Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1026335.8164 | 21318.0585 | -1047653.8749 | -1186649.2451 | -4971851.0904 | 3785201.8454 |
Total P&L (%) | -1026.3358 | 21.3181 | -1047.6539 | -1186.6492 | -4971.8511 | 3785.2018 |
Avg Daily Profit (%) | -0.5657 | 0.0118 | -0.5775 | 0 | 0 | 0.2019 |
Buy And Hold Return (%) | 537.1158 | 537.1158 | 537.1158 | 537.1158 | 537.1158 | 537.1158 |
Max Trade Drawdown | -1123934 | -163268 | -1094085 | -10935456 | -7806123 | -3588071 |
Profit Factor | 0.3563 | 1.0788 | 0.2087 | 0.9359 | 0.5007 | 1.4421 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 17 | 18 | 26 | 12 | 14 |
Losing Trades | 26 | 14 | 12 | 35 | 19 | 16 |
Profitability (%) | 57.377 | 54.8387 | 60 | 42.623 | 38.7097 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2647 | 0.8884 | 0.1391 | 1.2599 | 0.7928 | 1.6482 |
Largest Winning Trade | 47728 | 47728 | 41942 | 7435402 | 1509273 | 7435402 |
Largest Losing Trade | -548203 | -74097 | -548203 | -6740576 | -6740576 | -2555934 |
Avg Bars in Trades | 172 | 181 | 162 | 172 | 181 | 162 |
Avg Bars in Winners | 90 | 91 | 89 | 181 | 187 | 175 |
Avg Bars in Losers | 282 | 292 | 271 | 165 | 178 | 150 |
Bars Traded | 10506 | 5641 | 4865 | 10506 | 5641 | 4865 |
Profit Streak | 35.0823 | 61.7489 | 0 | 0 | 0 | 157.4156 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745279 | -477267 | -579529 | -748257 | -585208 | 350595 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603828800000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757483907381, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 215, "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": [ [ -1026335.8163714666, 21318.0585326702, -1047653.8749041369, -1186649.2450575593, -4971851.090429592, 3785201.8453720342 ], [ -1026.335816, 21.318059, -1047.653875, -1186.649245, -4971.85109, 3785.201845 ], [ -0.565733, 0.011751, -0.577484, 0, 0, 0.201936 ], [ 537.115753, 537.115753, 537.115753, 537.115753, 537.115753, 537.115753 ], [ -1123934, -163268, -1094085, -10935456, -7806123, -3588071 ], [ 0.356303, 1.078814, 0.208694, 0.935924, 0.500742, 1.442146 ], [ 61, 31, 30, 61, 31, 30 ], [ 35, 17, 18, 26, 12, 14 ], [ 26, 14, 12, 35, 19, 16 ], [ 57.377049, 54.83871, 60, 42.622951, 38.709677, 46.666667 ], [ 0.264683, 0.888435, 0.139129, 1.259898, 0.792842, 1.648167 ], [ 47728, 47728, 41942, 7435402, 1509273, 7435402 ], [ -548203, -74097, -548203, -6740576, -6740576, -2555934 ], [ 172, 181, 162, 172, 181, 162 ], [ 90, 91, 89, 181, 187, 175 ], [ 282, 292, 271, 165, 178, 150 ], [ 10506, 5641, 4865, 10506, 5641, 4865 ], [ 35.082261, 61.748928, 0, 0, 0, 157.415595 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -745279, -477267, -579529, -748257, -585208, 350595 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603828800000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757483907381, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 215, "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) |
---|