Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189338.9582 | 106957.4983 | 82381.4599 | 299782.9569 | 149966.8156 | 149816.1412 |
Total P&L (%) | 189.339 | 106.9575 | 82.3815 | 299.783 | 149.9668 | 149.8161 |
Avg Daily Profit (%) | 0.3635 | 0.2054 | 0.1582 | 0.2664 | 0.1761 | 0.1759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69939 | -58738 | -50666 | -217217 | -195498 | -103164 |
Profit Factor | 1.5293 | 1.6249 | 1.4416 | 1.3373 | 1.3477 | 1.3274 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 57.8947 | 56.5789 | 59.2105 | 57.8947 | 56.5789 | 59.2105 |
Ratio Avg Win / Avg Loss | 1.1122 | 1.247 | 0.9931 | 0.9726 | 1.0343 | 0.9144 |
Largest Winning Trade | 22341 | 22341 | 17708 | 60693 | 44580 | 60693 |
Largest Losing Trade | -25469 | -24398 | -25469 | -55995 | -48071 | -55995 |
Avg Bars in Trades | 160 | 176 | 143 | 160 | 176 | 143 |
Avg Bars in Winners | 159 | 176 | 142 | 159 | 176 | 142 |
Avg Bars in Losers | 161 | 177 | 144 | 161 | 177 | 144 |
Bars Traded | 24347 | 13434 | 10912 | 24347 | 13434 | 10912 |
Profit Streak | 2.7115 | 25.9407 | 0 | 2.7115 | 25.9407 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372098 | -37722 | -42009 | 239981 | -39562 | -42555 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712761200000, "first_datapoint_time": 1713153600000, "last_datapoint_time": 1757759400000, "evaluation_time": 1757759673859, "expiration_time": 1764239400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 189338.9581833911, 106957.4983134092, 82381.4598699817, 299782.9568774359, 149966.8156434053, 149816.1412340307 ], [ 189.338958, 106.957498, 82.38146, 299.782957, 149.966816, 149.816141 ], [ 0.363533, 0.20536, 0.158173, 0.26642, 0.176058, 0.175942 ], [ 10, 10, 10, 10, 10, 10 ], [ -69939, -58738, -50666, -217217, -195498, -103164 ], [ 1.52927, 1.624863, 1.441566, 1.337283, 1.347747, 1.327421 ], [ 152, 76, 76, 152, 76, 76 ], [ 88, 43, 45, 88, 43, 45 ], [ 64, 33, 31, 64, 33, 31 ], [ 57.894737, 56.578947, 59.210526, 57.894737, 56.578947, 59.210526 ], [ 1.112196, 1.246988, 0.993079, 0.97257, 1.034317, 0.914446 ], [ 22341, 22341, 17708, 60693, 44580, 60693 ], [ -25469, -24398, -25469, -55995, -48071, -55995 ], [ 160, 176, 143, 160, 176, 143 ], [ 159, 176, 142, 159, 176, 142 ], [ 161, 177, 144, 161, 177, 144 ], [ 24347, 13434, 10912, 24347, 13434, 10912 ], [ 2.711503, 25.94067, 0, 2.711503, 25.94067, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372098, -37722, -42009, 239981, -39562, -42555 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712761200000, "first_datapoint_time": 1713153600000, "last_datapoint_time": 1757759400000, "evaluation_time": 1757759673859, "expiration_time": 1764239400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
# | 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) |
---|