Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222804.8528 | 1154186.3259 | 68618.5269 | 4190341.9891 | 3837574.5905 | 352767.3986 |
Total P&L (%) | 1222.8049 | 1154.1863 | 68.6185 | 4190.342 | 3837.5746 | 352.7674 |
Avg Daily Profit (%) | 0.6691 | 0.6315 | 0.0375 | 0.2059 | 0.2012 | 0.0827 |
Buy And Hold Return (%) | 799.4138 | 799.4138 | 799.4138 | 799.4138 | 799.4138 | 799.4138 |
Max Trade Drawdown | -97794 | -68906 | -52144 | -3862756 | -2748061 | -1648886 |
Profit Factor | 3.4863 | 6.1715 | 1.2554 | 1.4184 | 1.7409 | 1.073 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.0637 | 5.7858 | 1.0339 | 1.2465 | 1.6321 | 0.8836 |
Largest Winning Trade | 559578 | 559578 | 77391 | 2836814 | 2836814 | 1282316 |
Largest Losing Trade | -51171 | -51171 | -46631 | -1466008 | -1466008 | -1194866 |
Avg Bars in Trades | 83 | 83 | 84 | 83 | 83 | 84 |
Avg Bars in Winners | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Losers | 56 | 58 | 54 | 56 | 58 | 54 |
Bars Traded | 5201 | 2581 | 2620 | 5201 | 2581 | 2620 |
Profit Streak | 69.4848 | 107.4848 | 69.4848 | 69.4848 | 107.4848 | 69.4848 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148422 | -6724 | -307568 | -149389 | 380453 | -389152 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758627485628, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "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": [ [ 1222804.852799351, 1154186.3259059954, 68618.5268933556, 4190341.9890807634, 3837574.5904801134, 352767.39860065 ], [ 1222.804853, 1154.186326, 68.618527, 4190.341989, 3837.57459, 352.767399 ], [ 0.669051, 0.631507, 0.037544, 0.205881, 0.201177, 0.082664 ], [ 799.413761, 799.413761, 799.413761, 799.413761, 799.413761, 799.413761 ], [ -97794, -68906, -52144, -3862756, -2748061, -1648886 ], [ 3.486264, 6.171485, 1.255428, 1.418428, 1.740886, 1.072965 ], [ 62, 31, 31, 62, 31, 31 ], [ 33, 16, 17, 33, 16, 17 ], [ 29, 15, 14, 29, 15, 14 ], [ 53.225806, 51.612903, 54.83871, 53.225806, 51.612903, 54.83871 ], [ 3.063686, 5.785768, 1.033882, 1.246498, 1.63208, 0.883618 ], [ 559578, 559578, 77391, 2836814, 2836814, 1282316 ], [ -51171, -51171, -46631, -1466008, -1466008, -1194866 ], [ 83, 83, 84, 83, 83, 84 ], [ 108, 106, 109, 108, 106, 109 ], [ 56, 58, 54, 56, 58, 54 ], [ 5201, 2581, 2620, 5201, 2581, 2620 ], [ 69.484787, 107.484787, 69.484787, 69.484787, 107.484787, 69.484787 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148422, -6724, -307568, -149389, 380453, -389152 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758627485628, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 93, "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) |
---|