Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233624.363 | 1141968.3159 | 91656.0471 | 8970990.9978 | 21135291.9574 | -12164300.9596 |
Total P&L (%) | 1233.6244 | 1141.9683 | 91.656 | 8970.991 | 21135.292 | -12164.301 |
Avg Daily Profit (%) | 0.6784 | 0.628 | 0.0504 | 0.2482 | 0.2951 | 0 |
Buy And Hold Return (%) | 631.0756 | 631.0756 | 631.0756 | 631.0756 | 631.0756 | 631.0756 |
Max Trade Drawdown | -100309 | -70925 | -90413 | -31815006 | -18852557 | -28766849 |
Profit Factor | 3.169 | 4.7628 | 1.3455 | 1.0766 | 1.3288 | 0.7699 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 58.5714 | 57.1429 | 60 | 58.5714 | 57.1429 | 60 |
Ratio Avg Win / Avg Loss | 2.2415 | 3.5721 | 0.897 | 0.7615 | 0.9966 | 0.5133 |
Largest Winning Trade | 594674 | 594674 | 74117 | 25806773 | 25806773 | 9364655 |
Largest Losing Trade | -44836 | -44836 | -41503 | -13633868 | -12624801 | -13633868 |
Avg Bars in Trades | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 31 | 34 | 29 | 31 | 34 | 29 |
Bars Traded | 3475 | 1704 | 1771 | 3475 | 1704 | 1771 |
Profit Streak | 0 | 87.4261 | 0 | 0 | 87.4261 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86396 | 454780 | -291399 | -226897 | 321051 | -579491 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757844811208, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.53667 } } }
{ "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": [ [ 1233624.3630290525, 1141968.3158874665, 91656.0471415868, 8970990.99781012, 21135291.957421497, -12164300.959611382 ], [ 1233.624363, 1141.968316, 91.656047, 8970.990998, 21135.291957, -12164.30096 ], [ 0.678375, 0.627973, 0.050402, 0.248186, 0.295087, 0 ], [ 631.075553, 631.075553, 631.075553, 631.075553, 631.075553, 631.075553 ], [ -100309, -70925, -90413, -31815006, -18852557, -28766849 ], [ 3.169003, 4.762824, 1.345527, 1.076578, 1.328777, 0.769894 ], [ 70, 35, 35, 70, 35, 35 ], [ 41, 20, 21, 41, 20, 21 ], [ 29, 15, 14, 29, 15, 14 ], [ 58.571429, 57.142857, 60, 58.571429, 57.142857, 60 ], [ 2.24149, 3.572118, 0.897018, 0.761482, 0.996582, 0.513263 ], [ 594674, 594674, 74117, 25806773, 25806773, 9364655 ], [ -44836, -44836, -41503, -13633868, -12624801, -13633868 ], [ 49, 48, 50, 49, 48, 50 ], [ 62, 59, 64, 62, 59, 64 ], [ 31, 34, 29, 31, 34, 29 ], [ 3475, 1704, 1771, 3475, 1704, 1771 ], [ 0, 87.426056, 0, 0, 87.426056, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86396, 454780, -291399, -226897, 321051, -579491 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757844811208, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.53667 } } }
# | 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) |
---|