Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218880.9005 | 1255963.0608 | -37082.1603 | 208967.0388 | 282599.4906 | -73632.4518 |
Total P&L (%) | 1218.8809 | 1255.9631 | -37.0822 | 208.967 | 282.5995 | -73.6325 |
Avg Daily Profit (%) | 0.6697 | 0.6901 | -0.0204 | 0.062 | 0.0738 | -0.0732 |
Buy And Hold Return (%) | 626.503 | 626.503 | 626.503 | 626.503 | 626.503 | 626.503 |
Max Trade Drawdown | -161760 | -170916 | -56038 | -1766539 | -1888613 | -373287 |
Profit Factor | 2.3044 | 2.8837 | 0.8615 | 1.0303 | 1.0553 | 0.9586 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 45.0199 | 40.8 | 49.2063 | 45.0199 | 40.8 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.8142 | 4.1842 | 0.8893 | 1.2583 | 1.5312 | 0.9895 |
Largest Winning Trade | 895053 | 895053 | 17644 | 802886 | 802886 | 222334 |
Largest Losing Trade | -34899 | -34899 | -17580 | -412873 | -412873 | -156279 |
Avg Bars in Trades | 84 | 155 | 13 | 84 | 155 | 13 |
Avg Bars in Winners | 95 | 192 | 15 | 95 | 192 | 15 |
Avg Bars in Losers | 74 | 129 | 12 | 74 | 129 | 12 |
Bars Traded | 21132 | 19381 | 1751 | 21132 | 19381 | 1751 |
Profit Streak | 0 | 87.0361 | 0 | 0 | 87.0361 | 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 | 308314 | 289259 | -581028 | -463718 | -421703 | -581028 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21841, "evaluation_days": 1820.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601352000000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048716120, "expiration_time": 1763706787200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 84, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1218880.9005236332, 1255963.0608005705, -37082.1602769369, 208967.0387672926, 282599.4906149604, -73632.4518476677 ], [ 1218.880901, 1255.963061, -37.08216, 208.967039, 282.599491, -73.632452 ], [ 0.669685, 0.690059, -0.020374, 0.061998, 0.07375, -0.073214 ], [ 626.502964, 626.502964, 626.502964, 626.502964, 626.502964, 626.502964 ], [ -161760, -170916, -56038, -1766539, -1888613, -373287 ], [ 2.30438, 2.883707, 0.86148, 1.03032, 1.055275, 0.958619 ], [ 251, 125, 126, 251, 125, 126 ], [ 113, 51, 62, 113, 51, 62 ], [ 138, 74, 64, 138, 74, 64 ], [ 45.01992, 40.8, 49.206349, 45.01992, 40.8, 49.206349 ], [ 2.814198, 4.184203, 0.889269, 1.258268, 1.531184, 0.989542 ], [ 895053, 895053, 17644, 802886, 802886, 222334 ], [ -34899, -34899, -17580, -412873, -412873, -156279 ], [ 84, 155, 13, 84, 155, 13 ], [ 95, 192, 15, 95, 192, 15 ], [ 74, 129, 12, 74, 129, 12 ], [ 21132, 19381, 1751, 21132, 19381, 1751 ], [ 0, 87.036066, 0, 0, 87.036066, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308314, 289259, -581028, -463718, -421703, -581028 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21841, "evaluation_days": 1820.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601352000000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048716120, "expiration_time": 1763706787200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 84, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|