Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101423.8596 | 47237.2907 | 54186.5689 | 94521.3487 | 44210.0222 | 50311.3265 |
Total P&L (%) | 101.4239 | 47.2373 | 54.1866 | 94.5213 | 44.21 | 50.3113 |
Avg Daily Profit (%) | 0.1947 | 0.0907 | 0.104 | 0.1278 | 0.0703 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46764 | -44203 | -32222 | -45199 | -48525 | -44704 |
Profit Factor | 1.3432 | 1.3141 | 1.3733 | 1.3078 | 1.2909 | 1.3244 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 60.9375 | 57.8125 | 64.0625 | 60.9375 | 57.8125 | 64.0625 |
Ratio Avg Win / Avg Loss | 0.861 | 0.9589 | 0.7704 | 0.8384 | 0.942 | 0.743 |
Largest Winning Trade | 20540 | 20540 | 16035 | 16289 | 16289 | 15727 |
Largest Losing Trade | -23867 | -20634 | -23867 | -39011 | -21018 | -39011 |
Avg Bars in Trades | 189 | 206 | 172 | 189 | 206 | 172 |
Avg Bars in Winners | 133 | 140 | 126 | 133 | 140 | 126 |
Avg Bars in Losers | 276 | 297 | 252 | 276 | 297 | 252 |
Bars Traded | 24250 | 13232 | 11018 | 24250 | 13232 | 11018 |
Profit Streak | 35.7447 | 42.7655 | 35.7447 | 35.7447 | 42.7655 | 35.7447 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329760 | -212093 | -192667 | -20992 | -239677 | -227571 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713117600000, "first_datapoint_time": 1713542400000, "last_datapoint_time": 1758115800000, "evaluation_time": 1758117138292, "expiration_time": 1764595800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 237, "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": [ [ 101423.8596210549, 47237.2907464479, 54186.5688746069, 94521.3487329689, 44210.0221953937, 50311.3265375751 ], [ 101.42386, 47.237291, 54.186569, 94.521349, 44.210022, 50.311327 ], [ 0.194735, 0.090696, 0.104039, 0.127834, 0.070316, 0.078279 ], [ 10, 10, 10, 10, 10, 10 ], [ -46764, -44203, -32222, -45199, -48525, -44704 ], [ 1.343161, 1.314071, 1.373303, 1.30784, 1.290908, 1.324434 ], [ 128, 64, 64, 128, 64, 64 ], [ 78, 37, 41, 78, 37, 41 ], [ 50, 27, 23, 50, 27, 23 ], [ 60.9375, 57.8125, 64.0625, 60.9375, 57.8125, 64.0625 ], [ 0.861001, 0.958917, 0.770389, 0.838359, 0.942014, 0.742975 ], [ 20540, 20540, 16035, 16289, 16289, 15727 ], [ -23867, -20634, -23867, -39011, -21018, -39011 ], [ 189, 206, 172, 189, 206, 172 ], [ 133, 140, 126, 133, 140, 126 ], [ 276, 297, 252, 276, 297, 252 ], [ 24250, 13232, 11018, 24250, 13232, 11018 ], [ 35.744656, 42.765489, 35.744656, 35.744656, 42.765489, 35.744656 ], [ 11, 7, 5, 11, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329760, -212093, -192667, -20992, -239677, -227571 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713117600000, "first_datapoint_time": 1713542400000, "last_datapoint_time": 1758115800000, "evaluation_time": 1758117138292, "expiration_time": 1764595800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 237, "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) |
---|