Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190914.1138 | 1131532.054 | 59382.0597 | 3312966.0192 | 2569516.1802 | 743449.839 |
Total P&L (%) | 1190.9141 | 1131.5321 | 59.3821 | 3312.966 | 2569.5162 | 743.4498 |
Avg Daily Profit (%) | 0.6519 | 0.6194 | 0.0325 | 0.1934 | 0.18 | 0.1168 |
Buy And Hold Return (%) | 747.3762 | 747.3762 | 747.3762 | 747.3762 | 747.3762 | 747.3762 |
Max Trade Drawdown | -113689 | -92475 | -108176 | -2044524 | -1510130 | -1395115 |
Profit Factor | 3.4408 | 5.4777 | 1.2525 | 1.4342 | 1.6347 | 1.2076 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 50 | 42.2222 | 57.7778 | 50 | 42.2222 | 57.7778 |
Ratio Avg Win / Avg Loss | 3.4408 | 7.4957 | 0.9153 | 1.4342 | 2.2369 | 0.8825 |
Largest Winning Trade | 512933 | 512933 | 53048 | 2625179 | 2625179 | 1193346 |
Largest Losing Trade | -52939 | -52939 | -33639 | -1233224 | -661664 | -1233224 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 102 | 116 | 92 | 102 | 116 | 92 |
Avg Bars in Losers | 53 | 49 | 60 | 53 | 49 | 60 |
Bars Traded | 7028 | 3485 | 3544 | 7028 | 3485 | 3544 |
Profit Streak | 8.3868 | 51.8868 | 8.3868 | 8.3868 | 51.8868 | 8.3868 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368903 | 276041 | -315368 | 302881 | 225678 | -202840 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7307, "evaluation_days": 1826.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605722400000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758575818244, "expiration_time": 1763298936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 203 } }, "second_band": { "type": "kcb", "factors": { "length": 205, "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": [ [ 1190914.1137543442, 1131532.0540101654, 59382.0597441785, 3312966.0191973047, 2569516.1801720853, 743449.8390252201 ], [ 1190.914114, 1131.532054, 59.38206, 3312.966019, 2569.51618, 743.449839 ], [ 0.651931, 0.619424, 0.032507, 0.193435, 0.179961, 0.116796 ], [ 747.376152, 747.376152, 747.376152, 747.376152, 747.376152, 747.376152 ], [ -113689, -92475, -108176, -2044524, -1510130, -1395115 ], [ 3.440825, 5.477653, 1.252466, 1.434195, 1.634671, 1.207577 ], [ 90, 45, 45, 90, 45, 45 ], [ 45, 19, 26, 45, 19, 26 ], [ 45, 26, 19, 45, 26, 19 ], [ 50, 42.222222, 57.777778, 50, 42.222222, 57.777778 ], [ 3.440825, 7.495736, 0.915264, 1.434195, 2.236918, 0.88246 ], [ 512933, 512933, 53048, 2625179, 2625179, 1193346 ], [ -52939, -52939, -33639, -1233224, -661664, -1233224 ], [ 78, 77, 78, 78, 77, 78 ], [ 102, 116, 92, 102, 116, 92 ], [ 53, 49, 60, 53, 49, 60 ], [ 7028, 3485, 3544, 7028, 3485, 3544 ], [ 8.386785, 51.886785, 8.386785, 8.386785, 51.886785, 8.386785 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368903, 276041, -315368, 302881, 225678, -202840 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7307, "evaluation_days": 1826.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605722400000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758575818244, "expiration_time": 1763298936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 203 } }, "second_band": { "type": "kcb", "factors": { "length": 205, "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) |
---|