Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48839.775 | 8746.2169 | 40093.5581 | 32945.7478 | 6370.8313 | 26574.9165 |
Total P&L (%) | 48.8398 | 8.7462 | 40.0936 | 32.9457 | 6.3708 | 26.5749 |
Avg Daily Profit (%) | 0.1875 | 0.0336 | 0.154 | 0.1094 | 0.0237 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43331 | -29989 | -36078 | -68098 | -37086 | -57774 |
Profit Factor | 1.2989 | 1.1033 | 1.5091 | 1.1488 | 1.0598 | 1.2316 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 70.6667 | 63.1579 | 78.3784 | 70.6667 | 63.1579 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.5392 | 0.6436 | 0.4163 | 0.4769 | 0.6182 | 0.3397 |
Largest Winning Trade | 12174 | 12174 | 10907 | 16439 | 16439 | 12812 |
Largest Losing Trade | -32997 | -22322 | -32997 | -48912 | -29422 | -48912 |
Avg Bars in Trades | 303 | 255 | 353 | 303 | 255 | 353 |
Avg Bars in Winners | 164 | 123 | 198 | 164 | 123 | 198 |
Avg Bars in Losers | 639 | 481 | 915 | 639 | 481 | 915 |
Bars Traded | 22773 | 9698 | 13075 | 22773 | 9698 | 13075 |
Profit Streak | 26.3134 | 26.3134 | 35.6155 | 26.3134 | 26.3134 | 35.6155 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53528 | -420496 | 309433 | -166285 | -481560 | -73622 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735560000000, "first_datapoint_time": 1735701300000, "last_datapoint_time": 1758059100000, "evaluation_time": 1758059177867, "expiration_time": 1764539100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 158, "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": [ [ 48839.7750311368, 8746.2169324256, 40093.5580987112, 32945.7477891566, 6370.8312744327, 26574.9165147239 ], [ 48.839775, 8.746217, 40.093558, 32.945748, 6.370831, 26.574917 ], [ 0.187542, 0.033585, 0.153957, 0.10941, 0.023719, 0.090535 ], [ 10, 10, 10, 10, 10, 10 ], [ -43331, -29989, -36078, -68098, -37086, -57774 ], [ 1.298869, 1.103307, 1.509104, 1.148819, 1.059753, 1.231568 ], [ 75, 38, 37, 75, 38, 37 ], [ 53, 24, 29, 53, 24, 29 ], [ 22, 14, 8, 22, 14, 8 ], [ 70.666667, 63.157895, 78.378378, 70.666667, 63.157895, 78.378378 ], [ 0.539153, 0.643596, 0.416304, 0.476868, 0.618189, 0.339743 ], [ 12174, 12174, 10907, 16439, 16439, 12812 ], [ -32997, -22322, -32997, -48912, -29422, -48912 ], [ 303, 255, 353, 303, 255, 353 ], [ 164, 123, 198, 164, 123, 198 ], [ 639, 481, 915, 639, 481, 915 ], [ 22773, 9698, 13075, 22773, 9698, 13075 ], [ 26.313401, 26.313401, 35.615484, 26.313401, 26.313401, 35.615485 ], [ 10, 5, 7, 10, 5, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53528, -420496, 309433, -166285, -481560, -73622 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735560000000, "first_datapoint_time": 1735701300000, "last_datapoint_time": 1758059100000, "evaluation_time": 1758059177867, "expiration_time": 1764539100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 158, "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) |
---|