Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289545.7724 | 1258658.974 | 30886.7984 | 1633716.7869 | 1870544.3321 | -236827.5452 |
Total P&L (%) | 1289.5458 | 1258.659 | 30.8868 | 1633.7168 | 1870.5443 | -236.8275 |
Avg Daily Profit (%) | 0.7098 | 0.6928 | 0.017 | 0.1572 | 0.1642 | 0 |
Buy And Hold Return (%) | 534.6491 | 534.6491 | 534.6491 | 534.6491 | 534.6491 | 534.6491 |
Max Trade Drawdown | -156474 | -89253 | -111071 | -1802828 | -883819 | -1012071 |
Profit Factor | 2.0866 | 3.21 | 1.05 | 1.1468 | 1.346 | 0.9586 |
Total Trades | 415 | 207 | 208 | 415 | 207 | 208 |
Winning Trades | 147 | 67 | 80 | 147 | 67 | 80 |
Losing Trades | 268 | 140 | 128 | 268 | 140 | 128 |
Profitability (%) | 35.4217 | 32.3672 | 38.4615 | 35.4217 | 32.3672 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.8042 | 6.7075 | 1.6801 | 2.0907 | 2.8125 | 1.5338 |
Largest Winning Trade | 778302 | 778302 | 66893 | 1938501 | 1938501 | 695820 |
Largest Losing Trade | -19513 | -19513 | -16290 | -433373 | -433373 | -250571 |
Avg Bars in Trades | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Winners | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 10724 | 4754 | 5970 | 10724 | 4754 | 5970 |
Profit Streak | 0 | 11.6869 | 0 | 0 | 11.6869 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323920 | 303657 | -503960 | -56590 | 40225 | -581676 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10900, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757694548292, "expiration_time": 1762401600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19578, "nb": 0.77821, "nc": 0.1 } } }
{ "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": [ [ 1289545.7723772337, 1258658.9740174583, 30886.7983597754, 1633716.7869447158, 1870544.3321289758, -236827.5451842589 ], [ 1289.545772, 1258.658974, 30.886798, 1633.716787, 1870.544332, -236.827545 ], [ 0.70984, 0.692839, 0.017002, 0.157161, 0.16422, 0 ], [ 534.649133, 534.649133, 534.649133, 534.649133, 534.649133, 534.649133 ], [ -156474, -89253, -111071, -1802828, -883819, -1012071 ], [ 2.086619, 3.209998, 1.050042, 1.146762, 1.345997, 0.958636 ], [ 415, 207, 208, 415, 207, 208 ], [ 147, 67, 80, 147, 67, 80 ], [ 268, 140, 128, 268, 140, 128 ], [ 35.421687, 32.36715, 38.461538, 35.421687, 32.36715, 38.461538 ], [ 3.804177, 6.707458, 1.680067, 2.090695, 2.81253, 1.533818 ], [ 778302, 778302, 66893, 1938501, 1938501, 695820 ], [ -19513, -19513, -16290, -433373, -433373, -250571 ], [ 25, 22, 28, 25, 22, 28 ], [ 55, 49, 60, 55, 49, 60 ], [ 9, 10, 9, 9, 10, 9 ], [ 10724, 4754, 5970, 10724, 4754, 5970 ], [ 0, 11.686901, 0, 0, 11.686902, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323920, 303657, -503960, -56590, 40225, -581676 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10900, "evaluation_days": 1816.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757694548292, "expiration_time": 1762401600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19578, "nb": 0.77821, "nc": 0.1 } } }
# | 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) |
---|