Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151995.1348 | 1248543.7436 | -96548.6088 | -11394.5842 | 115370.197 | -126764.7812 |
Total P&L (%) | 1151.9951 | 1248.5437 | -96.5486 | -11.3946 | 115.3702 | -126.7648 |
Avg Daily Profit (%) | 0.6355 | 0.6888 | -0.0533 | -0.0067 | 0.0423 | 0 |
Buy And Hold Return (%) | 452.2189 | 452.2189 | 452.2189 | 452.2189 | 452.2189 | 452.2189 |
Max Trade Drawdown | -218731 | -144943 | -109097 | -608640 | -578990 | -365095 |
Profit Factor | 1.6364 | 2.0777 | 0.8518 | 0.998 | 1.0319 | 0.9352 |
Total Trades | 747 | 373 | 374 | 747 | 373 | 374 |
Winning Trades | 288 | 133 | 155 | 288 | 133 | 155 |
Losing Trades | 459 | 240 | 219 | 459 | 240 | 219 |
Profitability (%) | 38.5542 | 35.6568 | 41.4439 | 38.5542 | 35.6568 | 41.4439 |
Ratio Avg Win / Avg Loss | 2.6081 | 3.7491 | 1.2035 | 1.5905 | 1.862 | 1.3213 |
Largest Winning Trade | 979216 | 979216 | 41910 | 342672 | 342672 | 158360 |
Largest Losing Trade | -26292 | -26292 | -21514 | -91531 | -91531 | -74021 |
Avg Bars in Trades | 28 | 47 | 10 | 28 | 47 | 10 |
Avg Bars in Winners | 44 | 82 | 12 | 44 | 82 | 12 |
Avg Bars in Losers | 18 | 27 | 8 | 18 | 27 | 8 |
Bars Traded | 21512 | 17617 | 3895 | 21512 | 17617 | 3895 |
Profit Streak | 35.8333 | 38.0833 | 35.8333 | 35.8333 | 38.0833 | 35.8333 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455062 | 365934 | -579322 | -576705 | -489178 | -579322 |
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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": [ [ 1151995.134849379, 1248543.7436451572, -96548.6087957805, -11394.5842443435, 115370.1969743324, -126764.7812186754 ], [ 1151.995135, 1248.543744, -96.548609, -11.394584, 115.370197, -126.764781 ], [ 0.635524, 0.688787, -0.053263, -0.006674, 0.042333, 0 ], [ 452.21885, 452.21885, 452.21885, 452.21885, 452.21885, 452.21885 ], [ -218731, -144943, -109097, -608640, -578990, -365095 ], [ 1.636441, 2.077653, 0.851801, 0.997956, 1.031868, 0.935167 ], [ 747, 373, 374, 747, 373, 374 ], [ 288, 133, 155, 288, 133, 155 ], [ 459, 240, 219, 459, 240, 219 ], [ 38.554217, 35.656836, 41.44385, 38.554217, 35.656836, 41.44385 ], [ 2.608079, 3.749148, 1.203512, 1.590493, 1.862017, 1.3213 ], [ 979216, 979216, 41910, 342672, 342672, 158360 ], [ -26292, -26292, -21514, -91531, -91531, -74021 ], [ 28, 47, 10, 28, 47, 10 ], [ 44, 82, 12, 44, 82, 12 ], [ 18, 27, 8, 18, 27, 8 ], [ 21512, 17617, 3895, 21512, 17617, 3895 ], [ 35.833345, 38.083345, 35.833345, 35.833345, 38.083345, 35.833345 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455062, 365934, -579322, -576705, -489178, -579322 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21752, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601056800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757412001033, "expiration_time": 1763042918400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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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