Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -425850.4591 | 50629.9378 | -476480.3969 | 7198854.3472 | 277252.1702 | 6921602.1771 |
Total P&L (%) | -425.8505 | 50.6299 | -476.4804 | 7198.8543 | 277.2522 | 6921.6022 |
Avg Daily Profit (%) | -0.2325 | 0.0276 | -0.2601 | 0.2345 | 0.0725 | 0.2324 |
Buy And Hold Return (%) | 574.446 | 574.446 | 574.446 | 574.446 | 574.446 | 574.446 |
Max Trade Drawdown | -582840 | -63673 | -591555 | -2500667 | -1542415 | -2390886 |
Profit Factor | 0.525 | 1.387 | 0.3778 | 2.0986 | 1.0965 | 2.8803 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 72 | 34 | 38 | 32 | 16 | 16 |
Losing Trades | 13 | 9 | 4 | 53 | 27 | 26 |
Profitability (%) | 84.7059 | 79.0698 | 90.4762 | 37.6471 | 37.2093 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.0948 | 0.3671 | 0.0398 | 3.4758 | 1.8504 | 4.6805 |
Largest Winning Trade | 34128 | 34128 | 20605 | 5777722 | 704330 | 5777722 |
Largest Losing Trade | -441478 | -63673 | -441478 | -1078183 | -974373 | -1078183 |
Avg Bars in Trades | 52 | 25 | 80 | 52 | 25 | 80 |
Avg Bars in Winners | 26 | 9 | 42 | 58 | 34 | 82 |
Avg Bars in Losers | 195 | 85 | 445 | 49 | 19 | 79 |
Bars Traded | 4478 | 1084 | 3394 | 4478 | 1084 | 3394 |
Profit Streak | 187.703 | 187.703 | 236.703 | 187.703 | 187.703 | 236.703 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574488 | -317325 | -574472 | 330647 | -378399 | 380949 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5495, "evaluation_days": 1831.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606204800000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758991937993, "expiration_time": 1763707680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -425850.4590579693, 50629.9378127668, -476480.3968707361, 7198854.347247101, 277252.1701801994, 6921602.177066903 ], [ -425.850459, 50.629938, -476.480397, 7198.854347, 277.25217, 6921.602177 ], [ -0.232493, 0.027641, -0.260134, 0.234504, 0.072514, 0.232384 ], [ 574.446016, 574.446016, 574.446016, 574.446016, 574.446016, 574.446016 ], [ -582840, -63673, -591555, -2500667, -1542415, -2390886 ], [ 0.525042, 1.386952, 0.377771, 2.098606, 1.096548, 2.880325 ], [ 85, 43, 42, 85, 43, 42 ], [ 72, 34, 38, 32, 16, 16 ], [ 13, 9, 4, 53, 27, 26 ], [ 84.705882, 79.069767, 90.47619, 37.647059, 37.209302, 38.095238 ], [ 0.094799, 0.367134, 0.039765, 3.475817, 1.850425, 4.680529 ], [ 34128, 34128, 20605, 5777722, 704330, 5777722 ], [ -441478, -63673, -441478, -1078183, -974373, -1078183 ], [ 52, 25, 80, 52, 25, 80 ], [ 26, 9, 42, 58, 34, 82 ], [ 195, 85, 445, 49, 19, 79 ], [ 4478, 1084, 3394, 4478, 1084, 3394 ], [ 187.702986, 187.702986, 236.702986, 187.702986, 187.702986, 236.702986 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574488, -317325, -574472, 330647, -378399, 380949 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5495, "evaluation_days": 1831.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606204800000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758991937993, "expiration_time": 1763707680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 4 } } }
# | 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) |
---|