Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1224897.2253 | -41607.5848 | -1183289.6405 | -733168.0367 | -5231775.9035 | 4498607.8669 |
Total P&L (%) | -1224.8972 | -41.6076 | -1183.2896 | -733.168 | -5231.7759 | 4498.6079 |
Avg Daily Profit (%) | -0.674 | -0.0229 | -0.6511 | 0 | 0 | 0.2109 |
Buy And Hold Return (%) | 603.8277 | 603.8277 | 603.8277 | 603.8277 | 603.8277 | 603.8277 |
Max Trade Drawdown | -1299932 | -171057 | -1237539 | -10840590 | -8411573 | -2563656 |
Profit Factor | 0.2986 | 0.8576 | 0.1863 | 0.9602 | 0.5026 | 1.5701 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 20 | 20 | 27 | 13 | 14 |
Losing Trades | 25 | 13 | 12 | 38 | 20 | 18 |
Profitability (%) | 61.5385 | 60.6061 | 62.5 | 41.5385 | 39.3939 | 43.75 |
Ratio Avg Win / Avg Loss | 0.1866 | 0.5574 | 0.1118 | 1.3514 | 0.7732 | 2.0187 |
Largest Winning Trade | 57286 | 57286 | 45121 | 8207481 | 1527519 | 8207481 |
Largest Losing Trade | -661560 | -75571 | -661560 | -7424273 | -7424273 | -2179546 |
Avg Bars in Trades | 157 | 139 | 177 | 157 | 139 | 177 |
Avg Bars in Winners | 91 | 74 | 108 | 185 | 160 | 208 |
Avg Bars in Losers | 264 | 238 | 292 | 138 | 125 | 152 |
Bars Traded | 10264 | 4589 | 5675 | 10264 | 4589 | 5675 |
Profit Streak | 0 | 0 | 0 | 153.7232 | 153.7232 | 160.0565 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715282 | -579427 | -579190 | -717715 | -584352 | 327271 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10904, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757755284737, "expiration_time": 1762460928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 118, "offset": 64 } } }
{ "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": [ [ -1224897.2252563639, -41607.5847726893, -1183289.6404836746, -733168.0366861373, -5231775.903546546, 4498607.866860411 ], [ -1224.897225, -41.607585, -1183.28964, -733.168037, -5231.775904, 4498.607867 ], [ -0.674009, -0.022895, -0.651114, 0, 0, 0.210879 ], [ 603.827675, 603.827675, 603.827675, 603.827675, 603.827675, 603.827675 ], [ -1299932, -171057, -1237539, -10840590, -8411573, -2563656 ], [ 0.298584, 0.857562, 0.1863, 0.960174, 0.502604, 1.570092 ], [ 65, 33, 32, 65, 33, 32 ], [ 40, 20, 20, 27, 13, 14 ], [ 25, 13, 12, 38, 20, 18 ], [ 61.538462, 60.606061, 62.5, 41.538462, 39.393939, 43.75 ], [ 0.186615, 0.557415, 0.11178, 1.351356, 0.773237, 2.018689 ], [ 57286, 57286, 45121, 8207481, 1527519, 8207481 ], [ -661560, -75571, -661560, -7424273, -7424273, -2179546 ], [ 157, 139, 177, 157, 139, 177 ], [ 91, 74, 108, 185, 160, 208 ], [ 264, 238, 292, 138, 125, 152 ], [ 10264, 4589, 5675, 10264, 4589, 5675 ], [ 0, 0, 0, 153.723203, 153.723203, 160.056536 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -715282, -579427, -579190, -717715, -584352, 327271 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10904, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603353600000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757755284737, "expiration_time": 1762460928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 118, "offset": 64 } } }
# | 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) |
---|