Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313890.9331 | 1278684.6486 | 35206.2844 | 2161004.4038 | 4245081.7093 | -2084077.3055 |
Total P&L (%) | 1313.8909 | 1278.6846 | 35.2063 | 2161.0044 | 4245.0817 | -2084.0773 |
Avg Daily Profit (%) | 0.7247 | 0.7053 | 0.0194 | 0.1722 | 0.2083 | 0 |
Buy And Hold Return (%) | 527.2568 | 527.2568 | 527.2568 | 527.2568 | 527.2568 | 527.2568 |
Max Trade Drawdown | -96192 | -55645 | -90992 | -5006691 | -2456103 | -3584368 |
Profit Factor | 2.458 | 4.3166 | 1.0683 | 1.0925 | 1.4378 | 0.8476 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 173 | 93 | 80 | 173 | 93 | 80 |
Profitability (%) | 34.4697 | 29.5455 | 39.3939 | 34.4697 | 29.5455 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.673 | 10.2934 | 1.6435 | 2.0769 | 3.4286 | 1.3039 |
Largest Winning Trade | 802766 | 802766 | 74532 | 3770976 | 3770976 | 1737632 |
Largest Losing Trade | -41932 | -19850 | -41932 | -1595133 | -560718 | -1595133 |
Avg Bars in Trades | 81 | 57 | 105 | 81 | 57 | 105 |
Avg Bars in Winners | 158 | 127 | 182 | 158 | 127 | 182 |
Avg Bars in Losers | 40 | 27 | 55 | 40 | 27 | 55 |
Bars Traded | 21483 | 7526 | 13957 | 21483 | 7526 | 13957 |
Profit Streak | 0 | 3.2412 | 0 | 0 | 3.2412 | 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 | 321806 | 168848 | -481325 | -116680 | -760 | -583439 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21755, "evaluation_days": 1812.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602388800000, "last_datapoint_time": 1757426400000, "evaluation_time": 1757432835742, "expiration_time": 1763065296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 1 } }, "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": [ [ 1313890.9330549566, 1278684.6486257277, 35206.2844292297, 2161004.403767095, 4245081.709257802, -2084077.3054907045 ], [ 1313.890933, 1278.684649, 35.206284, 2161.004404, 4245.081709, -2084.077305 ], [ 0.724737, 0.705318, 0.01942, 0.172157, 0.208258, 0 ], [ 527.256758, 527.256758, 527.256758, 527.256758, 527.256758, 527.256758 ], [ -96192, -55645, -90992, -5006691, -2456103, -3584368 ], [ 2.458032, 4.31659, 1.068282, 1.092481, 1.437805, 0.847552 ], [ 264, 132, 132, 264, 132, 132 ], [ 91, 39, 52, 91, 39, 52 ], [ 173, 93, 80, 173, 93, 80 ], [ 34.469697, 29.545455, 39.393939, 34.469697, 29.545455, 39.393939 ], [ 4.672963, 10.293407, 1.643511, 2.076914, 3.428611, 1.303926 ], [ 802766, 802766, 74532, 3770976, 3770976, 1737632 ], [ -41932, -19850, -41932, -1595133, -560718, -1595133 ], [ 81, 57, 105, 81, 57, 105 ], [ 158, 127, 182, 158, 127, 182 ], [ 40, 27, 55, 40, 27, 55 ], [ 21483, 7526, 13957, 21483, 7526, 13957 ], [ 0, 3.241154, 0, 0, 3.241154, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321806, 168848, -481325, -116680, -760, -583439 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21755, "evaluation_days": 1812.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602388800000, "last_datapoint_time": 1757426400000, "evaluation_time": 1757432835742, "expiration_time": 1763065296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 1 } }, "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) |
---|