Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131170.9987 | 1276618.0147 | -145447.016 | -70271.1073 | 919323.8996 | -989595.0069 |
Total P&L (%) | 1131.171 | 1276.618 | -145.447 | -70.2711 | 919.3239 | -989.595 |
Avg Daily Profit (%) | 0.6186 | 0.6982 | -0.0795 | -0.0663 | 0.1271 | 0 |
Buy And Hold Return (%) | 709.4209 | 709.4209 | 709.4209 | 709.4209 | 709.4209 | 709.4209 |
Max Trade Drawdown | -349340 | -250456 | -180626 | -4262498 | -3041713 | -1699182 |
Profit Factor | 1.9336 | 2.6911 | 0.6815 | 0.9903 | 1.2056 | 0.6393 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 50.1845 | 46.6667 | 53.6765 | 50.1845 | 46.6667 | 53.6765 |
Ratio Avg Win / Avg Loss | 1.9194 | 3.0755 | 0.5881 | 0.983 | 1.3778 | 0.5517 |
Largest Winning Trade | 836727 | 836727 | 14542 | 1670563 | 1670563 | 336267 |
Largest Losing Trade | -51440 | -51440 | -28509 | -1021567 | -1021567 | -821664 |
Avg Bars in Trades | 26 | 41 | 11 | 26 | 41 | 11 |
Avg Bars in Winners | 25 | 44 | 9 | 25 | 44 | 9 |
Avg Bars in Losers | 26 | 38 | 13 | 26 | 38 | 13 |
Bars Traded | 7054 | 5544 | 1510 | 7054 | 5544 | 1510 |
Profit Streak | 0 | 96.2561 | 0 | 0 | 96.2561 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266942 | 312130 | -580217 | -579058 | -97736 | -580217 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7314, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802124127, "expiration_time": 1763454672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1131170.9987031873, 1276618.0147174017, -145447.0160142151, -70271.1073472048, 919323.8995597673, -989595.0069069715 ], [ 1131.170999, 1276.618015, -145.447016, -70.271107, 919.3239, -989.595007 ], [ 0.618633, 0.698178, -0.079544, -0.066319, 0.127055, 0 ], [ 709.420936, 709.420936, 709.420936, 709.420936, 709.420936, 709.420936 ], [ -349340, -250456, -180626, -4262498, -3041713, -1699182 ], [ 1.933641, 2.691051, 0.681487, 0.990261, 1.205601, 0.639322 ], [ 271, 135, 136, 271, 135, 136 ], [ 136, 63, 73, 136, 63, 73 ], [ 135, 72, 63, 135, 72, 63 ], [ 50.184502, 46.666667, 53.676471, 50.184502, 46.666667, 53.676471 ], [ 1.919423, 3.075486, 0.588133, 0.982979, 1.37783, 0.551744 ], [ 836727, 836727, 14542, 1670563, 1670563, 336267 ], [ -51440, -51440, -28509, -1021567, -1021567, -821664 ], [ 26, 41, 11, 26, 41, 11 ], [ 25, 44, 9, 25, 44, 9 ], [ 26, 38, 13, 26, 38, 13 ], [ 7054, 5544, 1510, 7054, 5544, 1510 ], [ 0, 96.256066, 0, 0, 96.256066, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 266942, 312130, -580217, -579058, -97736, -580217 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7314, "evaluation_days": 1828.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802124127, "expiration_time": 1763454672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|