Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143156.979 | 1077634.0475 | 65522.9315 | 1965133.3856 | 1960839.9984 | 4293.3873 |
Total P&L (%) | 1143.157 | 1077.634 | 65.5229 | 1965.1334 | 1960.84 | 4.2934 |
Avg Daily Profit (%) | 0.6309 | 0.5948 | 0.0362 | 0.1673 | 0.1671 | 0.0023 |
Buy And Hold Return (%) | 471.929 | 471.929 | 471.929 | 471.929 | 471.929 | 471.929 |
Max Trade Drawdown | -116175 | -89253 | -58461 | -4878585 | -3582412 | -2267722 |
Profit Factor | 3.3446 | 4.6684 | 1.3381 | 1.1162 | 1.1923 | 1.0006 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 45.5446 | 34 | 56.8627 | 45.5446 | 34 | 56.8627 |
Ratio Avg Win / Avg Loss | 3.999 | 9.0621 | 1.0151 | 1.3346 | 2.3144 | 0.7591 |
Largest Winning Trade | 509967 | 509967 | 47786 | 5037868 | 5037868 | 1020831 |
Largest Losing Trade | -30363 | -30363 | -29608 | -1615226 | -1615226 | -1114952 |
Avg Bars in Trades | 100 | 152 | 49 | 100 | 152 | 49 |
Avg Bars in Winners | 139 | 271 | 62 | 139 | 271 | 62 |
Avg Bars in Losers | 68 | 91 | 33 | 68 | 91 | 33 |
Bars Traded | 10185 | 7648 | 2536 | 10185 | 7648 | 2536 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452834 | -172313 | -489214 | -88470 | -188533 | -756146 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603555200000, "last_datapoint_time": 1757275200000, "evaluation_time": 1757278213846, "expiration_time": 1761971472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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": [ [ 1143156.978953037, 1077634.0474743787, 65522.9314786584, 1965133.385640656, 1960839.9983842557, 4293.3872563987 ], [ 1143.156979, 1077.634047, 65.522931, 1965.133386, 1960.839998, 4.293387 ], [ 0.630941, 0.594777, 0.036164, 0.167251, 0.167136, 0.00232 ], [ 471.929005, 471.929005, 471.929005, 471.929005, 471.929005, 471.929005 ], [ -116175, -89253, -58461, -4878585, -3582412, -2267722 ], [ 3.34458, 4.66838, 1.338076, 1.116217, 1.192262, 1.00064 ], [ 101, 50, 51, 101, 50, 51 ], [ 46, 17, 29, 46, 17, 29 ], [ 55, 33, 22, 55, 33, 22 ], [ 45.544554, 34, 56.862745, 45.544554, 34, 56.862745 ], [ 3.998955, 9.062149, 1.015092, 1.334607, 2.31439, 0.759106 ], [ 509967, 509967, 47786, 5037868, 5037868, 1020831 ], [ -30363, -30363, -29608, -1615226, -1615226, -1114952 ], [ 100, 152, 49, 100, 152, 49 ], [ 139, 271, 62, 139, 271, 62 ], [ 68, 91, 33, 68, 91, 33 ], [ 10185, 7648, 2536, 10185, 7648, 2536 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452834, -172313, -489214, -88470, -188533, -756146 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603555200000, "last_datapoint_time": 1757275200000, "evaluation_time": 1757278213846, "expiration_time": 1761971472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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) |
---|