Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369263.358 | 1298082.546 | 71180.812 | 5700313.2004 | 5708373.5928 | -8060.3924 |
Total P&L (%) | 1369.2634 | 1298.0825 | 71.1808 | 5700.3132 | 5708.3736 | -8.0604 |
Avg Daily Profit (%) | 0.7543 | 0.7151 | 0.0392 | 0.2239 | 0.224 | -0.0046 |
Buy And Hold Return (%) | 727.7635 | 727.7635 | 727.7635 | 727.7635 | 727.7635 | 727.7635 |
Max Trade Drawdown | -116886 | -66572 | -74225 | -3925812 | -1687722 | -2811592 |
Profit Factor | 3.127 | 5.8373 | 1.1896 | 1.3574 | 2.0516 | 0.9992 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 44.1176 | 45.098 | 43.1373 | 44.1176 | 45.098 | 43.1373 |
Ratio Avg Win / Avg Loss | 3.9608 | 7.1063 | 1.5681 | 1.7194 | 2.4976 | 1.3172 |
Largest Winning Trade | 693975 | 693975 | 76408 | 3276487 | 3276487 | 1891053 |
Largest Losing Trade | -33690 | -33690 | -26721 | -1924585 | -711750 | -1924585 |
Avg Bars in Trades | 210 | 166 | 254 | 210 | 166 | 254 |
Avg Bars in Winners | 331 | 232 | 436 | 331 | 232 | 436 |
Avg Bars in Losers | 114 | 111 | 117 | 114 | 111 | 117 |
Bars Traded | 21466 | 8472 | 12994 | 21466 | 8472 | 12994 |
Profit Streak | 0 | 112.6744 | 0 | 0 | 112.6744 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326002 | -168053 | -499872 | 279801 | -168429 | -761835 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21782, "evaluation_days": 1815.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602043200000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757621471531, "expiration_time": 1763266694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 178, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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": [ [ 1369263.358000268, 1298082.5460283428, 71180.8119719253, 5700313.200395674, 5708373.592819687, -8060.39242401 ], [ 1369.263358, 1298.082546, 71.180812, 5700.3132, 5708.373593, -8.060392 ], [ 0.754344, 0.71513, 0.039214, 0.223948, 0.224025, -0.00463 ], [ 727.763496, 727.763496, 727.763496, 727.763496, 727.763496, 727.763496 ], [ -116886, -66572, -74225, -3925812, -1687722, -2811592 ], [ 3.126977, 5.837328, 1.189606, 1.357434, 2.051559, 0.999234 ], [ 102, 51, 51, 102, 51, 51 ], [ 45, 23, 22, 45, 23, 22 ], [ 57, 28, 29, 57, 28, 29 ], [ 44.117647, 45.098039, 43.137255, 44.117647, 45.098039, 43.137255 ], [ 3.960837, 7.106313, 1.568118, 1.719416, 2.49755, 1.317172 ], [ 693975, 693975, 76408, 3276487, 3276487, 1891053 ], [ -33690, -33690, -26721, -1924585, -711750, -1924585 ], [ 210, 166, 254, 210, 166, 254 ], [ 331, 232, 436, 331, 232, 436 ], [ 114, 111, 117, 114, 111, 117 ], [ 21466, 8472, 12994, 21466, 8472, 12994 ], [ 0, 112.674439, 0, 0, 112.674439, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326002, -168053, -499872, 279801, -168429, -761835 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21782, "evaluation_days": 1815.17, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602043200000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757621471531, "expiration_time": 1763266694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 178, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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) |
---|