Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -610226.2173 | 28972.4296 | -639198.647 | 11418418.2199 | 4014718.4434 | 7403699.7765 |
Total P&L (%) | -610.2262 | 28.9724 | -639.1986 | 11418.4182 | 4014.7184 | 7403.6998 |
Avg Daily Profit (%) | -0.3353 | 0.0159 | -0.3512 | 0.2611 | 0.2044 | 0.2375 |
Buy And Hold Return (%) | 724.3265 | 724.3265 | 724.3265 | 724.3265 | 724.3265 | 724.3265 |
Max Trade Drawdown | -870305 | -65090 | -818630 | -2707535 | -692695 | -3687238 |
Profit Factor | 0.4718 | 1.199 | 0.3669 | 2.1258 | 2.3583 | 2.0302 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 111 | 50 | 61 | 67 | 36 | 31 |
Losing Trades | 24 | 18 | 6 | 68 | 32 | 36 |
Profitability (%) | 82.2222 | 73.5294 | 91.0448 | 49.6296 | 52.9412 | 46.2687 |
Ratio Avg Win / Avg Loss | 0.102 | 0.4317 | 0.0361 | 2.1575 | 2.0963 | 2.3576 |
Largest Winning Trade | 21213 | 15355 | 21213 | 5627209 | 1439297 | 5627209 |
Largest Losing Trade | -614019 | -65090 | -614019 | -2108944 | -678070 | -2108944 |
Avg Bars in Trades | 66 | 26 | 106 | 66 | 26 | 106 |
Avg Bars in Winners | 33 | 10 | 51 | 65 | 31 | 104 |
Avg Bars in Losers | 218 | 69 | 666 | 67 | 21 | 108 |
Bars Traded | 8957 | 1794 | 7163 | 8957 | 1794 | 7163 |
Profit Streak | 184.3169 | 184.3169 | 225.8169 | 184.3169 | 184.3169 | 225.8169 |
Trades During Streak | 12 | 6 | 11 | 12 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574448 | -445018 | -690951 | 518617 | -95487 | -104647 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10921, "evaluation_days": 1820.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1757995200000, "evaluation_time": 1758008176842, "expiration_time": 1762713072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -610226.2173311124, 28972.4296346848, -639198.6469657974, 11418418.21990619, 4014718.4434109693, 7403699.776495224 ], [ -610.226217, 28.97243, -639.198647, 11418.41822, 4014.718443, 7403.699776 ], [ -0.335258, 0.015917, -0.351175, 0.261114, 0.204429, 0.237511 ], [ 724.326549, 724.326549, 724.326549, 724.326549, 724.326549, 724.326549 ], [ -870305, -65090, -818630, -2707535, -692695, -3687238 ], [ 0.47177, 1.199046, 0.366925, 2.125817, 2.358319, 2.030196 ], [ 135, 68, 67, 135, 68, 67 ], [ 111, 50, 61, 67, 36, 31 ], [ 24, 18, 6, 68, 32, 36 ], [ 82.222222, 73.529412, 91.044776, 49.62963, 52.941176, 46.268657 ], [ 0.102004, 0.431657, 0.036091, 2.157545, 2.096284, 2.357647 ], [ 21213, 15355, 21213, 5627209, 1439297, 5627209 ], [ -614019, -65090, -614019, -2108944, -678070, -2108944 ], [ 66, 26, 106, 66, 26, 106 ], [ 33, 10, 51, 65, 31, 104 ], [ 218, 69, 666, 67, 21, 108 ], [ 8957, 1794, 7163, 8957, 1794, 7163 ], [ 184.316861, 184.316861, 225.816861, 184.316862, 184.316862, 225.816862 ], [ 12, 6, 11, 12, 6, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574448, -445018, -690951, 518617, -95487, -104647 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10921, "evaluation_days": 1820.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1757995200000, "evaluation_time": 1758008176842, "expiration_time": 1762713072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 5 } } }
# | 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) |
---|