Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1091108.9842 | 90324.6269 | -1181433.611 | -6707781.3555 | 3276010.617 | -9983791.9724 |
Total P&L (%) | -1091.109 | 90.3246 | -1181.4336 | -6707.7814 | 3276.0106 | -9983.792 |
Avg Daily Profit (%) | -0.5974 | 0.0495 | -0.6468 | 0 | 0.1929 | 0 |
Buy And Hold Return (%) | 752.9323 | 752.9323 | 752.9323 | 752.9323 | 752.9323 | 752.9323 |
Max Trade Drawdown | -1104334 | -65619 | -1169359 | -12555141 | -1278230 | -14012473 |
Profit Factor | 0.3584 | 1.4069 | 0.201 | 0.6707 | 1.7781 | 0.3822 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 15 | 13 | 33 | 17 | 16 |
Losing Trades | 30 | 14 | 16 | 25 | 12 | 13 |
Profitability (%) | 48.2759 | 51.7241 | 44.8276 | 56.8966 | 58.6207 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.384 | 1.3131 | 0.2474 | 0.5081 | 1.2551 | 0.3106 |
Largest Winning Trade | 77039 | 72807 | 77039 | 2075327 | 2075327 | 1489834 |
Largest Losing Trade | -744513 | -50250 | -744513 | -10605585 | -1046242 | -10605585 |
Avg Bars in Trades | 110 | 35 | 185 | 110 | 35 | 185 |
Avg Bars in Winners | 120 | 34 | 219 | 91 | 35 | 150 |
Avg Bars in Losers | 100 | 35 | 157 | 135 | 34 | 227 |
Bars Traded | 6382 | 1015 | 5367 | 6382 | 1015 | 5367 |
Profit Streak | 154.5027 | 155.7527 | 0 | 0 | 0 | 183.0027 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760372 | -291166 | -582844 | -759383 | 338032 | -578805 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758542629306, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -1091108.98417047, 90324.6268616566, -1181433.611032127, -6707781.3554873215, 3276010.6169624897, -9983791.97244981 ], [ -1091.108984, 90.324627, -1181.433611, -6707.781355, 3276.010617, -9983.791972 ], [ -0.597377, 0.049452, -0.646829, 0, 0.192865, 0 ], [ 752.932298, 752.932298, 752.932298, 752.932298, 752.932298, 752.932298 ], [ -1104334, -65619, -1169359, -12555141, -1278230, -14012473 ], [ 0.358441, 1.406865, 0.20104, 0.670729, 1.778087, 0.382239 ], [ 58, 29, 29, 58, 29, 29 ], [ 28, 15, 13, 33, 17, 16 ], [ 30, 14, 16, 25, 12, 13 ], [ 48.275862, 51.724138, 44.827586, 56.896552, 58.62069, 55.172414 ], [ 0.384044, 1.313074, 0.247433, 0.508128, 1.25512, 0.310569 ], [ 77039, 72807, 77039, 2075327, 2075327, 1489834 ], [ -744513, -50250, -744513, -10605585, -1046242, -10605585 ], [ 110, 35, 185, 110, 35, 185 ], [ 120, 34, 219, 91, 35, 150 ], [ 100, 35, 157, 135, 34, 227 ], [ 6382, 1015, 5367, 6382, 1015, 5367 ], [ 154.502654, 155.752654, 0, 0, 0, 183.002654 ], [ 1, 1, 0, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -760372, -291166, -582844, -759383, 338032, -578805 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758542629306, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 5 } } }
# | 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) |
---|