Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380139.4608 | -52795.7824 | -1327343.6784 | -2162190.3684 | -6536367.4006 | 4374177.0323 |
Total P&L (%) | -1380.1395 | -52.7958 | -1327.3437 | -2162.1904 | -6536.3674 | 4374.177 |
Avg Daily Profit (%) | -0.7598 | -0.0291 | -0.7307 | 0 | 0 | 0.2095 |
Buy And Hold Return (%) | 655.9647 | 655.9647 | 655.9647 | 655.9647 | 655.9647 | 655.9647 |
Max Trade Drawdown | -1454337 | -157972 | -1359370 | -11533764 | -7242372 | -5672053 |
Profit Factor | 0.2465 | 0.7898 | 0.1601 | 0.8864 | 0.3455 | 1.4832 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 21 | 25 | 31 | 12 | 19 |
Losing Trades | 20 | 12 | 8 | 35 | 21 | 14 |
Profitability (%) | 69.697 | 63.6364 | 75.7576 | 46.9697 | 36.3636 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1072 | 0.4513 | 0.0512 | 1.0008 | 0.6046 | 1.0929 |
Largest Winning Trade | 38698 | 28329 | 38698 | 8706638 | 1035413 | 8706638 |
Largest Losing Trade | -637546 | -68278 | -637546 | -3860624 | -3860624 | -3802726 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 23 | 25 | 21 | 46 | 60 | 38 |
Avg Bars in Losers | 121 | 113 | 133 | 58 | 55 | 63 |
Bars Traded | 3503 | 1892 | 1611 | 3503 | 1892 | 1611 |
Profit Streak | 7.3613 | 142.8613 | 0 | 0 | 0 | 93.3613 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706044 | -577652 | -577463 | -709067 | -586105 | 382218 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757666415170, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "offset": 94 } } }
{ "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": [ [ -1380139.460831829, -52795.7824499765, -1327343.6783818528, -2162190.368355507, -6536367.400649138, 4374177.032293632 ], [ -1380.139461, -52.795782, -1327.343678, -2162.190368, -6536.367401, 4374.177032 ], [ -0.759779, -0.029065, -0.730715, 0, 0, 0.209463 ], [ 655.964662, 655.964662, 655.964662, 655.964662, 655.964662, 655.964662 ], [ -1454337, -157972, -1359370, -11533764, -7242372, -5672053 ], [ 0.246472, 0.789771, 0.16014, 0.886436, 0.345499, 1.483195 ], [ 66, 33, 33, 66, 33, 33 ], [ 46, 21, 25, 31, 12, 19 ], [ 20, 12, 8, 35, 21, 14 ], [ 69.69697, 63.636364, 75.757576, 46.969697, 36.363636, 57.575758 ], [ 0.107162, 0.451298, 0.051245, 1.000815, 0.604624, 1.092881 ], [ 38698, 28329, 38698, 8706638, 1035413, 8706638 ], [ -637546, -68278, -637546, -3860624, -3860624, -3802726 ], [ 53, 57, 48, 53, 57, 48 ], [ 23, 25, 21, 46, 60, 38 ], [ 121, 113, 133, 58, 55, 63 ], [ 3503, 1892, 1611, 3503, 1892, 1611 ], [ 7.361287, 142.861287, 0, 0, 0, 93.361287 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -706044, -577652, -577463, -709067, -586105, 382218 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757666415170, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "offset": 94 } } }
# | 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) |
---|