Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269299.5029 | 1298146.1183 | -28846.6154 | 297194.2596 | 884515.2611 | -587321.0015 |
Total P&L (%) | 1269.2995 | 1298.1461 | -28.8466 | 297.1943 | 884.5153 | -587.321 |
Avg Daily Profit (%) | 0.6974 | 0.7133 | -0.0159 | 0.0758 | 0.1257 | 0 |
Buy And Hold Return (%) | 565.8056 | 565.8056 | 565.8056 | 565.8056 | 565.8056 | 565.8056 |
Max Trade Drawdown | -119056 | -102180 | -85698 | -1220327 | -694211 | -631510 |
Profit Factor | 2.5055 | 3.9175 | 0.9276 | 1.0601 | 1.3654 | 0.7675 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 42.8571 | 38.0952 | 47.619 | 42.8571 | 38.0952 | 47.619 |
Ratio Avg Win / Avg Loss | 3.3407 | 6.366 | 1.0203 | 1.4134 | 2.2188 | 0.8443 |
Largest Winning Trade | 788885 | 788885 | 69200 | 1012201 | 1012201 | 324900 |
Largest Losing Trade | -36268 | -35894 | -36268 | -244381 | -241016 | -244381 |
Avg Bars in Trades | 167 | 197 | 137 | 167 | 197 | 137 |
Avg Bars in Winners | 231 | 306 | 171 | 231 | 306 | 171 |
Avg Bars in Losers | 120 | 131 | 107 | 120 | 131 | 107 |
Bars Traded | 21147 | 12472 | 8675 | 21147 | 12472 | 8675 |
Profit Streak | 0 | 90.5119 | 0 | 0 | 90.5119 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336779 | -136529 | -726717 | -414385 | -183966 | -728384 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21839, "evaluation_days": 1819.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602554400000, "last_datapoint_time": 1758031200000, "evaluation_time": 1758032224274, "expiration_time": 1763691868800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 237, "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": [ [ 1269299.5029286223, 1298146.1182787968, -28846.6153501747, 297194.2595771928, 884515.2610557913, -587321.0014785981 ], [ 1269.299503, 1298.146118, -28.846615, 297.19426, 884.515261, -587.321001 ], [ 0.697448, 0.713298, -0.01585, 0.075815, 0.125743, 0 ], [ 565.805647, 565.805647, 565.805647, 565.805647, 565.805647, 565.805647 ], [ -119056, -102180, -85698, -1220327, -694211, -631510 ], [ 2.505499, 3.91751, 0.92755, 1.060075, 1.365429, 0.767543 ], [ 126, 63, 63, 126, 63, 63 ], [ 54, 24, 30, 54, 24, 30 ], [ 72, 39, 33, 72, 39, 33 ], [ 42.857143, 38.095238, 47.619048, 42.857143, 38.095238, 47.619048 ], [ 3.340665, 6.365954, 1.020305, 1.413433, 2.218823, 0.844297 ], [ 788885, 788885, 69200, 1012201, 1012201, 324900 ], [ -36268, -35894, -36268, -244381, -241016, -244381 ], [ 167, 197, 137, 167, 197, 137 ], [ 231, 306, 171, 231, 306, 171 ], [ 120, 131, 107, 120, 131, 107 ], [ 21147, 12472, 8675, 21147, 12472, 8675 ], [ 0, 90.511855, 0, 0, 90.511855, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336779, -136529, -726717, -414385, -183966, -728384 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21839, "evaluation_days": 1819.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602554400000, "last_datapoint_time": 1758031200000, "evaluation_time": 1758032224274, "expiration_time": 1763691868800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 237, "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) |
---|