Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598211.742 | 653839.8058 | -55628.0638 | 136391.8033 | 2466811.0411 | -2330419.2378 |
Total P&L (%) | 598.2117 | 653.8398 | -55.6281 | 136.3918 | 2466.811 | -2330.4192 |
Avg Daily Profit (%) | 0.33 | 0.3607 | -0.0307 | 0.0475 | 0.1792 | 0 |
Buy And Hold Return (%) | 328.0587 | 328.0587 | 328.0587 | 328.0587 | 328.0587 | 328.0587 |
Max Trade Drawdown | -186288 | -128448 | -146405 | -3968803 | -1619713 | -3240835 |
Profit Factor | 1.3211 | 1.6806 | 0.9383 | 1.0086 | 1.3152 | 0.7068 |
Total Trades | 679 | 339 | 340 | 679 | 339 | 340 |
Winning Trades | 311 | 150 | 161 | 311 | 150 | 161 |
Losing Trades | 368 | 189 | 179 | 368 | 189 | 179 |
Profitability (%) | 45.8027 | 44.2478 | 47.3529 | 45.8027 | 44.2478 | 47.3529 |
Ratio Avg Win / Avg Loss | 1.5633 | 2.1176 | 1.0432 | 1.1935 | 1.6571 | 0.7858 |
Largest Winning Trade | 276524 | 276524 | 37348 | 1712453 | 1712453 | 272419 |
Largest Losing Trade | -37632 | -37632 | -33449 | -1045560 | -858836 | -1045560 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3620 | 1800 | 1819 | 3620 | 1800 | 1819 |
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 | 165613 | 177050 | -578640 | -504105 | 302598 | -580307 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757291693078, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.52275, "nb": 0.16672, "nc": 0.1 } } }
{ "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": [ [ 598211.7419788213, 653839.8058025801, -55628.063823759, 136391.8033404461, 2466811.0411177417, -2330419.2377772965 ], [ 598.211742, 653.839806, -55.628064, 136.391803, 2466.811041, -2330.419238 ], [ 0.330048, 0.360739, -0.030691, 0.047477, 0.179209, 0 ], [ 328.058739, 328.058739, 328.058739, 328.058739, 328.058739, 328.058739 ], [ -186288, -128448, -146405, -3968803, -1619713, -3240835 ], [ 1.321147, 1.680611, 0.938333, 1.008646, 1.315173, 0.706818 ], [ 679, 339, 340, 679, 339, 340 ], [ 311, 150, 161, 311, 150, 161 ], [ 368, 189, 179, 368, 189, 179 ], [ 45.802651, 44.247788, 47.352941, 45.802651, 44.247788, 47.352941 ], [ 1.563286, 2.117569, 1.04324, 1.19351, 1.657117, 0.785841 ], [ 276524, 276524, 37348, 1712453, 1712453, 272419 ], [ -37632, -37632, -33449, -1045560, -858836, -1045560 ], [ 5, 5, 5, 5, 5, 5 ], [ 6, 6, 6, 6, 6, 6 ], [ 4, 4, 4, 4, 4, 4 ], [ 3620, 1800, 1819, 3620, 1800, 1819 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 165613, 177050, -578640, -504105, 302598, -580307 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757291693078, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.52275, "nb": 0.16672, "nc": 0.1 } } }
# | 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) |
---|