Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -958064.2439 | 31867.1885 | -989931.4324 | -2348108.8921 | -8071188.6436 | 5723079.7515 |
Total P&L (%) | -958.0642 | 31.8672 | -989.9314 | -2348.1089 | -8071.1886 | 5723.0798 |
Avg Daily Profit (%) | -0.5267 | 0.0175 | -0.5442 | 0 | 0 | 0.2237 |
Buy And Hold Return (%) | 411.1046 | 411.1046 | 411.1046 | 411.1046 | 411.1046 | 411.1046 |
Max Trade Drawdown | -670897 | -147349 | -589939 | -25252520 | -19039815 | -7206336 |
Profit Factor | 0.4 | 1.1077 | 0.239 | 0.9346 | 0.6484 | 1.4421 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 36 | 37 | 50 | 24 | 26 |
Losing Trades | 25 | 13 | 12 | 48 | 25 | 23 |
Profitability (%) | 74.4898 | 73.4694 | 75.5102 | 51.0204 | 48.9796 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.137 | 0.4 | 0.0775 | 0.8972 | 0.6754 | 1.2757 |
Largest Winning Trade | 32882 | 32882 | 29553 | 6254676 | 1643802 | 6254676 |
Largest Losing Trade | -511634 | -74780 | -511634 | -15620266 | -15620266 | -4819565 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 12 | 12 | 11 | 34 | 32 | 35 |
Avg Bars in Losers | 104 | 104 | 104 | 37 | 40 | 33 |
Bars Traded | 3487 | 1796 | 1691 | 3487 | 1796 | 1691 |
Profit Streak | 13.7246 | 155.2246 | 0 | 0 | 0 | 151.7246 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576464 | -434442 | -577374 | -580384 | -581078 | 383349 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757870601410, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
{ "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": [ [ -958064.243887332, 31867.1885273223, -989931.4324146542, -2348108.892119573, -8071188.643599825, 5723079.751480253 ], [ -958.064244, 31.867189, -989.931432, -2348.108892, -8071.188644, 5723.079751 ], [ -0.526698, 0.017519, -0.544217, 0, 0, 0.223692 ], [ 411.104561, 411.104561, 411.104561, 411.104561, 411.104561, 411.104561 ], [ -670897, -147349, -589939, -25252520, -19039815, -7206336 ], [ 0.399978, 1.107714, 0.23902, 0.934599, 0.648413, 1.44205 ], [ 98, 49, 49, 98, 49, 49 ], [ 73, 36, 37, 50, 24, 26 ], [ 25, 13, 12, 48, 25, 23 ], [ 74.489796, 73.469388, 75.510204, 51.020408, 48.979592, 53.061224 ], [ 0.136979, 0.400008, 0.07752, 0.897215, 0.67543, 1.27566 ], [ 32882, 32882, 29553, 6254676, 1643802, 6254676 ], [ -511634, -74780, -511634, -15620266, -15620266, -4819565 ], [ 35, 36, 34, 35, 36, 34 ], [ 12, 12, 11, 34, 32, 35 ], [ 104, 104, 104, 37, 40, 33 ], [ 3487, 1796, 1691, 3487, 1796, 1691 ], [ 13.724553, 155.224553, 0, 0, 0, 151.724553 ], [ 1, 3, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576464, -434442, -577374, -580384, -581078, 383349 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757870601410, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
# | 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) |
---|