Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690770.2299 | 1536315.336 | 154454.8938 | 26198623.5505 | 31168182.2087 | -4969558.6582 |
Total P&L (%) | 1690.7702 | 1536.3153 | 154.4549 | 26198.6236 | 31168.1822 | -4969.5587 |
Avg Daily Profit (%) | 0.9295 | 0.8446 | 0.0849 | 0.3068 | 0.3163 | 0 |
Buy And Hold Return (%) | 622.452 | 622.452 | 622.452 | 622.452 | 622.452 | 622.452 |
Max Trade Drawdown | -59173 | -67866 | -50866 | -27468910 | -19145177 | -24555277 |
Profit Factor | 3.6303 | 6.1388 | 1.4492 | 1.2253 | 1.6006 | 0.9228 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48.8189 | 47.619 | 50 | 48.8189 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 3.806 | 6.7527 | 1.4492 | 1.2845 | 1.7607 | 0.9228 |
Largest Winning Trade | 1058616 | 1058616 | 66205 | 10646556 | 10571345 | 10646556 |
Largest Losing Trade | -22058 | -21531 | -22058 | -11333257 | -9136880 | -11333257 |
Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Winners | 84 | 77 | 91 | 84 | 77 | 91 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 6990 | 3171 | 3819 | 6990 | 3171 | 3819 |
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 | 596990 | -129641 | -383552 | 304381 | -135544 | -719958 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757911222947, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 3.21195 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "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": [ [ 1690770.2298602231, 1536315.3360199437, 154454.8938402795, 26198623.550472993, 31168182.208656136, -4969558.658183139 ], [ 1690.77023, 1536.315336, 154.454894, 26198.62355, 31168.182209, -4969.558658 ], [ 0.929505, 0.844593, 0.084912, 0.306797, 0.316342, 0 ], [ 622.451958, 622.451958, 622.451958, 622.451958, 622.451958, 622.451958 ], [ -59173, -67866, -50866, -27468910, -19145177, -24555277 ], [ 3.63034, 6.138847, 1.449213, 1.225256, 1.600596, 0.922846 ], [ 127, 63, 64, 127, 63, 64 ], [ 62, 30, 32, 62, 30, 32 ], [ 65, 33, 32, 65, 33, 32 ], [ 48.818898, 47.619048, 50, 48.818898, 47.619048, 50 ], [ 3.806002, 6.752731, 1.449213, 1.284543, 1.760655, 0.922846 ], [ 1058616, 1058616, 66205, 10646556, 10571345, 10646556 ], [ -22058, -21531, -22058, -11333257, -9136880, -11333257 ], [ 55, 50, 59, 55, 50, 59 ], [ 84, 77, 91, 84, 77, 91 ], [ 26, 25, 27, 26, 25, 27 ], [ 6990, 3171, 3819, 6990, 3171, 3819 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 596990, -129641, -383552, 304381, -135544, -719958 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7276, "evaluation_days": 1819, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606089600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757911222947, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 3.21195 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "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) |
---|