Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486140.128 | 1377718.9426 | 108421.1854 | 9302695.2578 | 7685236.058 | 1617459.1998 |
Total P&L (%) | 1486.1401 | 1377.7189 | 108.4212 | 9302.6953 | 7685.2361 | 1617.4592 |
Avg Daily Profit (%) | 0.8186 | 0.7589 | 0.0597 | 0.2506 | 0.2402 | 0.1567 |
Buy And Hold Return (%) | 591.7444 | 591.7444 | 591.7444 | 591.7444 | 591.7444 | 591.7444 |
Max Trade Drawdown | -104107 | -62985 | -66815 | -11819208 | -7061539 | -8978641 |
Profit Factor | 3.3781 | 5.9287 | 1.3139 | 1.2733 | 1.5303 | 1.0828 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 37.2727 | 32.7273 | 41.8182 | 37.2727 | 32.7273 | 41.8182 |
Ratio Avg Win / Avg Loss | 5.6851 | 12.1867 | 1.828 | 2.1429 | 3.1456 | 1.5064 |
Largest Winning Trade | 835607 | 835607 | 75194 | 7691566 | 7691566 | 6568743 |
Largest Losing Trade | -33655 | -21895 | -33655 | -2676726 | -2385130 | -2676726 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3572 | 1623 | 1949 | 3572 | 1623 | 1949 |
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 | 411815 | -170182 | -460914 | 174410 | -175789 | -307306 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757587057997, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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": [ [ 1486140.1279844856, 1377718.9425885493, 108421.1853959359, 9302695.257805796, 7685236.0580444215, 1617459.1997613702 ], [ 1486.140128, 1377.718943, 108.421185, 9302.695258, 7685.236058, 1617.4592 ], [ 0.818584, 0.758865, 0.05972, 0.25058, 0.240157, 0.156742 ], [ 591.744389, 591.744389, 591.744389, 591.744389, 591.744389, 591.744389 ], [ -104107, -62985, -66815, -11819208, -7061539, -8978641 ], [ 3.378095, 5.928656, 1.313904, 1.273301, 1.530292, 1.082752 ], [ 110, 55, 55, 110, 55, 55 ], [ 41, 18, 23, 41, 18, 23 ], [ 69, 37, 32, 69, 37, 32 ], [ 37.272727, 32.727273, 41.818182, 37.272727, 32.727273, 41.818182 ], [ 5.685086, 12.186682, 1.82804, 2.142873, 3.1456, 1.506438 ], [ 835607, 835607, 75194, 7691566, 7691566, 6568743 ], [ -33655, -21895, -33655, -2676726, -2385130, -2676726 ], [ 32, 29, 35, 32, 29, 35 ], [ 61, 58, 63, 61, 58, 63 ], [ 15, 15, 15, 15, 15, 15 ], [ 3572, 1623, 1949, 3572, 1623, 1949 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411815, -170182, -460914, 174410, -175789, -307306 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757587057997, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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) |
---|