Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283635.733 | 1293180.3916 | -9544.6586 | 490463.2014 | 1021013.5724 | -530550.371 |
Total P&L (%) | 1283.6357 | 1293.1804 | -9.5447 | 490.4632 | 1021.0136 | -530.5504 |
Avg Daily Profit (%) | 0.7045 | 0.7098 | -0.0052 | 0.0975 | 0.1327 | 0 |
Buy And Hold Return (%) | 717.5645 | 717.5645 | 717.5645 | 717.5645 | 717.5645 | 717.5645 |
Max Trade Drawdown | -117062 | -129054 | -126036 | -2082966 | -1686608 | -1094729 |
Profit Factor | 3.1333 | 5.3464 | 0.9686 | 1.0918 | 1.3702 | 0.7948 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 39.1304 | 44.6809 | 41.9355 | 39.1304 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.3385 | 8.3166 | 1.1992 | 1.5117 | 2.1314 | 0.984 |
Largest Winning Trade | 765373 | 765373 | 64788 | 2042669 | 2042669 | 596574 |
Largest Losing Trade | -44688 | -31770 | -44688 | -551208 | -551208 | -549022 |
Avg Bars in Trades | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Winners | 116 | 117 | 115 | 116 | 117 | 115 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 6859 | 3397 | 3461 | 6859 | 3397 | 3461 |
Profit Streak | 0 | 319.1983 | 0 | 0 | 319.1983 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257498 | 340891 | -581098 | -349918 | -50766 | -582765 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7288, "evaluation_days": 1822, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758170730537, "expiration_time": 1762876224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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": [ [ 1283635.732965633, 1293180.3915786, -9544.6586129675, 490463.2013962897, 1021013.5724342973, -530550.3710380087 ], [ 1283.635733, 1293.180392, -9.544659, 490.463201, 1021.013572, -530.550371 ], [ 0.70452, 0.709759, -0.005239, 0.097508, 0.132734, 0 ], [ 717.564531, 717.564531, 717.564531, 717.564531, 717.564531, 717.564531 ], [ -117062, -129054, -126036, -2082966, -1686608, -1094729 ], [ 3.133343, 5.346365, 0.968621, 1.091781, 1.370159, 0.794801 ], [ 93, 46, 47, 93, 46, 47 ], [ 39, 18, 21, 39, 18, 21 ], [ 54, 28, 26, 54, 28, 26 ], [ 41.935484, 39.130435, 44.680851, 41.935484, 39.130435, 44.680851 ], [ 4.338474, 8.316567, 1.199245, 1.511697, 2.131359, 0.98404 ], [ 765373, 765373, 64788, 2042669, 2042669, 596574 ], [ -44688, -31770, -44688, -551208, -551208, -549022 ], [ 73, 73, 73, 73, 73, 73 ], [ 116, 117, 115, 116, 117, 115 ], [ 42, 45, 39, 42, 45, 39 ], [ 6859, 3397, 3461, 6859, 3397, 3461 ], [ 0, 319.19827, 0, 0, 319.19827, 0 ], [ 0, 5, 0, 0, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 257498, 340891, -581098, -349918, -50766, -582765 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7288, "evaluation_days": 1822, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758170730537, "expiration_time": 1762876224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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) |
---|