Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559635.0616 | 562672.3704 | -3037.3088 | 1284562.9326 | 2156370.2998 | -871807.3672 |
Total P&L (%) | 559.6351 | 562.6724 | -3.0373 | 1284.5629 | 2156.3703 | -871.8074 |
Avg Daily Profit (%) | 0.3084 | 0.3101 | -0.0017 | 0.1449 | 0.1719 | 0 |
Buy And Hold Return (%) | 682.2521 | 682.2521 | 682.2521 | 682.2521 | 682.2521 | 682.2521 |
Max Trade Drawdown | -116474 | -22371 | -122483 | -858988 | -341759 | -1436776 |
Profit Factor | 2.5716 | 8.2316 | 0.9891 | 1.3601 | 4.1108 | 0.6966 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 31.1475 | 41.9355 | 20 | 31.1475 | 41.9355 | 20 |
Ratio Avg Win / Avg Loss | 5.6846 | 11.3976 | 3.9563 | 3.0066 | 5.6918 | 2.7865 |
Largest Winning Trade | 191721 | 191721 | 84641 | 1058300 | 1058300 | 643858 |
Largest Losing Trade | -29899 | -9414 | -29899 | -625923 | -96019 | -625923 |
Avg Bars in Trades | 109 | 28 | 192 | 109 | 28 | 192 |
Avg Bars in Winners | 287 | 57 | 787 | 287 | 57 | 787 |
Avg Bars in Losers | 28 | 7 | 43 | 28 | 7 | 43 |
Bars Traded | 6659 | 882 | 5777 | 6659 | 882 | 5777 |
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 | -325519 | -151169 | -629899 | -178856 | 326653 | -629899 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604642400000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757511494492, "expiration_time": 1762208784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 181, "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": [ [ 559635.0615958289, 562672.3703833087, -3037.3087874797, 1284562.9326338267, 2156370.299843926, -871807.3672101006 ], [ 559.635062, 562.67237, -3.037309, 1284.562933, 2156.3703, -871.807367 ], [ 0.308424, 0.310098, -0.001674, 0.144937, 0.171894, 0 ], [ 682.252071, 682.252071, 682.252071, 682.252071, 682.252071, 682.252071 ], [ -116474, -22371, -122483, -858988, -341759, -1436776 ], [ 2.571606, 8.231582, 0.989086, 1.360146, 4.110765, 0.696614 ], [ 61, 31, 30, 61, 31, 30 ], [ 19, 13, 6, 19, 13, 6 ], [ 42, 18, 24, 42, 18, 24 ], [ 31.147541, 41.935484, 20, 31.147541, 41.935484, 20 ], [ 5.684602, 11.397575, 3.956342, 3.006638, 5.691829, 2.786455 ], [ 191721, 191721, 84641, 1058300, 1058300, 643858 ], [ -29899, -9414, -29899, -625923, -96019, -625923 ], [ 109, 28, 192, 109, 28, 192 ], [ 287, 57, 787, 287, 57, 787 ], [ 28, 7, 43, 28, 7, 43 ], [ 6659, 882, 5777, 6659, 882, 5777 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -325519, -151169, -629899, -178856, 326653, -629899 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1604642400000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757511494492, "expiration_time": 1762208784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 181, "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) |
---|