Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185222.5168 | 1260048.3664 | -74825.8496 | 142007.7016 | 847616.4397 | -705608.7381 |
Total P&L (%) | 1185.2225 | 1260.0484 | -74.8259 | 142.0077 | 847.6164 | -705.6087 |
Avg Daily Profit (%) | 0.6494 | 0.6904 | -0.041 | 0.0484 | 0.1233 | 0 |
Buy And Hold Return (%) | 630.5987 | 630.5987 | 630.5987 | 630.5987 | 630.5987 | 630.5987 |
Max Trade Drawdown | -121353 | -78224 | -109519 | -864220 | -649480 | -753901 |
Profit Factor | 2.1496 | 3.5289 | 0.8595 | 1.028 | 1.3414 | 0.7271 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 44 | 45 | 43 | 44 | 45 | 43 |
Ratio Avg Win / Avg Loss | 2.7359 | 4.313 | 1.1394 | 1.3084 | 1.6395 | 0.9638 |
Largest Winning Trade | 843492 | 843492 | 79091 | 599490 | 599490 | 249321 |
Largest Losing Trade | -36842 | -36842 | -32791 | -313565 | -313565 | -232757 |
Avg Bars in Trades | 106 | 111 | 102 | 106 | 111 | 102 |
Avg Bars in Winners | 156 | 160 | 151 | 156 | 160 | 151 |
Avg Bars in Losers | 68 | 72 | 64 | 68 | 72 | 64 |
Bars Traded | 21397 | 11172 | 10225 | 21397 | 11172 | 10225 |
Profit Streak | 0 | 89.0012 | 0 | 0 | 89.0012 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251621 | 387807 | -582121 | -484992 | -86535 | -583787 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21901, "evaluation_days": 1825.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758477600000, "evaluation_time": 1758477706443, "expiration_time": 1764154339200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
{ "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": [ [ 1185222.516750882, 1260048.3663764377, -74825.8496255553, 142007.7016124597, 847616.4396630753, -705608.7380506155 ], [ 1185.222517, 1260.048366, -74.82585, 142.007702, 847.61644, -705.608738 ], [ 0.649409, 0.690407, -0.040999, 0.048437, 0.123291, 0 ], [ 630.59867, 630.59867, 630.59867, 630.59867, 630.59867, 630.59867 ], [ -121353, -78224, -109519, -864220, -649480, -753901 ], [ 2.149637, 3.528858, 0.859531, 1.02802, 1.34139, 0.727069 ], [ 200, 100, 100, 200, 100, 100 ], [ 88, 45, 43, 88, 45, 43 ], [ 112, 55, 57, 112, 55, 57 ], [ 44, 45, 43, 44, 45, 43 ], [ 2.735901, 4.313049, 1.139378, 1.308389, 1.639477, 0.963789 ], [ 843492, 843492, 79091, 599490, 599490, 249321 ], [ -36842, -36842, -32791, -313565, -313565, -232757 ], [ 106, 111, 102, 106, 111, 102 ], [ 156, 160, 151, 156, 160, 151 ], [ 68, 72, 64, 68, 72, 64 ], [ 21397, 11172, 10225, 21397, 11172, 10225 ], [ 0, 89.001232, 0, 0, 89.001232, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 251621, 387807, -582121, -484992, -86535, -583787 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21901, "evaluation_days": 1825.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758477600000, "evaluation_time": 1758477706443, "expiration_time": 1764154339200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
# | 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) |
---|