Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317459.6909 | 1289521.2552 | 27938.4358 | 859284.6035 | 1286516.786 | -427232.1825 |
Total P&L (%) | 1317.4597 | 1289.5213 | 27.9384 | 859.2846 | 1286.5168 | -427.2322 |
Avg Daily Profit (%) | 0.7213 | 0.706 | 0.0153 | 0.1239 | 0.1441 | 0 |
Buy And Hold Return (%) | 735.6256 | 735.6256 | 735.6256 | 735.6256 | 735.6256 | 735.6256 |
Max Trade Drawdown | -164321 | -141816 | -96607 | -1523547 | -1216136 | -1339205 |
Profit Factor | 3.1277 | 4.5428 | 1.1095 | 1.1365 | 1.3424 | 0.8318 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 52.1127 | 45.7143 | 58.3333 | 52.1127 | 45.7143 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.8741 | 5.3946 | 0.7925 | 1.0443 | 1.5942 | 0.5941 |
Largest Winning Trade | 1024555 | 1024555 | 32750 | 1080062 | 1080062 | 388246 |
Largest Losing Trade | -54430 | -51180 | -54430 | -848121 | -848121 | -622780 |
Avg Bars in Trades | 98 | 139 | 58 | 98 | 139 | 58 |
Avg Bars in Winners | 101 | 149 | 65 | 101 | 149 | 65 |
Avg Bars in Losers | 95 | 132 | 49 | 95 | 132 | 49 |
Bars Traded | 7005 | 4897 | 2108 | 7005 | 4897 | 2108 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80538 | 345963 | -438883 | -301853 | -9093 | -579699 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605722400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758552111478, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } } }
{ "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": [ [ 1317459.6909350576, 1289521.255173463, 27938.4357615951, 859284.603543077, 1286516.7860463676, -427232.18250329 ], [ 1317.459691, 1289.521255, 27.938436, 859.284604, 1286.516786, -427.232183 ], [ 0.721303, 0.706007, 0.015296, 0.123866, 0.144061, 0 ], [ 735.625584, 735.625584, 735.625584, 735.625584, 735.625584, 735.625584 ], [ -164321, -141816, -96607, -1523547, -1216136, -1339205 ], [ 3.127718, 4.542817, 1.109474, 1.136468, 1.342444, 0.831779 ], [ 71, 35, 36, 71, 35, 36 ], [ 37, 16, 21, 37, 16, 21 ], [ 34, 19, 15, 34, 19, 15 ], [ 52.112676, 45.714286, 58.333333, 52.112676, 45.714286, 58.333333 ], [ 2.874119, 5.394596, 0.792481, 1.044322, 1.594152, 0.594128 ], [ 1024555, 1024555, 32750, 1080062, 1080062, 388246 ], [ -54430, -51180, -54430, -848121, -848121, -622780 ], [ 98, 139, 58, 98, 139, 58 ], [ 101, 149, 65, 101, 149, 65 ], [ 95, 132, 49, 95, 132, 49 ], [ 7005, 4897, 2108, 7005, 4897, 2108 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -80538, 345963, -438883, -301853, -9093, -579699 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605722400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758552111478, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } } }
# | 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) |
---|