Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455021.9043 | 1430728.6953 | 24293.2089 | 974425.1615 | 1175771.8592 | -201346.6977 |
Total P&L (%) | 1455.0219 | 1430.7287 | 24.2932 | 974.4252 | 1175.7719 | -201.3467 |
Avg Daily Profit (%) | 0.7973 | 0.784 | 0.0133 | 0.1302 | 0.1396 | 0 |
Buy And Hold Return (%) | 675.2173 | 675.2173 | 675.2173 | 675.2173 | 675.2173 | 675.2173 |
Max Trade Drawdown | -161992 | -155195 | -44638 | -5572256 | -4680163 | -1688913 |
Profit Factor | 3.3389 | 4.2524 | 1.1333 | 1.0813 | 1.135 | 0.9386 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 54.4304 | 43.5897 | 65 | 54.4304 | 43.5897 | 65 |
Ratio Avg Win / Avg Loss | 2.7954 | 5.5031 | 0.6103 | 0.9052 | 1.4688 | 0.5054 |
Largest Winning Trade | 861733 | 861733 | 30121 | 2143994 | 2143994 | 512132 |
Largest Losing Trade | -64606 | -64606 | -39619 | -1688913 | -1662881 | -1688913 |
Avg Bars in Trades | 131 | 232 | 34 | 131 | 232 | 34 |
Avg Bars in Winners | 108 | 243 | 20 | 108 | 243 | 20 |
Avg Bars in Losers | 159 | 224 | 58 | 159 | 224 | 58 |
Bars Traded | 10426 | 9064 | 1362 | 10426 | 9064 | 1362 |
Profit Streak | 70.8732 | 75.7065 | 70.8732 | 70.8732 | 75.7065 | 70.8732 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15603 | 456217 | -413411 | -208785 | -88369 | -577837 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758401845775, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 192, "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": [ [ 1455021.90425927, 1430728.6953479538, 24293.208911316, 974425.1615147993, 1175771.859203235, -201346.6976884358 ], [ 1455.021904, 1430.728695, 24.293209, 974.425162, 1175.771859, -201.346698 ], [ 0.797347, 0.784034, 0.013313, 0.130199, 0.139625, 0 ], [ 675.21728, 675.21728, 675.21728, 675.21728, 675.21728, 675.21728 ], [ -161992, -155195, -44638, -5572256, -4680163, -1688913 ], [ 3.338931, 4.252398, 1.133341, 1.081264, 1.135001, 0.938642 ], [ 79, 39, 40, 79, 39, 40 ], [ 43, 17, 26, 43, 17, 26 ], [ 36, 22, 14, 36, 22, 14 ], [ 54.43038, 43.589744, 65, 54.43038, 43.589744, 65 ], [ 2.795384, 5.503103, 0.61026, 0.905244, 1.468825, 0.505422 ], [ 861733, 861733, 30121, 2143994, 2143994, 512132 ], [ -64606, -64606, -39619, -1688913, -1662881, -1688913 ], [ 131, 232, 34, 131, 232, 34 ], [ 108, 243, 20, 108, 243, 20 ], [ 159, 224, 58, 159, 224, 58 ], [ 10426, 9064, 1362, 10426, 9064, 1362 ], [ 70.873215, 75.706548, 70.873215, 70.873215, 75.706548, 70.873215 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15603, 456217, -413411, -208785, -88369, -577837 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10949, "evaluation_days": 1824.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1758398400000, "evaluation_time": 1758401845775, "expiration_time": 1763128368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 192, "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) |
---|