Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081968.3237 | 919507.0844 | 162461.2394 | 33900349.8535 | 44986952.6682 | -11086602.8146 |
Total P&L (%) | 1081.9683 | 919.5071 | 162.4612 | 33900.3499 | 44986.9527 | -11086.6028 |
Avg Daily Profit (%) | 0.5932 | 0.5042 | 0.0891 | 0.3201 | 0.3356 | 0 |
Buy And Hold Return (%) | 775.9294 | 775.9294 | 775.9294 | 775.9294 | 775.9294 | 775.9294 |
Max Trade Drawdown | -92669 | -55065 | -57792 | -43517204 | -25060131 | -36236841 |
Profit Factor | 2.2762 | 3.4181 | 1.3475 | 1.1637 | 1.5036 | 0.9059 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 50.4673 | 50.4673 | 50.4673 | 50.4673 | 50.4673 | 50.4673 |
Ratio Avg Win / Avg Loss | 2.234 | 3.3548 | 1.3225 | 1.1421 | 1.4758 | 0.8891 |
Largest Winning Trade | 307395 | 307395 | 74096 | 27831925 | 27831925 | 19550582 |
Largest Losing Trade | -34434 | -31061 | -34434 | -15925267 | -7429122 | -15925267 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 68 | 62 | 75 | 68 | 62 | 75 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 10776 | 4924 | 5852 | 10776 | 4924 | 5852 |
Profit Streak | 14.5196 | 14.5196 | 14.6863 | 14.5196 | 14.5196 | 14.6863 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24564 | -90170 | -238158 | -28623 | 410067 | -579495 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10943, "evaluation_days": 1823.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758313695470, "expiration_time": 1763039376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1081968.323749257, 919507.0843835775, 162461.2393656802, 33900349.85350864, 44986952.66815692, -11086602.814648334 ], [ 1081.968324, 919.507084, 162.461239, 33900.349854, 44986.952668, -11086.602815 ], [ 0.59324, 0.504163, 0.089077, 0.320111, 0.335636, 0 ], [ 775.929428, 775.929428, 775.929428, 775.929428, 775.929428, 775.929428 ], [ -92669, -55065, -57792, -43517204, -25060131, -36236841 ], [ 2.276182, 3.418082, 1.347471, 1.163696, 1.50364, 0.905862 ], [ 214, 107, 107, 214, 107, 107 ], [ 108, 54, 54, 108, 54, 54 ], [ 106, 53, 53, 106, 53, 53 ], [ 50.46729, 50.46729, 50.46729, 50.46729, 50.46729, 50.46729 ], [ 2.234031, 3.354784, 1.322518, 1.142146, 1.475795, 0.889087 ], [ 307395, 307395, 74096, 27831925, 27831925, 19550582 ], [ -34434, -31061, -34434, -15925267, -7429122, -15925267 ], [ 50, 46, 54, 50, 46, 54 ], [ 68, 62, 75, 68, 62, 75 ], [ 31, 29, 33, 31, 29, 33 ], [ 10776, 4924, 5852, 10776, 4924, 5852 ], [ 14.519623, 14.519623, 14.68629, 14.519623, 14.519623, 14.68629 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24564, -90170, -238158, -28623, 410067, -579495 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10943, "evaluation_days": 1823.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758313695470, "expiration_time": 1763039376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
# | 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) |
---|