Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587772.2574 | 597605.3632 | -9833.1058 | 883441.2218 | 2453573.0062 | -1570131.7844 |
Total P&L (%) | 587.7723 | 597.6054 | -9.8331 | 883.4412 | 2453.573 | -1570.1318 |
Avg Daily Profit (%) | 0.323 | 0.3284 | -0.0054 | 0.1257 | 0.1782 | 0 |
Buy And Hold Return (%) | 678.9841 | 678.9841 | 678.9841 | 678.9841 | 678.9841 | 678.9841 |
Max Trade Drawdown | -101367 | -56058 | -105920 | -2176104 | -1166781 | -2396590 |
Profit Factor | 2.0996 | 5.2211 | 0.975 | 1.1007 | 1.9469 | 0.7458 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 44.8718 | 53.8462 | 35.8974 | 44.8718 | 53.8462 | 35.8974 |
Ratio Avg Win / Avg Loss | 2.5795 | 4.4752 | 1.741 | 1.3523 | 1.6688 | 1.3319 |
Largest Winning Trade | 220049 | 220049 | 72346 | 1018540 | 1018540 | 907284 |
Largest Losing Trade | -43337 | -21108 | -43337 | -1002251 | -456232 | -1002251 |
Avg Bars in Trades | 262 | 92 | 432 | 262 | 92 | 432 |
Avg Bars in Winners | 394 | 111 | 819 | 394 | 111 | 819 |
Avg Bars in Losers | 155 | 71 | 216 | 155 | 71 | 216 |
Bars Traded | 20497 | 3618 | 16879 | 20497 | 3618 | 16879 |
Profit Streak | 0 | 120.7904 | 0 | 0 | 120.7904 | 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 | -193468 | -147208 | -583463 | -247386 | 376597 | -584575 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21839, "evaluation_days": 1819.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758031200000, "evaluation_time": 1758034689494, "expiration_time": 1763691868800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 201, "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": [ [ 587772.2574307529, 597605.3632032195, -9833.1057724665, 883441.2218272898, 2453573.006178883, -1570131.7843515927 ], [ 587.772257, 597.605363, -9.833106, 883.441222, 2453.573006, -1570.131784 ], [ 0.322966, 0.328369, -0.005403, 0.125683, 0.178193, 0 ], [ 678.984092, 678.984092, 678.984092, 678.984092, 678.984092, 678.984092 ], [ -101367, -56058, -105920, -2176104, -1166781, -2396590 ], [ 2.099615, 5.221074, 0.974976, 1.100746, 1.946905, 0.745845 ], [ 78, 39, 39, 78, 39, 39 ], [ 35, 21, 14, 35, 21, 14 ], [ 43, 18, 25, 43, 18, 25 ], [ 44.871795, 53.846154, 35.897436, 44.871795, 53.846154, 35.897436 ], [ 2.579527, 4.475206, 1.741029, 1.352345, 1.668776, 1.331867 ], [ 220049, 220049, 72346, 1018540, 1018540, 907284 ], [ -43337, -21108, -43337, -1002251, -456232, -1002251 ], [ 262, 92, 432, 262, 92, 432 ], [ 394, 111, 819, 394, 111, 819 ], [ 155, 71, 216, 155, 71, 216 ], [ 20497, 3618, 16879, 20497, 3618, 16879 ], [ 0, 120.790388, 0, 0, 120.790388, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -193468, -147208, -583463, -247386, 376597, -584575 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21839, "evaluation_days": 1819.92, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602216000000, "last_datapoint_time": 1758031200000, "evaluation_time": 1758034689494, "expiration_time": 1763691868800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 201, "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) |
---|