Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425358.8678 | 1389278.2216 | 36080.6462 | 1215058.8948 | 1224563.6081 | -9504.7133 |
Total P&L (%) | 1425.3589 | 1389.2782 | 36.0806 | 1215.0589 | 1224.5636 | -9.5047 |
Avg Daily Profit (%) | 0.7835 | 0.7637 | 0.0198 | 0.1417 | 0.1421 | -0.0055 |
Buy And Hold Return (%) | 629.6771 | 629.6771 | 629.6771 | 629.6771 | 629.6771 | 629.6771 |
Max Trade Drawdown | -100821 | -124713 | -42152 | -2559296 | -2077420 | -887938 |
Profit Factor | 2.6118 | 3.5237 | 1.1081 | 1.1031 | 1.1707 | 0.9979 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 128 | 52 | 76 | 128 | 52 | 76 |
Losing Trades | 183 | 103 | 80 | 183 | 103 | 80 |
Profitability (%) | 41.1576 | 33.5484 | 48.7179 | 41.1576 | 33.5484 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.7341 | 6.9796 | 1.1664 | 1.5771 | 2.3189 | 1.0505 |
Largest Winning Trade | 818519 | 818519 | 35169 | 2060179 | 2060179 | 456023 |
Largest Losing Trade | -24961 | -24961 | -16102 | -627145 | -627145 | -545292 |
Avg Bars in Trades | 33 | 51 | 16 | 33 | 51 | 16 |
Avg Bars in Winners | 54 | 102 | 21 | 54 | 102 | 21 |
Avg Bars in Losers | 19 | 25 | 11 | 19 | 25 | 11 |
Bars Traded | 10426 | 7921 | 2505 | 10426 | 7921 | 2505 |
Profit Streak | 0 | 80.6708 | 0 | 0 | 80.6708 | 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 | 398246 | 319538 | -433729 | -118609 | -46970 | -579070 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10915, "evaluation_days": 1819.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1757908800000, "evaluation_time": 1757909155284, "expiration_time": 1762624080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1425358.8677815045, 1389278.221560946, 36080.6462205572, 1215058.894763686, 1224563.60806433, -9504.7133006447 ], [ 1425.358868, 1389.278222, 36.080646, 1215.058895, 1224.563608, -9.504713 ], [ 0.783522, 0.763688, 0.019834, 0.141729, 0.142125, -0.00549 ], [ 629.677149, 629.677149, 629.677149, 629.677149, 629.677149, 629.677149 ], [ -100821, -124713, -42152, -2559296, -2077420, -887938 ], [ 2.611828, 3.523665, 1.108087, 1.103086, 1.170701, 0.99794 ], [ 311, 155, 156, 311, 155, 156 ], [ 128, 52, 76, 128, 52, 76 ], [ 183, 103, 80, 183, 103, 80 ], [ 41.157556, 33.548387, 48.717949, 41.157556, 33.548387, 48.717949 ], [ 3.734098, 6.979567, 1.166407, 1.577068, 2.318888, 1.050463 ], [ 818519, 818519, 35169, 2060179, 2060179, 456023 ], [ -24961, -24961, -16102, -627145, -627145, -545292 ], [ 33, 51, 16, 33, 51, 16 ], [ 54, 102, 21, 54, 102, 21 ], [ 19, 25, 11, 19, 25, 11 ], [ 10426, 7921, 2505, 10426, 7921, 2505 ], [ 0, 80.670779, 0, 0, 80.670779, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398246, 319538, -433729, -118609, -46970, -579070 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10915, "evaluation_days": 1819.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1757908800000, "evaluation_time": 1757909155284, "expiration_time": 1762624080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 4 } } }
# | 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) |
---|