Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492710.9061 | 1482485.7293 | 10225.1768 | 1450741.4957 | 2123257.5178 | -672516.0222 |
Total P&L (%) | 1492.7109 | 1482.4857 | 10.2252 | 1450.7415 | 2123.2575 | -672.516 |
Avg Daily Profit (%) | 0.8211 | 0.8154 | 0.0056 | 0.1509 | 0.1707 | 0 |
Buy And Hold Return (%) | 639.3738 | 639.3738 | 639.3738 | 639.3738 | 639.3738 | 639.3738 |
Max Trade Drawdown | -135740 | -93393 | -100628 | -1031319 | -1068912 | -862038 |
Profit Factor | 3.2653 | 5.9992 | 1.0282 | 1.2283 | 1.7055 | 0.7989 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 38.0952 | 44.186 | 41.1765 | 38.0952 | 44.186 |
Ratio Avg Win / Avg Loss | 4.6648 | 9.7488 | 1.2988 | 1.7547 | 2.7715 | 1.0092 |
Largest Winning Trade | 1011824 | 1011824 | 74953 | 1422428 | 1422428 | 658766 |
Largest Losing Trade | -44562 | -30687 | -44562 | -419265 | -353506 | -419265 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 3508 | 1555 | 1952 | 3508 | 1555 | 1952 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416311 | 444824 | -542785 | 2705 | 129866 | -581321 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757803488919, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 2.77967 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1492710.9060838546, 1482485.729291946, 10225.1767919086, 1450741.495658969, 2123257.5178439496, -672516.0221849796 ], [ 1492.710906, 1482.485729, 10.225177, 1450.741496, 2123.257518, -672.516022 ], [ 0.821073, 0.815449, 0.005624, 0.150901, 0.170748, 0 ], [ 639.373823, 639.373823, 639.373823, 639.373823, 639.373823, 639.373823 ], [ -135740, -93393, -100628, -1031319, -1068912, -862038 ], [ 3.265342, 5.999236, 1.028216, 1.228305, 1.705515, 0.798942 ], [ 85, 42, 43, 85, 42, 43 ], [ 35, 16, 19, 35, 16, 19 ], [ 50, 26, 24, 50, 26, 24 ], [ 41.176471, 38.095238, 44.186047, 41.176471, 38.095238, 44.186047 ], [ 4.664774, 9.748759, 1.298799, 1.754721, 2.771462, 1.00919 ], [ 1011824, 1011824, 74953, 1422428, 1422428, 658766 ], [ -44562, -30687, -44562, -419265, -353506, -419265 ], [ 41, 37, 45, 41, 37, 45 ], [ 67, 60, 73, 67, 60, 73 ], [ 22, 22, 23, 22, 22, 23 ], [ 3508, 1555, 1952, 3508, 1555, 1952 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416311, 444824, -542785, 2705, 129866, -581321 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757803488919, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 2.77967 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|