Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619751.1038 | 1612982.5876 | 6768.5161 | 787631.0214 | 1665441.3351 | -877810.3137 |
Total P&L (%) | 1619.7511 | 1612.9826 | 6.7685 | 787.631 | 1665.4413 | -877.8103 |
Avg Daily Profit (%) | 0.891 | 0.8872 | 0.0037 | 0.1202 | 0.158 | 0 |
Buy And Hold Return (%) | 842.6554 | 842.6554 | 842.6554 | 842.6554 | 842.6554 | 842.6554 |
Max Trade Drawdown | -113071 | -72107 | -163468 | -1193520 | -502213 | -1403966 |
Profit Factor | 3.6686 | 6.7855 | 1.0206 | 1.2148 | 2.0958 | 0.5912 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.2824 | 6.0713 | 0.9132 | 1.0869 | 1.8752 | 0.529 |
Largest Winning Trade | 1204522 | 1204522 | 58756 | 1204522 | 1204522 | 341067 |
Largest Losing Trade | -75104 | -37632 | -75104 | -896211 | -502213 | -896211 |
Avg Bars in Trades | 47 | 57 | 37 | 47 | 57 | 37 |
Avg Bars in Winners | 61 | 76 | 46 | 61 | 76 | 46 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 3437 | 2077 | 1360 | 3437 | 2077 | 1360 |
Profit Streak | 0 | 222.8572 | 0 | 0 | 222.8572 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70483 | 577729 | -552768 | -281517 | 228861 | -580420 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757795666128, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 157, "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": [ [ 1619751.1037637629, 1612982.587625533, 6768.5161382298, 787631.0214466325, 1665441.3351352755, -877810.3136886422 ], [ 1619.751104, 1612.982588, 6.768516, 787.631021, 1665.441335, -877.810314 ], [ 0.890952, 0.887229, 0.003723, 0.12017, 0.158045, 0 ], [ 842.655394, 842.655394, 842.655394, 842.655394, 842.655394, 842.655394 ], [ -113071, -72107, -163468, -1193520, -502213, -1403966 ], [ 3.668593, 6.785531, 1.020625, 1.214768, 2.095756, 0.591232 ], [ 72, 36, 36, 72, 36, 36 ], [ 38, 19, 19, 38, 19, 19 ], [ 34, 17, 17, 34, 17, 17 ], [ 52.777778, 52.777778, 52.777778, 52.777778, 52.777778, 52.777778 ], [ 3.282425, 6.071264, 0.913191, 1.086898, 1.87515, 0.528997 ], [ 1204522, 1204522, 58756, 1204522, 1204522, 341067 ], [ -75104, -37632, -75104, -896211, -502213, -896211 ], [ 47, 57, 37, 47, 57, 37 ], [ 61, 76, 46, 61, 76, 46 ], [ 32, 36, 27, 32, 36, 27 ], [ 3437, 2077, 1360, 3437, 2077, 1360 ], [ 0, 222.857247, 0, 0, 222.857247, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70483, 577729, -552768, -281517, 228861, -580420 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757795666128, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 157, "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) |
---|