Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117785.7504 | 68962.6767 | 48823.0737 | 88506.0453 | 53915.5938 | 34590.4515 |
Total P&L (%) | 117.7858 | 68.9627 | 48.8231 | 88.506 | 53.9156 | 34.5905 |
Avg Daily Profit (%) | 0.2262 | 0.1324 | 0.0937 | 0.1218 | 0.0828 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79850 | -54653 | -66898 | -83058 | -58124 | -57696 |
Profit Factor | 1.2808 | 1.3409 | 1.2248 | 1.2319 | 1.3011 | 1.1708 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 62.2093 | 62.7907 | 61.6279 | 62.2093 | 62.7907 | 61.6279 |
Ratio Avg Win / Avg Loss | 0.778 | 0.7946 | 0.7626 | 0.7484 | 0.771 | 0.729 |
Largest Winning Trade | 19045 | 16577 | 19045 | 15798 | 14420 | 15798 |
Largest Losing Trade | -28570 | -28570 | -26108 | -27393 | -27393 | -24488 |
Avg Bars in Trades | 142 | 144 | 139 | 142 | 144 | 139 |
Avg Bars in Winners | 102 | 102 | 103 | 102 | 102 | 103 |
Avg Bars in Losers | 206 | 216 | 197 | 206 | 216 | 197 |
Bars Traded | 24458 | 12465 | 11993 | 24458 | 12465 | 11993 |
Profit Streak | 6.3186 | 24.7978 | 6.3186 | 6.3186 | 24.7978 | 6.3186 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347021 | -15075 | -69713 | -28916 | -82425 | -152185 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712718000000, "first_datapoint_time": 1713159000000, "last_datapoint_time": 1757716200000, "evaluation_time": 1757716729443, "expiration_time": 1764196200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 188, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 155 } } }
{ "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": [ [ 117785.7503908932, 68962.676717486, 48823.0736734071, 88506.0452578075, 53915.593760194, 34590.4514976134 ], [ 117.78575, 68.962677, 48.823074, 88.506045, 53.915594, 34.590451 ], [ 0.22615, 0.132409, 0.093741, 0.121795, 0.082832, 0.057053 ], [ 10, 10, 10, 10, 10, 10 ], [ -79850, -54653, -66898, -83058, -58124, -57696 ], [ 1.280769, 1.340876, 1.224783, 1.231917, 1.301056, 1.170784 ], [ 172, 86, 86, 172, 86, 86 ], [ 107, 54, 53, 107, 54, 53 ], [ 65, 32, 33, 65, 32, 33 ], [ 62.209302, 62.790698, 61.627907, 62.209302, 62.790698, 61.627907 ], [ 0.778037, 0.794593, 0.762601, 0.748361, 0.770996, 0.728979 ], [ 19045, 16577, 19045, 15798, 14420, 15798 ], [ -28570, -28570, -26108, -27393, -27393, -24488 ], [ 142, 144, 139, 142, 144, 139 ], [ 102, 102, 103, 102, 102, 103 ], [ 206, 216, 197, 206, 216, 197 ], [ 24458, 12465, 11993, 24458, 12465, 11993 ], [ 6.318628, 24.797794, 6.318628, 6.318628, 24.797794, 6.318628 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347021, -15075, -69713, -28916, -82425, -152185 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712718000000, "first_datapoint_time": 1713159000000, "last_datapoint_time": 1757716200000, "evaluation_time": 1757716729443, "expiration_time": 1764196200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 188, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 155 } } }
# | 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) |
---|