Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -451930.7769 | 3941.6626 | -455872.4395 | 2488580.1185 | 394343.2546 | 2094236.8639 |
Total P&L (%) | -451.9308 | 3.9417 | -455.8724 | 2488.5801 | 394.3433 | 2094.2369 |
Avg Daily Profit (%) | -0.2472 | 0.0022 | -0.2494 | 0.1782 | 0.0875 | 0.1691 |
Buy And Hold Return (%) | 851.6608 | 851.6608 | 851.6608 | 851.6608 | 851.6608 | 851.6608 |
Max Trade Drawdown | -574408 | -57632 | -564719 | -1133948 | -292365 | -1168025 |
Profit Factor | 0.4815 | 1.0297 | 0.383 | 1.9041 | 1.3765 | 2.2282 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 51 | 22 | 29 | 37 | 17 | 20 |
Losing Trades | 24 | 16 | 8 | 38 | 21 | 17 |
Profitability (%) | 68 | 57.8947 | 78.3784 | 49.3333 | 44.7368 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.2266 | 0.7488 | 0.1056 | 1.9556 | 1.7004 | 1.8939 |
Largest Winning Trade | 32087 | 19924 | 32087 | 2108377 | 369791 | 2108377 |
Largest Losing Trade | -431717 | -57632 | -431717 | -596819 | -169884 | -596819 |
Avg Bars in Trades | 79 | 34 | 125 | 79 | 34 | 125 |
Avg Bars in Winners | 44 | 16 | 64 | 78 | 40 | 110 |
Avg Bars in Losers | 155 | 58 | 348 | 80 | 29 | 144 |
Bars Traded | 5969 | 1308 | 4661 | 5969 | 1308 | 4661 |
Profit Streak | 161.4411 | 161.4411 | 233.1911 | 161.4411 | 161.4411 | 233.1911 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638062 | -543267 | -575691 | -51868 | -241377 | 364285 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7312, "evaluation_days": 1828, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604750400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758688511099, "expiration_time": 1763410176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -451930.7769423837, 3941.6625532081, -455872.4394955917, 2488580.118473686, 394343.2546050113, 2094236.8638686743 ], [ -451.930777, 3.941663, -455.872439, 2488.580118, 394.343255, 2094.236864 ], [ -0.247227, 0.002156, -0.249383, 0.178151, 0.087459, 0.169094 ], [ 851.660769, 851.660769, 851.660769, 851.660769, 851.660769, 851.660769 ], [ -574408, -57632, -564719, -1133948, -292365, -1168025 ], [ 0.481544, 1.029667, 0.382976, 1.904116, 1.376531, 2.228151 ], [ 75, 38, 37, 75, 38, 37 ], [ 51, 22, 29, 37, 17, 20 ], [ 24, 16, 8, 38, 21, 17 ], [ 68, 57.894737, 78.378378, 49.333333, 44.736842, 54.054054 ], [ 0.226609, 0.748849, 0.105648, 1.955578, 1.700421, 1.893928 ], [ 32087, 19924, 32087, 2108377, 369791, 2108377 ], [ -431717, -57632, -431717, -596819, -169884, -596819 ], [ 79, 34, 125, 79, 34, 125 ], [ 44, 16, 64, 78, 40, 110 ], [ 155, 58, 348, 80, 29, 144 ], [ 5969, 1308, 4661, 5969, 1308, 4661 ], [ 161.441101, 161.441101, 233.191101, 161.441101, 161.441101, 233.191101 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -638062, -543267, -575691, -51868, -241377, 364285 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7312, "evaluation_days": 1828, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604750400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758688511099, "expiration_time": 1763410176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } } }
# | 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) |
---|