Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382067.0555 | 1362597.6968 | 19469.3587 | 1081520.537 | 2693887.3483 | -1612366.8113 |
Total P&L (%) | 1382.0671 | 1362.5977 | 19.4694 | 1081.5205 | 2693.8873 | -1612.3668 |
Avg Daily Profit (%) | 0.7581 | 0.7474 | 0.0107 | 0.1355 | 0.1828 | 0 |
Buy And Hold Return (%) | 746.7712 | 746.7712 | 746.7712 | 746.7712 | 746.7712 | 746.7712 |
Max Trade Drawdown | -138047 | -113627 | -80879 | -6848332 | -4481945 | -2943834 |
Profit Factor | 2.0332 | 2.6388 | 1.0385 | 1.0341 | 1.133 | 0.8587 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Losing Trades | 231 | 112 | 119 | 231 | 112 | 119 |
Profitability (%) | 43.6585 | 45.3659 | 41.9512 | 43.6585 | 45.3659 | 41.9512 |
Ratio Avg Win / Avg Loss | 2.6238 | 3.1779 | 1.4369 | 1.3346 | 1.3644 | 1.1882 |
Largest Winning Trade | 819181 | 819181 | 44458 | 6064725 | 6064725 | 731904 |
Largest Losing Trade | -26020 | -26020 | -22382 | -1321063 | -1321063 | -683658 |
Avg Bars in Trades | 52 | 79 | 25 | 52 | 79 | 25 |
Avg Bars in Winners | 76 | 110 | 39 | 76 | 110 | 39 |
Avg Bars in Losers | 33 | 52 | 16 | 33 | 52 | 16 |
Bars Traded | 21497 | 16205 | 5292 | 21497 | 16205 | 5292 |
Profit Streak | 0 | 18.4909 | 0 | 0 | 18.4909 | 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 | 304739 | 322893 | -524900 | -221274 | -69679 | -581446 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 2.5196 } } }
{ "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": [ [ 1382067.05548628, 1362597.6967772064, 19469.3587090735, 1081520.536989049, 2693887.348321747, -1612366.8113326947 ], [ 1382.067055, 1362.597697, 19.469359, 1081.520537, 2693.887348, -1612.366811 ], [ 0.758095, 0.747415, 0.010679, 0.135543, 0.182826, 0 ], [ 746.771169, 746.771169, 746.771169, 746.771169, 746.771169, 746.771169 ], [ -138047, -113627, -80879, -6848332, -4481945, -2943834 ], [ 2.033181, 2.638789, 1.038461, 1.034145, 1.132955, 0.858715 ], [ 410, 205, 205, 410, 205, 205 ], [ 179, 93, 86, 179, 93, 86 ], [ 231, 112, 119, 231, 112, 119 ], [ 43.658537, 45.365854, 41.95122, 43.658537, 45.365854, 41.95122 ], [ 2.623826, 3.177896, 1.43694, 1.334568, 1.364418, 1.188222 ], [ 819181, 819181, 44458, 6064725, 6064725, 731904 ], [ -26020, -26020, -22382, -1321063, -1321063, -683658 ], [ 52, 79, 25, 52, 79, 25 ], [ 76, 110, 39, 76, 110, 39 ], [ 33, 52, 16, 33, 52, 16 ], [ 21497, 16205, 5292, 21497, 16205, 5292 ], [ 0, 18.49085, 0, 0, 18.49085, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304739, 322893, -524900, -221274, -69679, -581446 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21877, "evaluation_days": 1823.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601834400000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758311209480, "expiration_time": 1763975318400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 2.5196 } } }
# | 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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