Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435480.0789 | 1428887.4377 | 6592.6412 | 554491.8557 | 1158981.2877 | -604489.4321 |
Total P&L (%) | 1435.4801 | 1428.8874 | 6.5926 | 554.4919 | 1158.9813 | -604.4894 |
Avg Daily Profit (%) | 0.7923 | 0.7887 | 0.0036 | 0.1037 | 0.1399 | 0 |
Buy And Hold Return (%) | 564.8252 | 564.8252 | 564.8252 | 564.8252 | 564.8252 | 564.8252 |
Max Trade Drawdown | -134647 | -123520 | -86737 | -2569509 | -2206948 | -1574575 |
Profit Factor | 3.297 | 4.6564 | 1.0282 | 1.0623 | 1.2122 | 0.8241 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 42.4242 | 52.9412 | 47.7612 | 42.4242 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.6061 | 6.3194 | 0.9139 | 1.1619 | 1.6452 | 0.7326 |
Largest Winning Trade | 1102738 | 1102738 | 37814 | 1571695 | 1571695 | 525141 |
Largest Losing Trade | -53630 | -53630 | -52120 | -992765 | -992765 | -776468 |
Avg Bars in Trades | 104 | 149 | 61 | 104 | 149 | 61 |
Avg Bars in Winners | 113 | 163 | 75 | 113 | 163 | 75 |
Avg Bars in Losers | 96 | 138 | 45 | 96 | 138 | 45 |
Bars Traded | 7003 | 4919 | 2084 | 7003 | 4919 | 2084 |
Profit Streak | 0 | 37.6465 | 0 | 0 | 37.6465 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106263 | 527651 | -544590 | -493966 | -14165 | -580413 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605700800000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757280659004, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "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": [ [ 1435480.0788824118, 1428887.437724967, 6592.6411574449, 554491.8556689646, 1158981.2877486292, -604489.4320796645 ], [ 1435.480079, 1428.887438, 6.592641, 554.491856, 1158.981288, -604.489432 ], [ 0.792317, 0.788678, 0.003639, 0.103748, 0.139901, 0 ], [ 564.825196, 564.825196, 564.825196, 564.825196, 564.825196, 564.825196 ], [ -134647, -123520, -86737, -2569509, -2206948, -1574575 ], [ 3.297001, 4.656371, 1.028156, 1.062314, 1.212231, 0.824141 ], [ 67, 33, 34, 67, 33, 34 ], [ 32, 14, 18, 32, 14, 18 ], [ 35, 19, 16, 35, 19, 16 ], [ 47.761194, 42.424242, 52.941176, 47.761194, 42.424242, 52.941176 ], [ 3.606095, 6.319361, 0.913917, 1.161906, 1.645171, 0.73257 ], [ 1102738, 1102738, 37814, 1571695, 1571695, 525141 ], [ -53630, -53630, -52120, -992765, -992765, -776468 ], [ 104, 149, 61, 104, 149, 61 ], [ 113, 163, 75, 113, 163, 75 ], [ 96, 138, 45, 96, 138, 45 ], [ 7003, 4919, 2084, 7003, 4919, 2084 ], [ 0, 37.646516, 0, 0, 37.646516, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106263, 527651, -544590, -493966, -14165, -580413 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1605700800000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757280659004, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 227, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "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) |
---|