Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220558.7483 | 136714.6883 | 83844.0601 | 421537.8062 | 268159.1934 | 153378.6128 |
Total P&L (%) | 220.5587 | 136.7147 | 83.8441 | 421.5378 | 268.1592 | 153.3786 |
Avg Daily Profit (%) | 0.4235 | 0.2625 | 0.161 | 0.3176 | 0.2506 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36260 | -60089 | -23425 | -119225 | -221947 | -78507 |
Profit Factor | 1.4851 | 1.4267 | 1.6244 | 1.3478 | 1.3196 | 1.4111 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 52.3605 | 47.0085 | 57.7586 | 52.3605 | 47.0085 | 57.7586 |
Ratio Avg Win / Avg Loss | 1.3512 | 1.6082 | 1.188 | 1.2263 | 1.4876 | 1.032 |
Largest Winning Trade | 33050 | 33050 | 13346 | 75840 | 75840 | 37108 |
Largest Losing Trade | -24959 | -24959 | -10237 | -91166 | -91166 | -29977 |
Avg Bars in Trades | 105 | 160 | 49 | 105 | 160 | 49 |
Avg Bars in Winners | 112 | 177 | 58 | 112 | 177 | 58 |
Avg Bars in Losers | 98 | 145 | 38 | 98 | 145 | 38 |
Bars Traded | 24554 | 18781 | 5773 | 24554 | 18781 | 5773 |
Profit Streak | 6.062 | 23.8953 | 0 | 6.062 | 23.8953 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446361 | 349045 | 339949 | 383585 | 281823 | 302130 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713544200000, "first_datapoint_time": 1713979800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758544153041, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 220558.7483318539, 136714.68826259, 83844.0600692638, 421537.806176876, 268159.1933510118, 153378.612825864 ], [ 220.558748, 136.714688, 83.84406, 421.537806, 268.159193, 153.378613 ], [ 0.423476, 0.262494, 0.160982, 0.317615, 0.250557, 0.178666 ], [ 10, 10, 10, 10, 10, 10 ], [ -36260, -60089, -23425, -119225, -221947, -78507 ], [ 1.485064, 1.42666, 1.624443, 1.347772, 1.319618, 1.41108 ], [ 233, 117, 116, 233, 117, 116 ], [ 122, 55, 67, 122, 55, 67 ], [ 111, 62, 49, 111, 62, 49 ], [ 52.360515, 47.008547, 57.758621, 52.360515, 47.008547, 57.758621 ], [ 1.351165, 1.608235, 1.188025, 1.226251, 1.487569, 1.031984 ], [ 33050, 33050, 13346, 75840, 75840, 37108 ], [ -24959, -24959, -10237, -91166, -91166, -29977 ], [ 105, 160, 49, 105, 160, 49 ], [ 112, 177, 58, 112, 177, 58 ], [ 98, 145, 38, 98, 145, 38 ], [ 24554, 18781, 5773, 24554, 18781, 5773 ], [ 6.061956, 23.89529, 0, 6.061956, 23.89529, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446361, 349045, 339949, 383585, 281823, 302130 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713544200000, "first_datapoint_time": 1713979800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758544153041, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 2 } } }
# | 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) |
---|