Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369074.1203 | 1266258.5247 | 102815.5956 | 6438647.0258 | 7179592.0621 | -740945.0363 |
Total P&L (%) | 1369.0741 | 1266.2585 | 102.8156 | 6438.647 | 7179.5921 | -740.945 |
Avg Daily Profit (%) | 0.755 | 0.6983 | 0.0567 | 0.2308 | 0.2367 | 0 |
Buy And Hold Return (%) | 518.6106 | 518.6106 | 518.6106 | 518.6106 | 518.6106 | 518.6106 |
Max Trade Drawdown | -81420 | -80721 | -49570 | -9393270 | -8262033 | -3943254 |
Profit Factor | 2.5295 | 3.7973 | 1.2324 | 1.1241 | 1.2564 | 0.9689 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Losing Trades | 213 | 113 | 100 | 213 | 113 | 100 |
Profitability (%) | 37.9009 | 33.9181 | 41.8605 | 37.9009 | 33.9181 | 41.8605 |
Ratio Avg Win / Avg Loss | 4.1445 | 7.3981 | 1.7116 | 1.8419 | 2.4478 | 1.3458 |
Largest Winning Trade | 774936 | 774936 | 57974 | 11875503 | 11875503 | 2863116 |
Largest Losing Trade | -18518 | -18518 | -17299 | -2734919 | -2734919 | -1587262 |
Avg Bars in Trades | 62 | 73 | 50 | 62 | 73 | 50 |
Avg Bars in Winners | 113 | 151 | 83 | 113 | 151 | 83 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 21286 | 12546 | 8740 | 21286 | 12546 | 8740 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405363 | 336632 | -285026 | -77471 | 121178 | -581931 |
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{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 123, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.53732 } } }
{ "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": [ [ 1369074.1202709724, 1266258.5247036647, 102815.5955673086, 6438647.02581782, 7179592.062134786, -740945.0363169656 ], [ 1369.07412, 1266.258525, 102.815596, 6438.647026, 7179.592062, -740.945036 ], [ 0.754968, 0.698271, 0.056697, 0.230787, 0.23672, 0 ], [ 518.610622, 518.610622, 518.610622, 518.610622, 518.610622, 518.610622 ], [ -81420, -80721, -49570, -9393270, -8262033, -3943254 ], [ 2.529498, 3.797279, 1.232384, 1.124141, 1.256375, 0.968948 ], [ 343, 171, 172, 343, 171, 172 ], [ 130, 58, 72, 130, 58, 72 ], [ 213, 113, 100, 213, 113, 100 ], [ 37.900875, 33.918129, 41.860465, 37.900875, 33.918129, 41.860465 ], [ 4.144486, 7.398148, 1.711645, 1.841862, 2.447765, 1.345761 ], [ 774936, 774936, 57974, 11875503, 11875503, 2863116 ], [ -18518, -18518, -17299, -2734919, -2734919, -1587262 ], [ 62, 73, 50, 62, 73, 50 ], [ 113, 151, 83, 113, 151, 83 ], [ 30, 33, 27, 30, 33, 27 ], [ 21286, 12546, 8740, 21286, 12546, 8740 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405363, 336632, -285026, -77471, 121178, -581931 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21761, "evaluation_days": 1813.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602475200000, "last_datapoint_time": 1757469600000, "evaluation_time": 1757470691901, "expiration_time": 1763110051200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 123, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.53732 } } }
# | 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) |
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