Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80615.3763 | 7117.2161 | 73498.1603 | 97332.9263 | 15680.8683 | 81652.058 |
Total P&L (%) | 80.6154 | 7.1172 | 73.4982 | 97.3329 | 15.6809 | 81.6521 |
Avg Daily Profit (%) | 0.3096 | 0.0273 | 0.2822 | 0.2614 | 0.056 | 0.2295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29119 | -15363 | -28570 | -56801 | -19205 | -55778 |
Profit Factor | 1.8068 | 1.2552 | 2.0204 | 1.5835 | 1.3779 | 1.6517 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 59.7403 | 58.9744 | 60.5263 | 59.7403 | 58.9744 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.2176 | 0.8732 | 1.3177 | 1.0672 | 0.9585 | 1.0772 |
Largest Winning Trade | 21281 | 4176 | 21281 | 32764 | 8637 | 32764 |
Largest Losing Trade | -17912 | -7914 | -17912 | -31900 | -10561 | -31900 |
Avg Bars in Trades | 204 | 16 | 397 | 204 | 16 | 397 |
Avg Bars in Winners | 182 | 12 | 351 | 182 | 12 | 351 |
Avg Bars in Losers | 238 | 21 | 468 | 238 | 21 | 468 |
Bars Traded | 15756 | 642 | 15113 | 15756 | 642 | 15113 |
Profit Streak | 0 | 0 | 92.2242 | 0 | 0 | 92.2242 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35258 | -323656 | 431779 | -36170 | -129015 | 389930 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735344000000, "first_datapoint_time": 1735531200000, "last_datapoint_time": 1757843100000, "evaluation_time": 1757843567906, "expiration_time": 1764323100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 80615.376331954, 7117.216067621, 73498.160264333, 97332.9262938872, 15680.8682894388, 81652.0580044484 ], [ 80.615376, 7.117216, 73.49816, 97.332926, 15.680868, 81.652058 ], [ 0.309559, 0.02733, 0.282229, 0.261351, 0.05595, 0.229478 ], [ 10, 10, 10, 10, 10, 10 ], [ -29119, -15363, -28570, -56801, -19205, -55778 ], [ 1.806833, 1.25521, 2.020409, 1.583544, 1.377882, 1.651655 ], [ 77, 39, 38, 77, 39, 38 ], [ 46, 23, 23, 46, 23, 23 ], [ 31, 16, 15, 31, 16, 15 ], [ 59.74026, 58.974359, 60.526316, 59.74026, 58.974359, 60.526316 ], [ 1.217648, 0.87319, 1.317658, 1.067171, 0.958527, 1.077167 ], [ 21281, 4176, 21281, 32764, 8637, 32764 ], [ -17912, -7914, -17912, -31900, -10561, -31900 ], [ 204, 16, 397, 204, 16, 397 ], [ 182, 12, 351, 182, 12, 351 ], [ 238, 21, 468, 238, 21, 468 ], [ 15756, 642, 15113, 15756, 642, 15113 ], [ 0, 0, 92.224165, 0, 0, 92.224166 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -35258, -323656, 431779, -36170, -129015, 389930 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735344000000, "first_datapoint_time": 1735531200000, "last_datapoint_time": 1757843100000, "evaluation_time": 1757843567906, "expiration_time": 1764323100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 4 } } }
# | 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) |
---|