Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365336.8531 | 1344463.573 | 20873.2801 | 950219.2365 | 2837123.0547 | -1886903.8182 |
Total P&L (%) | 1365.3369 | 1344.4636 | 20.8733 | 950.2192 | 2837.1231 | -1886.9038 |
Avg Daily Profit (%) | 0.7509 | 0.7394 | 0.0115 | 0.1294 | 0.1861 | 0 |
Buy And Hold Return (%) | 734.1562 | 734.1562 | 734.1562 | 734.1562 | 734.1562 | 734.1562 |
Max Trade Drawdown | -165602 | -129488 | -100554 | -8677833 | -6471090 | -3550599 |
Profit Factor | 2.6063 | 3.6268 | 1.0617 | 1.0364 | 1.184 | 0.8235 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 51.9337 | 51.1111 | 52.7473 | 51.9337 | 51.1111 | 52.7473 |
Ratio Avg Win / Avg Loss | 2.4122 | 3.4691 | 0.9511 | 0.9592 | 1.1325 | 0.7377 |
Largest Winning Trade | 664649 | 664649 | 63587 | 6279427 | 6279427 | 2327939 |
Largest Losing Trade | -34936 | -34936 | -33409 | -2211017 | -2211017 | -1701658 |
Avg Bars in Trades | 28 | 38 | 18 | 28 | 38 | 18 |
Avg Bars in Winners | 37 | 53 | 22 | 37 | 53 | 22 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 5122 | 3437 | 1685 | 5122 | 3437 | 1685 |
Profit Streak | 87.5932 | 87.5932 | 95.2599 | 87.5932 | 87.5932 | 95.2599 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464604 | 454149 | -495853 | -273206 | -11332 | -579055 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757830455172, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 162, "af": 0, "af0": 0, "max_af": 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": [ [ 1365336.8530987017, 1344463.5730059533, 20873.2800927482, 950219.2364999254, 2837123.0547312684, -1886903.818231346 ], [ 1365.336853, 1344.463573, 20.87328, 950.219236, 2837.123055, -1886.903818 ], [ 0.750874, 0.739395, 0.011479, 0.12941, 0.186059, 0 ], [ 734.156243, 734.156243, 734.156243, 734.156243, 734.156243, 734.156243 ], [ -165602, -129488, -100554, -8677833, -6471090, -3550599 ], [ 2.606278, 3.626795, 1.061724, 1.036395, 1.184024, 0.823515 ], [ 181, 90, 91, 181, 90, 91 ], [ 94, 46, 48, 94, 46, 48 ], [ 87, 44, 43, 87, 44, 43 ], [ 51.933702, 51.111111, 52.747253, 51.933702, 51.111111, 52.747253 ], [ 2.412193, 3.469108, 0.951127, 0.959216, 1.132545, 0.737732 ], [ 664649, 664649, 63587, 6279427, 6279427, 2327939 ], [ -34936, -34936, -33409, -2211017, -2211017, -1701658 ], [ 28, 38, 18, 28, 38, 18 ], [ 37, 53, 22, 37, 53, 22 ], [ 17, 21, 13, 17, 21, 13 ], [ 5122, 3437, 1685, 5122, 3437, 1685 ], [ 87.593231, 87.593231, 95.259898, 87.593231, 87.593231, 95.259898 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 464604, 454149, -495853, -273206, -11332, -579055 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757830455172, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 162, "af": 0, "af0": 0, "max_af": 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) |
---|