Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1292436.166 | -58810.9164 | -1233625.2496 | -834925.2307 | -5135174.4576 | 4300249.227 |
Total P&L (%) | -1292.4362 | -58.8109 | -1233.6253 | -834.9252 | -5135.1745 | 4300.2492 |
Avg Daily Profit (%) | -0.7133 | -0.0325 | -0.6808 | 0 | 0 | 0.2091 |
Buy And Hold Return (%) | 475.3521 | 475.3521 | 475.3521 | 475.3521 | 475.3521 | 475.3521 |
Max Trade Drawdown | -1422201 | -176630 | -1302835 | -11667501 | -8992422 | -2785544 |
Profit Factor | 0.3201 | 0.8366 | 0.1995 | 0.9529 | 0.5356 | 1.6461 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 109 | 48 | 61 | 84 | 45 | 39 |
Losing Trades | 58 | 36 | 22 | 83 | 39 | 44 |
Profitability (%) | 65.2695 | 57.1429 | 73.494 | 50.2994 | 53.5714 | 46.988 |
Ratio Avg Win / Avg Loss | 0.1703 | 0.6274 | 0.0719 | 0.9415 | 0.4642 | 1.8572 |
Largest Winning Trade | 25005 | 25005 | 24713 | 4167674 | 961106 | 4167674 |
Largest Losing Trade | -599164 | -68134 | -599164 | -6990843 | -6990843 | -2113739 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 9 | 7 | 11 | 28 | 25 | 30 |
Avg Bars in Losers | 71 | 61 | 88 | 34 | 36 | 32 |
Bars Traded | 5204 | 2579 | 2625 | 5204 | 2579 | 2625 |
Profit Streak | 18.8649 | 66.1982 | 18.8649 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576451 | -578744 | -577226 | -579864 | -580644 | 350250 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757277923903, "expiration_time": 1761957504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.90104, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1292436.1659831854, -58810.916361724, -1233625.2496214614, -834925.230656405, -5135174.457641629, 4300249.226985219 ], [ -1292.436166, -58.810916, -1233.62525, -834.925231, -5135.174458, 4300.249227 ], [ -0.713265, -0.032456, -0.680809, 0, 0, 0.209062 ], [ 475.352113, 475.352113, 475.352113, 475.352113, 475.352113, 475.352113 ], [ -1422201, -176630, -1302835, -11667501, -8992422, -2785544 ], [ 0.320077, 0.836558, 0.199479, 0.952862, 0.535572, 1.646118 ], [ 167, 84, 83, 167, 84, 83 ], [ 109, 48, 61, 84, 45, 39 ], [ 58, 36, 22, 83, 39, 44 ], [ 65.269461, 57.142857, 73.493976, 50.299401, 53.571429, 46.987952 ], [ 0.170316, 0.627419, 0.071943, 0.941519, 0.464163, 1.857159 ], [ 25005, 25005, 24713, 4167674, 961106, 4167674 ], [ -599164, -68134, -599164, -6990843, -6990843, -2113739 ], [ 31, 30, 31, 31, 30, 31 ], [ 9, 7, 11, 28, 25, 30 ], [ 71, 61, 88, 34, 36, 32 ], [ 5204, 2579, 2625, 5204, 2579, 2625 ], [ 18.86486, 66.198193, 18.86486, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576451, -578744, -577226, -579864, -580644, 350250 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757277923903, "expiration_time": 1761957504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.90104, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } } }
# | 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) |
---|