Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337491.845 | 1320111.3619 | 17380.4831 | 983175.6297 | 2770873.088 | -1787697.4584 |
Total P&L (%) | 1337.4918 | 1320.1114 | 17.3805 | 983.1756 | 2770.8731 | -1787.6975 |
Avg Daily Profit (%) | 0.7361 | 0.7265 | 0.0096 | 0.1312 | 0.1849 | 0 |
Buy And Hold Return (%) | 745.3913 | 745.3913 | 745.3913 | 745.3913 | 745.3913 | 745.3913 |
Max Trade Drawdown | -140515 | -128615 | -102965 | -7516379 | -5662438 | -3164965 |
Profit Factor | 2.6616 | 3.7096 | 1.0547 | 1.0447 | 1.2142 | 0.8024 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 49.7076 | 48.2353 | 51.1628 | 49.7076 | 48.2353 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.6929 | 3.981 | 1.0068 | 1.057 | 1.3031 | 0.7659 |
Largest Winning Trade | 683148 | 683148 | 64853 | 5572639 | 5572639 | 2019402 |
Largest Losing Trade | -34936 | -34936 | -20775 | -1955205 | -1955205 | -1504778 |
Avg Bars in Trades | 29 | 39 | 20 | 29 | 39 | 20 |
Avg Bars in Winners | 39 | 54 | 24 | 39 | 54 | 24 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 5123 | 3365 | 1758 | 5123 | 3365 | 1758 |
Profit Streak | 0 | 86.249 | 0 | 0 | 86.249 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377880 | 407581 | -506081 | -254240 | 192443 | -580673 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604390400000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757714311789, "expiration_time": 1762402464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "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": [ [ 1337491.8450147172, 1320111.361903637, 17380.4831110804, 983175.629675674, 2770873.088032642, -1787697.4583569693 ], [ 1337.491845, 1320.111362, 17.380483, 983.17563, 2770.873088, -1787.697458 ], [ 0.736099, 0.726533, 0.009565, 0.131208, 0.184937, 0 ], [ 745.39133, 745.39133, 745.39133, 745.39133, 745.39133, 745.39133 ], [ -140515, -128615, -102965, -7516379, -5662438, -3164965 ], [ 2.661615, 3.709563, 1.054702, 1.044731, 1.214236, 0.802381 ], [ 171, 85, 86, 171, 85, 86 ], [ 85, 41, 44, 85, 41, 44 ], [ 86, 44, 42, 86, 44, 42 ], [ 49.707602, 48.235294, 51.162791, 49.707602, 48.235294, 51.162791 ], [ 2.692928, 3.980994, 1.006761, 1.057022, 1.303083, 0.765909 ], [ 683148, 683148, 64853, 5572639, 5572639, 2019402 ], [ -34936, -34936, -20775, -1955205, -1955205, -1504778 ], [ 29, 39, 20, 29, 39, 20 ], [ 39, 54, 24, 39, 54, 24 ], [ 20, 25, 15, 20, 25, 15 ], [ 5123, 3365, 1758, 5123, 3365, 1758 ], [ 0, 86.248979, 0, 0, 86.248979, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377880, 407581, -506081, -254240, 192443, -580673 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1817, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604390400000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757714311789, "expiration_time": 1762402464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "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) |
---|