Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336506.5732 | 1307524.8492 | 28981.724 | 1468195.6282 | 2902812.1622 | -1434616.534 |
Total P&L (%) | 1336.5066 | 1307.5248 | 28.9817 | 1468.1956 | 2902.8122 | -1434.6165 |
Avg Daily Profit (%) | 0.7288 | 0.713 | 0.0158 | 0.1502 | 0.1857 | 0 |
Buy And Hold Return (%) | 656.9603 | 656.9603 | 656.9603 | 656.9603 | 656.9603 | 656.9603 |
Max Trade Drawdown | -151730 | -83960 | -74353 | -6025400 | -3173776 | -2920431 |
Profit Factor | 3.1298 | 5.4572 | 1.0867 | 1.1177 | 1.5403 | 0.7981 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 44.4444 | 46.6667 | 42.2222 | 44.4444 | 46.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.9122 | 6.2368 | 1.4871 | 1.3971 | 1.7603 | 1.0921 |
Largest Winning Trade | 696905 | 696905 | 75119 | 3864314 | 3864314 | 1369751 |
Largest Losing Trade | -62824 | -31207 | -62824 | -1804184 | -888721 | -1804184 |
Avg Bars in Trades | 119 | 112 | 126 | 119 | 112 | 126 |
Avg Bars in Winners | 174 | 162 | 188 | 174 | 162 | 188 |
Avg Bars in Losers | 74 | 67 | 80 | 74 | 67 | 80 |
Bars Traded | 10725 | 5044 | 5681 | 10725 | 5044 | 5681 |
Profit Streak | 47.4603 | 120.4603 | 47.4603 | 47.4603 | 120.4603 | 47.4603 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412059 | 493930 | -464613 | -89244 | 318607 | -581081 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11003, "evaluation_days": 1833.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759186966414, "expiration_time": 1763929296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 68, "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": [ [ 1336506.5732312412, 1307524.8492481539, 28981.7239830873, 1468195.628156507, 2902812.1621828447, -1434616.534026339 ], [ 1336.506573, 1307.524849, 28.981724, 1468.195628, 2902.812162, -1434.616534 ], [ 0.728806, 0.713002, 0.015804, 0.150209, 0.185693, 0 ], [ 656.960269, 656.960269, 656.960269, 656.960269, 656.960269, 656.960269 ], [ -151730, -83960, -74353, -6025400, -3173776, -2920431 ], [ 3.129758, 5.457204, 1.086723, 1.11766, 1.540301, 0.798104 ], [ 90, 45, 45, 90, 45, 45 ], [ 40, 21, 19, 40, 21, 19 ], [ 50, 24, 26, 50, 24, 26 ], [ 44.444444, 46.666667, 42.222222, 44.444444, 46.666667, 42.222222 ], [ 3.912197, 6.236805, 1.487094, 1.397075, 1.760344, 1.092142 ], [ 696905, 696905, 75119, 3864314, 3864314, 1369751 ], [ -62824, -31207, -62824, -1804184, -888721, -1804184 ], [ 119, 112, 126, 119, 112, 126 ], [ 174, 162, 188, 174, 162, 188 ], [ 74, 67, 80, 74, 67, 80 ], [ 10725, 5044, 5681, 10725, 5044, 5681 ], [ 47.460259, 120.460259, 47.460259, 47.460259, 120.460259, 47.460259 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412059, 493930, -464613, -89244, 318607, -581081 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11003, "evaluation_days": 1833.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759186966414, "expiration_time": 1763929296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 68, "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) |
---|