Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928368.6433 | 844401.2357 | 83967.4076 | 6011062.1315 | 8223566.725 | -2212504.5935 |
Total P&L (%) | 928.3686 | 844.4012 | 83.9674 | 6011.0621 | 8223.5667 | -2212.5046 |
Avg Daily Profit (%) | 0.5083 | 0.4623 | 0.046 | 0.2254 | 0.2424 | 0 |
Buy And Hold Return (%) | 652.9569 | 652.9569 | 652.9569 | 652.9569 | 652.9569 | 652.9569 |
Max Trade Drawdown | -68336 | -87816 | -84943 | -5544363 | -5471490 | -4585827 |
Profit Factor | 1.9641 | 3.0165 | 1.1543 | 1.132 | 1.3989 | 0.9113 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 46.1929 | 46.9388 | 45.4545 | 46.1929 | 46.9388 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2878 | 3.41 | 1.3852 | 1.3186 | 1.5813 | 1.0935 |
Largest Winning Trade | 253017 | 253017 | 63671 | 2980750 | 2980750 | 1938763 |
Largest Losing Trade | -23233 | -18240 | -23233 | -1678215 | -1678215 | -1343127 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3584 | 1668 | 1916 | 3584 | 1668 | 1916 |
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 | -20321 | -59725 | -349870 | -67281 | 323768 | -580891 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758517474634, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 1.52948 } }, "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": [ [ 928368.6433226393, 844401.235695367, 83967.4076272724, 6011062.131507652, 8223566.724993176, -2212504.593485528 ], [ 928.368643, 844.401236, 83.967408, 6011.062132, 8223.566725, -2212.504593 ], [ 0.508277, 0.462306, 0.045972, 0.225421, 0.242378, 0 ], [ 652.956855, 652.956855, 652.956855, 652.956855, 652.956855, 652.956855 ], [ -68336, -87816, -84943, -5544363, -5471490, -4585827 ], [ 1.964091, 3.016495, 1.154295, 1.131966, 1.398862, 0.91126 ], [ 197, 98, 99, 197, 98, 99 ], [ 91, 46, 45, 91, 46, 45 ], [ 106, 52, 54, 106, 52, 54 ], [ 46.192893, 46.938776, 45.454545, 46.192893, 46.938776, 45.454545 ], [ 2.287842, 3.409951, 1.385154, 1.318554, 1.581322, 1.093512 ], [ 253017, 253017, 63671, 2980750, 2980750, 1938763 ], [ -23233, -18240, -23233, -1678215, -1678215, -1343127 ], [ 18, 17, 19, 18, 17, 19 ], [ 28, 25, 31, 28, 25, 31 ], [ 9, 9, 9, 9, 9, 9 ], [ 3584, 1668, 1916, 3584, 1668, 1916 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20321, -59725, -349870, -67281, 323768, -580891 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758517474634, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 1.52948 } }, "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) |
---|