.5146 | 30.7795 | 250.7832 | 138.2635 | 112.5198 |
Avg Daily Profit (%) | 0.3756 | 0.3461 | 0.0295 | 0.1206 | 0.0834 | 0.0724 |
Buy And Hold Return (%) | 151.1769 | 151.1769 | 151.1769 | 151.1769 | 151.1769 | 151.1769 |
Max Trade Drawdown | -59088 | -65675 | -16996 | -398548 | -414245 | -66308 |
Profit Factor | 2.2312 | 2.3269 | 1.6673 | 1.1927 | 1.1227 | 1.6463 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 52.4752 | 48 | 56.8627 | 52.4752 | 48 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.0207 | 2.5208 | 1.2649 | 1.0802 | 1.2162 | 1.2489 |
Largest Winning Trade | 332176 | 332176 | 7331 | 309430 | 309430 | 35482 |
Largest Losing Trade | -45733 | -45733 | -6530 | -333419 | -333419 | -39672 |
Avg Bars in Trades | 228 | 436 | 23 | 228 | 436 | 23 |
Avg Bars in Winners | 248 | 517 | 25 | 248 | 517 | 25 |
Avg Bars in Losers | 206 | 362 | 21 | 206 | 362 | 21 |
Bars Traded | 23039 | 21834 | 1205 | 23039 | 21834 | 1205 |
Profit Streak | 0 | 95.5448 | 0 | 0 | 95.5448 | 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 | 377328 | -171296 | -496027 | -49153 | -513261 | -438936 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1668207600000, "first_datapoint_time": 1668729600000, "last_datapoint_time": 1758207600000, "evaluation_time": 1758207867993, "expiration_time": 1764687600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 70, "std": 3.30363 } } }
{ "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": [ [ 391294.0284406203, 360514.5625965449, 30779.4658440755, 250783.2255964464, 138263.4600716554, 112519.7655247911 ], [ 391.294028, 360.514563, 30.779466, 250.783226, 138.26346, 112.519766 ], [ 0.375641, 0.346093, 0.029548, 0.120552, 0.083382, 0.072397 ], [ 151.176917, 151.176917, 151.176917, 151.176917, 151.176917, 151.176917 ], [ -59088, -65675, -16996, -398548, -414245, -66308 ], [ 2.231184, 2.326902, 1.667334, 1.192743, 1.12268, 1.646297 ], [ 101, 50, 51, 101, 50, 51 ], [ 53, 24, 29, 53, 24, 29 ], [ 48, 26, 22, 48, 26, 22 ], [ 52.475248, 48, 56.862745, 52.475248, 48, 56.862745 ], [ 2.020694, 2.520811, 1.264874, 1.08022, 1.216236, 1.248915 ], [ 332176, 332176, 7331, 309430, 309430, 35482 ], [ -45733, -45733, -6530, -333419, -333419, -39672 ], [ 228, 436, 23, 228, 436, 23 ], [ 248, 517, 25, 248, 517, 25 ], [ 206, 362, 21, 206, 362, 21 ], [ 23039, 21834, 1205, 23039, 21834, 1205 ], [ 0, 95.544768, 0, 0, 95.544768, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377328, -171296, -496027, -49153, -513261, -438936 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1668207600000, "first_datapoint_time": 1668729600000, "last_datapoint_time": 1758207600000, "evaluation_time": 1758207867993, "expiration_time": 1764687600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 70, "std": 3.30363 } } }
# | 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) |
---|