Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193527.4105 | 1152498.2501 | 41029.1605 | 2906135.7106 | 2933565.5441 | -27429.8335 |
Total P&L (%) | 1193.5274 | 1152.4983 | 41.0292 | 2906.1357 | 2933.5655 | -27.4298 |
Avg Daily Profit (%) | 0.6588 | 0.6361 | 0.0226 | 0.188 | 0.1885 | -0.0177 |
Buy And Hold Return (%) | 501.0436 | 501.0436 | 501.0436 | 501.0436 | 501.0436 | 501.0436 |
Max Trade Drawdown | -120500 | -54341 | -136514 | -1928249 | -698470 | -1541974 |
Profit Factor | 2.4862 | 4.6992 | 1.0835 | 1.3307 | 1.8658 | 0.9949 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 35.545 | 35.8491 | 35.2381 | 35.545 | 35.8491 | 35.2381 |
Ratio Avg Win / Avg Loss | 4.5083 | 8.4092 | 1.9913 | 2.413 | 3.3389 | 1.8285 |
Largest Winning Trade | 759372 | 759372 | 77182 | 1445147 | 1074052 | 1445147 |
Largest Losing Trade | -27208 | -18250 | -27208 | -505071 | -315210 | -505071 |
Avg Bars in Trades | 33 | 17 | 49 | 33 | 17 | 49 |
Avg Bars in Winners | 74 | 36 | 114 | 74 | 36 | 114 |
Avg Bars in Losers | 10 | 7 | 14 | 10 | 7 | 14 |
Bars Traded | 7111 | 1868 | 5243 | 7111 | 1868 | 5243 |
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 | 282198 | 322374 | -461997 | 144039 | 187930 | -584015 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757285852454, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.68608, "nc": 0.1 } } }
{ "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": [ [ 1193527.4105466106, 1152498.2500831578, 41029.1604634529, 2906135.710568331, 2933565.544070207, -27429.8335018741 ], [ 1193.527411, 1152.49825, 41.02916, 2906.135711, 2933.565544, -27.429834 ], [ 0.65877, 0.636124, 0.022646, 0.188019, 0.188522, -0.017695 ], [ 501.043597, 501.043597, 501.043597, 501.043597, 501.043597, 501.043597 ], [ -120500, -54341, -136514, -1928249, -698470, -1541974 ], [ 2.486222, 4.699233, 1.083476, 1.330697, 1.865839, 0.99492 ], [ 211, 106, 105, 211, 106, 105 ], [ 75, 38, 37, 75, 38, 37 ], [ 136, 68, 68, 136, 68, 68 ], [ 35.545024, 35.849057, 35.238095, 35.545024, 35.849057, 35.238095 ], [ 4.508349, 8.409154, 1.991252, 2.412998, 3.33887, 1.828502 ], [ 759372, 759372, 77182, 1445147, 1074052, 1445147 ], [ -27208, -18250, -27208, -505071, -315210, -505071 ], [ 33, 17, 49, 33, 17, 49 ], [ 74, 36, 114, 74, 36, 114 ], [ 10, 7, 14, 10, 7, 14 ], [ 7111, 1868, 5243, 7111, 1868, 5243 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 282198, 322374, -461997, 144039, 187930, -584015 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757285852454, "expiration_time": 1761964056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.68608, "nc": 0.1 } } }
# | 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) |
---|