Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1419121.8233 | 1232510.8747 | 186610.9486 | 34594153.6798 | 21165968.4353 | 13428185.2445 |
Total P&L (%) | 1419.1218 | 1232.5109 | 186.6109 | 34594.1537 | 21165.9684 | 13428.1852 |
Avg Daily Profit (%) | 0.7779 | 0.6756 | 0.1023 | 0.3211 | 0.2942 | 0.2694 |
Buy And Hold Return (%) | 792.98 | 792.98 | 792.98 | 792.98 | 792.98 | 792.98 |
Max Trade Drawdown | -53378 | -68778 | -28699 | -6800722 | -4603760 | -4535558 |
Profit Factor | 5.4948 | 9.181 | 2.1305 | 2.1337 | 2.7333 | 1.7336 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 52.9412 | 50 | 55.814 | 52.9412 | 50 | 55.814 |
Ratio Avg Win / Avg Loss | 4.8843 | 9.181 | 1.6866 | 1.8966 | 2.7333 | 1.3725 |
Largest Winning Trade | 556952 | 556952 | 36036 | 11791326 | 11791326 | 7952586 |
Largest Losing Trade | -23541 | -23541 | -21815 | -4535558 | -2145274 | -4535558 |
Avg Bars in Trades | 77 | 102 | 54 | 77 | 102 | 54 |
Avg Bars in Winners | 111 | 155 | 73 | 111 | 155 | 73 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 29 |
Bars Traded | 6618 | 4294 | 2324 | 6618 | 4294 | 2324 |
Profit Streak | 0 | 168.3586 | 0 | 0 | 168.3586 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484268 | 424137 | -217334 | 494632 | 542494 | 417970 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7297, "evaluation_days": 1824.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606024800000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758357381723, "expiration_time": 1763076456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1419121.8232555257, 1232510.8746541683, 186610.9486013572, 34594153.67980549, 21165968.435292665, 13428185.244512819 ], [ 1419.121823, 1232.510875, 186.610949, 34594.15368, 21165.968435, 13428.185245 ], [ 0.777921, 0.675626, 0.102295, 0.321148, 0.294235, 0.269369 ], [ 792.97995, 792.97995, 792.97995, 792.97995, 792.97995, 792.97995 ], [ -53378, -68778, -28699, -6800722, -4603760, -4535558 ], [ 5.494795, 9.180951, 2.1305, 2.133682, 2.733301, 1.733641 ], [ 85, 42, 43, 85, 42, 43 ], [ 45, 21, 24, 45, 21, 24 ], [ 40, 21, 19, 40, 21, 19 ], [ 52.941176, 50, 55.813953, 52.941176, 50, 55.813953 ], [ 4.884262, 9.180951, 1.686646, 1.896607, 2.733301, 1.372466 ], [ 556952, 556952, 36036, 11791326, 11791326, 7952586 ], [ -23541, -23541, -21815, -4535558, -2145274, -4535558 ], [ 77, 102, 54, 77, 102, 54 ], [ 111, 155, 73, 111, 155, 73 ], [ 39, 48, 29, 39, 48, 29 ], [ 6618, 4294, 2324, 6618, 4294, 2324 ], [ 0, 168.358585, 0, 0, 168.358585, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 484268, 424137, -217334, 494632, 542494, 417970 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7297, "evaluation_days": 1824.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1606024800000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758357381723, "expiration_time": 1763076456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 5 } } }
# | 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) |
---|