Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085334.8845 | 977876.1863 | 107458.6982 | 6019431.4644 | 6676575.0373 | -657143.5729 |
Total P&L (%) | 1085.3349 | 977.8762 | 107.4587 | 6019.4315 | 6676.575 | -657.1436 |
Avg Daily Profit (%) | 0.596 | 0.537 | 0.059 | 0.2262 | 0.2318 | 0 |
Buy And Hold Return (%) | 765.6424 | 765.6424 | 765.6424 | 765.6424 | 765.6424 | 765.6424 |
Max Trade Drawdown | -101418 | -65906 | -51094 | -6123151 | -3702765 | -2810149 |
Profit Factor | 4.0692 | 5.6123 | 1.7588 | 1.4765 | 1.9795 | 0.887 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.5605 | 5.6123 | 1.345 | 1.2919 | 1.9795 | 0.6783 |
Largest Winning Trade | 390841 | 390841 | 52332 | 6361828 | 6361828 | 1223242 |
Largest Losing Trade | -53553 | -53553 | -31781 | -3052183 | -3052183 | -2380556 |
Avg Bars in Trades | 57 | 82 | 31 | 57 | 82 | 31 |
Avg Bars in Winners | 64 | 99 | 33 | 64 | 99 | 33 |
Avg Bars in Losers | 48 | 64 | 29 | 48 | 64 | 29 |
Bars Traded | 3422 | 2467 | 955 | 3422 | 2467 | 955 |
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 | -190406 | -60424 | -276862 | -163643 | 432812 | -579961 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609675200000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758041617936, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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": [ [ 1085334.884485295, 977876.1862883505, 107458.698196945, 6019431.464392341, 6676575.037341838, -657143.5729494976 ], [ 1085.334884, 977.876186, 107.458698, 6019.431464, 6676.575037, -657.143573 ], [ 0.59601, 0.537, 0.059011, 0.226178, 0.231792, 0 ], [ 765.642386, 765.642386, 765.642386, 765.642386, 765.642386, 765.642386 ], [ -101418, -65906, -51094, -6123151, -3702765, -2810149 ], [ 4.069163, 5.612273, 1.758838, 1.476497, 1.979466, 0.887014 ], [ 60, 30, 30, 60, 30, 30 ], [ 32, 15, 17, 32, 15, 17 ], [ 28, 15, 13, 28, 15, 13 ], [ 53.333333, 50, 56.666667, 53.333333, 50, 56.666667 ], [ 3.560517, 5.612273, 1.344994, 1.291935, 1.979466, 0.678305 ], [ 390841, 390841, 52332, 6361828, 6361828, 1223242 ], [ -53553, -53553, -31781, -3052183, -3052183, -2380556 ], [ 57, 82, 31, 57, 82, 31 ], [ 64, 99, 33, 64, 99, 33 ], [ 48, 64, 29, 48, 64, 29 ], [ 3422, 2467, 955, 3422, 2467, 955 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -190406, -60424, -276862, -163643, 432812, -579961 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3642, "evaluation_days": 1821, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609675200000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758041617936, "expiration_time": 1762744032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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) |
---|