Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396326.9459 | 1331339.5099 | 64987.436 | 2146107.5422 | 2451813.9842 | -305706.442 |
Total P&L (%) | 1396.3269 | 1331.3395 | 64.9874 | 2146.1075 | 2451.814 | -305.7064 |
Avg Daily Profit (%) | 0.7709 | 0.735 | 0.0359 | 0.172 | 0.179 | 0 |
Buy And Hold Return (%) | 464.5698 | 464.5698 | 464.5698 | 464.5698 | 464.5698 | 464.5698 |
Max Trade Drawdown | -147096 | -123508 | -73512 | -10943605 | -7269613 | -4213570 |
Profit Factor | 2.0787 | 2.583 | 1.1433 | 1.0489 | 1.0875 | 0.9807 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 179 | 79 | 100 | 179 | 79 | 100 |
Losing Trades | 212 | 116 | 96 | 212 | 116 | 96 |
Profitability (%) | 45.7801 | 40.5128 | 51.0204 | 45.7801 | 40.5128 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.462 | 3.7927 | 1.0976 | 1.2423 | 1.5968 | 0.9415 |
Largest Winning Trade | 837952 | 837952 | 25414 | 7903672 | 7903672 | 1315620 |
Largest Losing Trade | -27287 | -27287 | -26681 | -2290017 | -2290017 | -1642661 |
Avg Bars in Trades | 54 | 85 | 22 | 54 | 85 | 22 |
Avg Bars in Winners | 73 | 130 | 28 | 73 | 130 | 28 |
Avg Bars in Losers | 37 | 54 | 17 | 37 | 54 | 17 |
Bars Traded | 21189 | 16687 | 4502 | 21189 | 16687 | 4502 |
Profit Streak | 28.9367 | 0 | 29.77 | 28.9367 | 0 | 29.77 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529436 | 398933 | -372172 | -159622 | -119708 | -579357 |
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{ "first_band": { "type": "kcl", "factors": { "length": 112, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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": [ [ 1396326.945916592, 1331339.5099038242, 64987.436012768, 2146107.5422262526, 2451813.9842249868, -305706.441998737 ], [ 1396.326946, 1331.33951, 64.987436, 2146.107542, 2451.813984, -305.706442 ], [ 0.770919, 0.735039, 0.03588, 0.171951, 0.179008, 0 ], [ 464.569802, 464.569802, 464.569802, 464.569802, 464.569802, 464.569802 ], [ -147096, -123508, -73512, -10943605, -7269613, -4213570 ], [ 2.078742, 2.582973, 1.143344, 1.048941, 1.087474, 0.980678 ], [ 391, 195, 196, 391, 195, 196 ], [ 179, 79, 100, 179, 79, 100 ], [ 212, 116, 96, 212, 116, 96 ], [ 45.780051, 40.512821, 51.020408, 45.780051, 40.512821, 51.020408 ], [ 2.461974, 3.79272, 1.097611, 1.242321, 1.596798, 0.941451 ], [ 837952, 837952, 25414, 7903672, 7903672, 1315620 ], [ -27287, -27287, -26681, -2290017, -2290017, -1642661 ], [ 54, 85, 22, 54, 85, 22 ], [ 73, 130, 28, 73, 130, 28 ], [ 37, 54, 17, 37, 54, 17 ], [ 21189, 16687, 4502, 21189, 16687, 4502 ], [ 28.936657, 0, 29.76999, 28.936657, 0, 29.769991 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529436, 398933, -372172, -159622, -119708, -579357 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21735, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1757282400000, "evaluation_time": 1757284127193, "expiration_time": 1762916112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 112, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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) |
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