Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1437262.8111 | -16784.4981 | -1420478.313 | -4042820.9528 | -10352312.9901 | 6309492.0372 |
Total P&L (%) | -1437.2628 | -16.7845 | -1420.4783 | -4042.821 | -10352.313 | 6309.492 |
Avg Daily Profit (%) | -0.788 | -0.0092 | -0.7788 | 0 | 0 | 0.2284 |
Buy And Hold Return (%) | 718.849 | 718.849 | 718.849 | 718.849 | 718.849 | 718.849 |
Max Trade Drawdown | -1590761 | -164816 | -1500022 | -23484421 | -15181228 | -9654579 |
Profit Factor | 0.3026 | 0.9435 | 0.1945 | 0.9008 | 0.4901 | 1.3084 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 26 | 26 | 47 | 22 | 25 |
Losing Trades | 42 | 21 | 21 | 47 | 25 | 22 |
Profitability (%) | 55.3191 | 55.3191 | 55.3191 | 50 | 46.8085 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.2444 | 0.7621 | 0.1571 | 0.9008 | 0.557 | 1.1514 |
Largest Winning Trade | 40597 | 32757 | 40597 | 12532978 | 3045024 | 12532978 |
Largest Losing Trade | -711828 | -67238 | -711828 | -7537620 | -7537620 | -6678525 |
Avg Bars in Trades | 109 | 109 | 109 | 109 | 109 | 109 |
Avg Bars in Winners | 62 | 54 | 70 | 109 | 112 | 107 |
Avg Bars in Losers | 168 | 178 | 158 | 110 | 107 | 112 |
Bars Traded | 10315 | 5156 | 5159 | 10315 | 5156 | 5159 |
Profit Streak | 0 | 0 | 0 | 69.7969 | 69.7969 | 94.6303 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579837 | -580007 | -580007 | -579558 | -581379 | 340908 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10943, "evaluation_days": 1823.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603771200000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758323254161, "expiration_time": 1763039376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 211, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1437262.811084065, -16784.4980830635, -1420478.3130010015, -4042820.9528345866, -10352312.990063107, 6309492.037228522 ], [ -1437.262811, -16.784498, -1420.478313, -4042.820953, -10352.31299, 6309.492037 ], [ -0.788046, -0.009203, -0.778844, 0, 0, 0.228372 ], [ 718.848976, 718.848976, 718.848976, 718.848976, 718.848976, 718.848976 ], [ -1590761, -164816, -1500022, -23484421, -15181228, -9654579 ], [ 0.302552, 0.94353, 0.194519, 0.900818, 0.490142, 1.308421 ], [ 94, 47, 47, 94, 47, 47 ], [ 52, 26, 26, 47, 22, 25 ], [ 42, 21, 21, 47, 25, 22 ], [ 55.319149, 55.319149, 55.319149, 50, 46.808511, 53.191489 ], [ 0.244369, 0.762082, 0.157111, 0.900818, 0.55698, 1.151411 ], [ 40597, 32757, 40597, 12532978, 3045024, 12532978 ], [ -711828, -67238, -711828, -7537620, -7537620, -6678525 ], [ 109, 109, 109, 109, 109, 109 ], [ 62, 54, 70, 109, 112, 107 ], [ 168, 178, 158, 110, 107, 112 ], [ 10315, 5156, 5159, 10315, 5156, 5159 ], [ 0, 0, 0, 69.796923, 69.796923, 94.630256 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579837, -580007, -580007, -579558, -581379, 340908 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10943, "evaluation_days": 1823.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603771200000, "last_datapoint_time": 1758312000000, "evaluation_time": 1758323254161, "expiration_time": 1763039376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 211, "offset": 0, "scalar": 1 } } }
# | 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) |
---|