Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -429974.7732 | 30073.5495 | -460048.3227 | 4025985.1349 | 1265906.7869 | 2760078.348 |
Total P&L (%) | -429.9748 | 30.0735 | -460.0483 | 4025.9851 | 1265.9068 | 2760.0783 |
Avg Daily Profit (%) | -0.2352 | 0.0165 | -0.2517 | 0.2037 | 0.1431 | 0.1836 |
Buy And Hold Return (%) | 949.5753 | 949.5753 | 949.5753 | 949.5753 | 949.5753 | 949.5753 |
Max Trade Drawdown | -640237 | -80173 | -592045 | -2294472 | -1239703 | -2878612 |
Profit Factor | 0.5325 | 1.1755 | 0.3853 | 1.5671 | 1.4977 | 1.6058 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 106 | 48 | 58 | 74 | 39 | 35 |
Losing Trades | 27 | 19 | 8 | 59 | 28 | 31 |
Profitability (%) | 79.6992 | 71.6418 | 87.8788 | 55.6391 | 58.209 | 53.0303 |
Ratio Avg Win / Avg Loss | 0.1356 | 0.4653 | 0.0531 | 1.2494 | 1.0753 | 1.4223 |
Largest Winning Trade | 34128 | 34128 | 13041 | 3696600 | 1136088 | 3696600 |
Largest Losing Trade | -437466 | -58886 | -437466 | -1592143 | -868628 | -1592143 |
Avg Bars in Trades | 33 | 20 | 47 | 33 | 20 | 47 |
Avg Bars in Winners | 14 | 5 | 21 | 32 | 23 | 42 |
Avg Bars in Losers | 110 | 58 | 234 | 36 | 16 | 53 |
Bars Traded | 4503 | 1359 | 3144 | 4503 | 1359 | 3144 |
Profit Streak | 165.5218 | 165.5218 | 233.1885 | 165.5218 | 165.5218 | 233.1885 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574743 | -477933 | -698876 | 374917 | -176332 | -115728 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5484, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607702400000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758659483779, "expiration_time": 1763381376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "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": [ [ -429974.773213704, 30073.5494758078, -460048.3226895117, 4025985.1348681664, 1265906.7869097244, 2760078.347958442 ], [ -429.974773, 30.073549, -460.048323, 4025.985135, 1265.906787, 2760.078348 ], [ -0.235216, 0.016452, -0.251668, 0.203702, 0.143122, 0.183617 ], [ 949.57529, 949.57529, 949.57529, 949.57529, 949.57529, 949.57529 ], [ -640237, -80173, -592045, -2294472, -1239703, -2878612 ], [ 0.532472, 1.17554, 0.385256, 1.567085, 1.497747, 1.605789 ], [ 133, 67, 66, 133, 67, 66 ], [ 106, 48, 58, 74, 39, 35 ], [ 27, 19, 8, 59, 28, 31 ], [ 79.699248, 71.641791, 87.878788, 55.639098, 58.208955, 53.030303 ], [ 0.13563, 0.465318, 0.053139, 1.249432, 1.075306, 1.422271 ], [ 34128, 34128, 13041, 3696600, 1136088, 3696600 ], [ -437466, -58886, -437466, -1592143, -868628, -1592143 ], [ 33, 20, 47, 33, 20, 47 ], [ 14, 5, 21, 32, 23, 42 ], [ 110, 58, 234, 36, 16, 53 ], [ 4503, 1359, 3144, 4503, 1359, 3144 ], [ 165.521803, 165.521803, 233.18847, 165.521803, 165.521803, 233.18847 ], [ 10, 5, 6, 10, 5, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574743, -477933, -698876, 374917, -176332, -115728 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5484, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607702400000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758659483779, "expiration_time": 1763381376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "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) |
---|