Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565810.1855 | 581736.4129 | -15926.2274 | 948066.3876 | 2821893.4577 | -1873827.0702 |
Total P&L (%) | 565.8102 | 581.7364 | -15.9262 | 948.0664 | 2821.8935 | -1873.8271 |
Avg Daily Profit (%) | 0.31 | 0.3188 | -0.0087 | 0.1288 | 0.1851 | 0 |
Buy And Hold Return (%) | 720.6339 | 720.6339 | 720.6339 | 720.6339 | 720.6339 | 720.6339 |
Max Trade Drawdown | -158425 | -34637 | -133536 | -2108067 | -574570 | -2130057 |
Profit Factor | 2.3661 | 7.0802 | 0.95 | 1.1615 | 3.3177 | 0.5972 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 32.7586 | 41.3793 | 24.1379 | 32.7586 | 41.3793 | 24.1379 |
Ratio Avg Win / Avg Loss | 4.8568 | 10.0302 | 2.9857 | 2.3842 | 4.7 | 1.8768 |
Largest Winning Trade | 181649 | 181649 | 75021 | 1376027 | 1376027 | 1029461 |
Largest Losing Trade | -36058 | -16895 | -36058 | -788186 | -205297 | -788186 |
Avg Bars in Trades | 118 | 29 | 207 | 118 | 29 | 207 |
Avg Bars in Winners | 270 | 55 | 639 | 270 | 55 | 639 |
Avg Bars in Losers | 43 | 10 | 69 | 43 | 10 | 69 |
Bars Traded | 6860 | 855 | 6005 | 6860 | 855 | 6005 |
Profit Streak | 0 | 53.44 | 0 | 0 | 53.44 | 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 | -338775 | -150763 | -611669 | -316424 | 338018 | -611669 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7300, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758429214858, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 29, "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": [ [ 565810.1854896691, 581736.4128700799, -15926.2273804106, 948066.3875650167, 2821893.4577208767, -1873827.0701558606 ], [ 565.810185, 581.736413, -15.926227, 948.066388, 2821.893458, -1873.82707 ], [ 0.310033, 0.31876, -0.008727, 0.128824, 0.185093, 0 ], [ 720.633934, 720.633934, 720.633934, 720.633934, 720.633934, 720.633934 ], [ -158425, -34637, -133536, -2108067, -574570, -2130057 ], [ 2.36613, 7.080165, 0.949995, 1.161536, 3.317668, 0.597157 ], [ 58, 29, 29, 58, 29, 29 ], [ 19, 12, 7, 19, 12, 7 ], [ 39, 17, 22, 39, 17, 22 ], [ 32.758621, 41.37931, 24.137931, 32.758621, 41.37931, 24.137931 ], [ 4.856793, 10.030233, 2.985698, 2.384206, 4.70003, 1.876779 ], [ 181649, 181649, 75021, 1376027, 1376027, 1029461 ], [ -36058, -16895, -36058, -788186, -205297, -788186 ], [ 118, 29, 207, 118, 29, 207 ], [ 270, 55, 639, 270, 55, 639 ], [ 43, 10, 69, 43, 10, 69 ], [ 6860, 855, 6005, 6860, 855, 6005 ], [ 0, 53.439987, 0, 0, 53.439987, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -338775, -150763, -611669, -316424, 338018, -611669 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7300, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758429214858, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 29, "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) |
---|