Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103099.5304 | 33605.7884 | 69493.742 | 132387.6039 | 57743.1863 | 74644.4176 |
Total P&L (%) | 103.0995 | 33.6058 | 69.4937 | 132.3876 | 57.7432 | 74.6444 |
Avg Daily Profit (%) | 0.3959 | 0.129 | 0.2669 | 0.3243 | 0.1752 | 0.2143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42629 | -18983 | -35422 | -94720 | -33739 | -83943 |
Profit Factor | 1.7413 | 1.5785 | 1.8581 | 1.4524 | 1.5332 | 1.405 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 73.75 | 70 | 77.5 | 73.75 | 70 | 77.5 |
Ratio Avg Win / Avg Loss | 0.6198 | 0.6765 | 0.5394 | 0.517 | 0.6571 | 0.4079 |
Largest Winning Trade | 10853 | 10218 | 10853 | 22345 | 21425 | 22345 |
Largest Losing Trade | -29981 | -18983 | -29981 | -77892 | -30790 | -77892 |
Avg Bars in Trades | 299 | 225 | 374 | 299 | 225 | 374 |
Avg Bars in Winners | 161 | 118 | 200 | 161 | 118 | 200 |
Avg Bars in Losers | 688 | 475 | 971 | 688 | 475 | 971 |
Bars Traded | 23993 | 9027 | 14966 | 23993 | 9027 | 14966 |
Profit Streak | 14.0415 | 35.5936 | 14.0415 | 14.0415 | 35.5936 | 14.0415 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10402 | -20657 | 438504 | -12189 | 330994 | 362734 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734903000000, "first_datapoint_time": 1735090200000, "last_datapoint_time": 1757402100000, "evaluation_time": 1757402986927, "expiration_time": 1763882100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 103099.5304137161, 33605.7883995819, 69493.7420141343, 132387.6038564119, 57743.1862567484, 74644.4175996636 ], [ 103.09953, 33.605788, 69.493742, 132.387604, 57.743186, 74.644418 ], [ 0.395897, 0.129045, 0.266853, 0.324323, 0.175177, 0.214338 ], [ 10, 10, 10, 10, 10, 10 ], [ -42629, -18983, -35422, -94720, -33739, -83943 ], [ 1.741302, 1.578492, 1.858086, 1.452446, 1.533153, 1.405018 ], [ 80, 40, 40, 80, 40, 40 ], [ 59, 28, 31, 59, 28, 31 ], [ 21, 12, 9, 21, 12, 9 ], [ 73.75, 70, 77.5, 73.75, 70, 77.5 ], [ 0.619785, 0.676497, 0.539444, 0.516972, 0.657066, 0.407908 ], [ 10853, 10218, 10853, 22345, 21425, 22345 ], [ -29981, -18983, -29981, -77892, -30790, -77892 ], [ 299, 225, 374, 299, 225, 374 ], [ 161, 118, 200, 161, 118, 200 ], [ 688, 475, 971, 688, 475, 971 ], [ 23993, 9027, 14966, 23993, 9027, 14966 ], [ 14.041515, 35.593599, 14.041515, 14.041515, 35.593599, 14.041515 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10402, -20657, 438504, -12189, 330994, 362734 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734903000000, "first_datapoint_time": 1735090200000, "last_datapoint_time": 1757402100000, "evaluation_time": 1757402986927, "expiration_time": 1763882100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 1 } } }
# | 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) |
---|