Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182613.0284 | 1138200.8747 | 44412.1536 | 2190320.0056 | 2177823.7746 | 12496.231 |
Total P&L (%) | 1182.613 | 1138.2009 | 44.4122 | 2190.32 | 2177.8238 | 12.4962 |
Avg Daily Profit (%) | 0.6515 | 0.627 | 0.0245 | 0.1727 | 0.1724 | 0.0065 |
Buy And Hold Return (%) | 567.7494 | 567.7494 | 567.7494 | 567.7494 | 567.7494 | 567.7494 |
Max Trade Drawdown | -113996 | -67424 | -94733 | -1423528 | -1137463 | -754048 |
Profit Factor | 3.1427 | 5.0724 | 1.163 | 1.3713 | 1.728 | 1.0043 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 37.3494 | 36.5854 | 38.0952 | 37.3494 | 36.5854 | 38.0952 |
Ratio Avg Win / Avg Loss | 5.2716 | 8.7922 | 1.8899 | 2.3003 | 2.9953 | 1.632 |
Largest Winning Trade | 653652 | 653652 | 72932 | 1616190 | 1616190 | 681353 |
Largest Losing Trade | -36630 | -36630 | -36362 | -467764 | -467764 | -294400 |
Avg Bars in Trades | 127 | 125 | 128 | 127 | 125 | 128 |
Avg Bars in Winners | 221 | 222 | 221 | 221 | 222 | 221 |
Avg Bars in Losers | 71 | 70 | 71 | 71 | 70 | 71 |
Bars Traded | 10578 | 5165 | 5413 | 10578 | 5165 | 5413 |
Profit Streak | 0 | 103.2895 | 0 | 0 | 103.2895 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 193296 | 304403 | -370648 | 32004 | 161486 | -569209 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10891, "evaluation_days": 1815.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757573815929, "expiration_time": 1762268112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "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": [ [ 1182613.028355709, 1138200.8747205045, 44412.1536352043, 2190320.00561212, 2177823.7745789457, 12496.2310331753 ], [ 1182.613028, 1138.200875, 44.412154, 2190.320006, 2177.823775, 12.496231 ], [ 0.651516, 0.627049, 0.024467, 0.172655, 0.172353, 0.006487 ], [ 567.74942, 567.74942, 567.74942, 567.74942, 567.74942, 567.74942 ], [ -113996, -67424, -94733, -1423528, -1137463, -754048 ], [ 3.142676, 5.072425, 1.163014, 1.371309, 1.72804, 1.004298 ], [ 83, 41, 42, 83, 41, 42 ], [ 31, 15, 16, 31, 15, 16 ], [ 52, 26, 26, 52, 26, 26 ], [ 37.349398, 36.585366, 38.095238, 37.349398, 36.585366, 38.095238 ], [ 5.271585, 8.792203, 1.889898, 2.30026, 2.99527, 1.631984 ], [ 653652, 653652, 72932, 1616190, 1616190, 681353 ], [ -36630, -36630, -36362, -467764, -467764, -294400 ], [ 127, 125, 128, 127, 125, 128 ], [ 221, 222, 221, 221, 222, 221 ], [ 71, 70, 71, 71, 70, 71 ], [ 10578, 5165, 5413, 10578, 5165, 5413 ], [ 0, 103.289536, 0, 0, 103.289536, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 193296, 304403, -370648, 32004, 161486, -569209 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10891, "evaluation_days": 1815.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757573815929, "expiration_time": 1762268112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "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) |
---|