Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271509.1011 | 1193070.8412 | 78438.2599 | 4088394.9886 | 3557298.1724 | 531096.8163 |
Total P&L (%) | 1271.5091 | 1193.0708 | 78.4383 | 4088.395 | 3557.2982 | 531.0968 |
Avg Daily Profit (%) | 0.6963 | 0.6534 | 0.043 | 0.2047 | 0.1973 | 0.1009 |
Buy And Hold Return (%) | 621.3784 | 621.3784 | 621.3784 | 621.3784 | 621.3784 | 621.3784 |
Max Trade Drawdown | -104699 | -90361 | -54860 | -1949288 | -1653120 | -940603 |
Profit Factor | 3.8963 | 6.4294 | 1.3577 | 1.542 | 1.8399 | 1.1606 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 50.7463 | 45.4545 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.7817 | 7.7153 | 1.0719 | 1.4967 | 2.2079 | 0.9162 |
Largest Winning Trade | 577985 | 577985 | 76244 | 2404279 | 2404279 | 1176146 |
Largest Losing Trade | -46671 | -32541 | -46671 | -835889 | -807366 | -835889 |
Avg Bars in Trades | 316 | 336 | 297 | 316 | 336 | 297 |
Avg Bars in Winners | 396 | 431 | 369 | 396 | 431 | 369 |
Avg Bars in Losers | 234 | 257 | 206 | 234 | 257 | 206 |
Bars Traded | 21214 | 11112 | 10102 | 21214 | 11112 | 10102 |
Profit Streak | 27.3581 | 0 | 28.8581 | 27.3581 | 0 | 28.8581 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107677 | 404149 | -299589 | -111001 | 319080 | -267857 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758609342458, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 244 } }, "second_band": { "type": "kcu", "factors": { "length": 247, "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": [ [ 1271509.1011366355, 1193070.8412259999, 78438.2599106354, 4088394.988644367, 3557298.17237865, 531096.8162657163 ], [ 1271.509101, 1193.070841, 78.43826, 4088.394989, 3557.298172, 531.096816 ], [ 0.696305, 0.653351, 0.042954, 0.20474, 0.1973, 0.100939 ], [ 621.378372, 621.378372, 621.378372, 621.378372, 621.378372, 621.378372 ], [ -104699, -90361, -54860, -1949288, -1653120, -940603 ], [ 3.896288, 6.429383, 1.357724, 1.542022, 1.839897, 1.160575 ], [ 67, 33, 34, 67, 33, 34 ], [ 34, 15, 19, 34, 15, 19 ], [ 33, 18, 15, 33, 18, 15 ], [ 50.746269, 45.454545, 55.882353, 50.746269, 45.454545, 55.882353 ], [ 3.781691, 7.715259, 1.071888, 1.496668, 2.207876, 0.916244 ], [ 577985, 577985, 76244, 2404279, 2404279, 1176146 ], [ -46671, -32541, -46671, -835889, -807366, -835889 ], [ 316, 336, 297, 316, 336, 297 ], [ 396, 431, 369, 396, 431, 369 ], [ 234, 257, 206, 234, 257, 206 ], [ 21214, 11112, 10102, 21214, 11112, 10102 ], [ 27.35813, 0, 28.85813, 27.35813, 0, 28.85813 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107677, 404149, -299589, -111001, 319080, -267857 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758609342458, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 244 } }, "second_band": { "type": "kcu", "factors": { "length": 247, "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) |
---|