Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1479503.5923 | -43555.312 | -1435948.2802 | -6187256.7901 | -16385850.8615 | 10198594.0714 |
Total P&L (%) | -1479.5036 | -43.5553 | -1435.9483 | -6187.2568 | -16385.8509 | 10198.5941 |
Avg Daily Profit (%) | -0.8132 | -0.0239 | -0.7893 | 0 | 0 | 0.2551 |
Buy And Hold Return (%) | 665.0449 | 665.0449 | 665.0449 | 665.0449 | 665.0449 | 665.0449 |
Max Trade Drawdown | -1678107 | -182788 | -1569644 | -34612710 | -25143237 | -12808152 |
Profit Factor | 0.366 | 0.897 | 0.2485 | 0.9162 | 0.5723 | 1.2872 |
Total Trades | 477 | 239 | 238 | 477 | 239 | 238 |
Winning Trades | 357 | 165 | 192 | 236 | 119 | 117 |
Losing Trades | 120 | 74 | 46 | 241 | 120 | 121 |
Profitability (%) | 74.8428 | 69.0377 | 80.6723 | 49.4759 | 49.7908 | 49.1597 |
Ratio Avg Win / Avg Loss | 0.123 | 0.4023 | 0.0595 | 0.9356 | 0.5771 | 1.3312 |
Largest Winning Trade | 15855 | 15855 | 14609 | 15401955 | 1787660 | 15401955 |
Largest Losing Trade | -730211 | -67934 | -730211 | -17712471 | -17712471 | -10482053 |
Avg Bars in Trades | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Winners | 5 | 3 | 7 | 20 | 12 | 28 |
Avg Bars in Losers | 67 | 38 | 114 | 22 | 16 | 28 |
Bars Traded | 10230 | 3473 | 6757 | 10230 | 3473 | 6757 |
Profit Streak | 78.5517 | 78.5517 | 83.2184 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573143 | -575873 | -574400 | -578211 | -579886 | 329574 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10916, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604073600000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757927668438, "expiration_time": 1762638912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.69795, "nb": 0.84339, "nc": 0.15646 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -1479503.5922696898, -43555.3120296343, -1435948.280240057, -6187256.79005804, -16385850.861496726, 10198594.07143872 ], [ -1479.503592, -43.555312, -1435.94828, -6187.25679, -16385.850861, 10198.594071 ], [ -0.813213, -0.02394, -0.789273, 0, 0, 0.255066 ], [ 665.0449, 665.0449, 665.0449, 665.0449, 665.0449, 665.0449 ], [ -1678107, -182788, -1569644, -34612710, -25143237, -12808152 ], [ 0.365962, 0.89698, 0.248461, 0.916181, 0.57225, 1.287202 ], [ 477, 239, 238, 477, 239, 238 ], [ 357, 165, 192, 236, 119, 117 ], [ 120, 74, 46, 241, 120, 121 ], [ 74.842767, 69.037657, 80.672269, 49.475891, 49.790795, 49.159664 ], [ 0.123012, 0.402282, 0.059527, 0.935592, 0.577059, 1.331209 ], [ 15855, 15855, 14609, 15401955, 1787660, 15401955 ], [ -730211, -67934, -730211, -17712471, -17712471, -10482053 ], [ 21, 14, 28, 21, 14, 28 ], [ 5, 3, 7, 20, 12, 28 ], [ 67, 38, 114, 22, 16, 28 ], [ 10230, 3473, 6757, 10230, 3473, 6757 ], [ 78.551718, 78.551718, 83.218384, 0, 0, 0 ], [ 10, 5, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573143, -575873, -574400, -578211, -579886, 329574 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10916, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1604073600000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757927668438, "expiration_time": 1762638912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.69795, "nb": 0.84339, "nc": 0.15646 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
# | 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) |
---|