Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188348.8817 | 1238057.4064 | -49708.5247 | -78528.3626 | 24996.6331 | -103524.9957 |
Total P&L (%) | 1188.3489 | 1238.0574 | -49.7085 | -78.5284 | 24.9966 | -103.525 |
Avg Daily Profit (%) | 0.6534 | 0.6807 | -0.0273 | -0.0845 | 0.0123 | 0 |
Buy And Hold Return (%) | 640.1634 | 640.1634 | 640.1634 | 640.1634 | 640.1634 | 640.1634 |
Max Trade Drawdown | -178906 | -113466 | -161629 | -115893 | -15517 | -123452 |
Profit Factor | 2.6569 | 4.9881 | 0.8778 | 0.6556 | 1.4459 | 0.398 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 51.3158 | 47.3684 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.5206 | 5.5423 | 0.7106 | 0.622 | 1.6066 | 0.3222 |
Largest Winning Trade | 727254 | 727254 | 69643 | 16772 | 12692 | 16772 |
Largest Losing Trade | -98516 | -44714 | -98516 | -115872 | -10864 | -115872 |
Avg Bars in Trades | 140 | 124 | 156 | 140 | 124 | 156 |
Avg Bars in Winners | 182 | 165 | 196 | 182 | 165 | 196 |
Avg Bars in Losers | 96 | 86 | 107 | 96 | 86 | 107 |
Bars Traded | 10672 | 4713 | 5959 | 10672 | 4713 | 5959 |
Profit Streak | 0 | 101.3344 | 0 | 0 | 101.3344 | 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 | -44473 | 451843 | -580082 | -634385 | -340192 | -580082 |
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{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 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": [ [ 1188348.88166133, 1238057.406360986, -49708.5246996554, -78528.3625931857, 24996.6331339165, -103524.9957271022 ], [ 1188.348882, 1238.057406, -49.708525, -78.528363, 24.996633, -103.524996 ], [ 0.653359, 0.680689, -0.02733, -0.084548, 0.012268, 0 ], [ 640.163419, 640.163419, 640.163419, 640.163419, 640.163419, 640.163419 ], [ -178906, -113466, -161629, -115893, -15517, -123452 ], [ 2.656862, 4.988084, 0.877803, 0.655609, 1.445926, 0.397989 ], [ 76, 38, 38, 76, 38, 38 ], [ 39, 18, 21, 39, 18, 21 ], [ 37, 20, 17, 37, 20, 17 ], [ 51.315789, 47.368421, 55.263158, 51.315789, 47.368421, 55.263158 ], [ 2.520613, 5.542315, 0.710602, 0.621988, 1.606585, 0.322181 ], [ 727254, 727254, 69643, 16772, 12692, 16772 ], [ -98516, -44714, -98516, -115872, -10864, -115872 ], [ 140, 124, 156, 140, 124, 156 ], [ 182, 165, 196, 182, 165, 196 ], [ 96, 86, 107, 96, 86, 107 ], [ 10672, 4713, 5959, 10672, 4713, 5959 ], [ 0, 101.334361, 0, 0, 101.334361, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44473, 451843, -580082, -634385, -340192, -580082 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10913, "evaluation_days": 1818.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1757880000000, "evaluation_time": 1757894488758, "expiration_time": 1762594416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 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) |
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