Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220288.4125 | 1258720.5533 | -38432.1408 | 231447.5279 | 590602.0936 | -359154.5657 |
Total P&L (%) | 1220.2884 | 1258.7206 | -38.4321 | 231.4475 | 590.6021 | -359.1546 |
Avg Daily Profit (%) | 0.6683 | 0.6893 | -0.021 | 0.0656 | 0.1059 | 0 |
Buy And Hold Return (%) | 616.4045 | 616.4045 | 616.4045 | 616.4045 | 616.4045 | 616.4045 |
Max Trade Drawdown | -151214 | -90137 | -102606 | -820597 | -536387 | -542795 |
Profit Factor | 2.1372 | 3.5147 | 0.9329 | 1.0509 | 1.2733 | 0.8497 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 43.2692 | 42.3077 | 44.2308 | 43.2692 | 42.3077 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.8021 | 4.7928 | 1.1762 | 1.3778 | 1.7363 | 1.0714 |
Largest Winning Trade | 784994 | 784994 | 60317 | 522290 | 522290 | 259723 |
Largest Losing Trade | -39939 | -39939 | -36483 | -357335 | -357335 | -175056 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 10693 | 5679 | 5014 | 10693 | 5679 | 5014 |
Profit Streak | 0 | 87.9182 | 0 | 0 | 87.9182 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271878 | 360323 | -581632 | -437171 | -218266 | -581632 |
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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": [ [ 1220288.4125237968, 1258720.5533479631, -38432.140824166, 231447.5278948103, 590602.0936144125, -359154.5657196018 ], [ 1220.288413, 1258.720553, -38.432141, 231.447528, 590.602094, -359.154566 ], [ 0.668285, 0.689332, -0.021047, 0.065646, 0.105883, 0 ], [ 616.404494, 616.404494, 616.404494, 616.404494, 616.404494, 616.404494 ], [ -151214, -90137, -102606, -820597, -536387, -542795 ], [ 2.137208, 3.514717, 0.932871, 1.050855, 1.273283, 0.849725 ], [ 208, 104, 104, 208, 104, 104 ], [ 90, 44, 46, 90, 44, 46 ], [ 118, 60, 58, 118, 60, 58 ], [ 43.269231, 42.307692, 44.230769, 43.269231, 42.307692, 44.230769 ], [ 2.802118, 4.792796, 1.176229, 1.377788, 1.736295, 1.071392 ], [ 784994, 784994, 60317, 522290, 522290, 259723 ], [ -39939, -39939, -36483, -357335, -357335, -175056 ], [ 51, 54, 48, 51, 54, 48 ], [ 71, 78, 64, 71, 78, 64 ], [ 36, 36, 35, 36, 36, 35 ], [ 10693, 5679, 5014, 10693, 5679, 5014 ], [ 0, 87.918203, 0, 0, 87.918203, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 271878, 360323, -581632, -437171, -218266, -581632 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10956, "evaluation_days": 1826, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758506532766, "expiration_time": 1763232192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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) |
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