Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900644.4742 | 957256.7587 | -56612.2844 | 120619.8945 | 899104.6041 | -778484.7096 |
Total P&L (%) | 900.6445 | 957.2568 | -56.6123 | 120.6199 | 899.1046 | -778.4847 |
Avg Daily Profit (%) | 0.4877 | 0.5184 | -0.0307 | 0.0429 | 0.1247 | 0 |
Buy And Hold Return (%) | 378.9709 | 378.9709 | 378.9709 | 378.9709 | 378.9709 | 378.9709 |
Max Trade Drawdown | -120400 | -128430 | -93540 | -684280 | -649028 | -784792 |
Profit Factor | 1.8777 | 2.803 | 0.8857 | 1.0261 | 1.3945 | 0.6668 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 48 | 43.1818 | 52.8736 | 48 | 43.1818 | 52.8736 |
Ratio Avg Win / Avg Loss | 2.0342 | 3.6881 | 0.7894 | 1.1116 | 1.8349 | 0.5943 |
Largest Winning Trade | 601109 | 601109 | 48143 | 581237 | 581237 | 95142 |
Largest Losing Trade | -35193 | -31630 | -35193 | -304485 | -211250 | -304485 |
Avg Bars in Trades | 30 | 42 | 19 | 30 | 42 | 19 |
Avg Bars in Winners | 34 | 50 | 20 | 34 | 50 | 20 |
Avg Bars in Losers | 27 | 36 | 17 | 27 | 36 | 17 |
Bars Traded | 5403 | 3717 | 1686 | 5403 | 3717 | 1686 |
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 | 353568 | 345807 | -580449 | -493078 | -31702 | -580449 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5540, "evaluation_days": 1846.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760259770765, "expiration_time": 1765042560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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": [ [ 900644.4742372566, 957256.7586731019, -56612.2844358452, 120619.8945483662, 899104.6041452313, -778484.7095968644 ], [ 900.644474, 957.256759, -56.612284, 120.619895, 899.104604, -778.48471 ], [ 0.487713, 0.518369, -0.030656, 0.042858, 0.124718, 0 ], [ 378.970917, 378.970917, 378.970917, 378.970917, 378.970917, 378.970917 ], [ -120400, -128430, -93540, -684280, -649028, -784792 ], [ 1.8777, 2.80299, 0.885681, 1.026136, 1.394546, 0.666783 ], [ 175, 88, 87, 175, 88, 87 ], [ 84, 38, 46, 84, 38, 46 ], [ 91, 50, 41, 91, 50, 41 ], [ 48, 43.181818, 52.873563, 48, 43.181818, 52.873563 ], [ 2.034176, 3.688145, 0.789411, 1.111647, 1.834928, 0.594307 ], [ 601109, 601109, 48143, 581237, 581237, 95142 ], [ -35193, -31630, -35193, -304485, -211250, -304485 ], [ 30, 42, 19, 30, 42, 19 ], [ 34, 50, 20, 34, 50, 20 ], [ 27, 36, 17, 27, 36, 17 ], [ 5403, 3717, 1686, 5403, 3717, 1686 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353568, 345807, -580449, -493078, -31702, -580449 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5540, "evaluation_days": 1846.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760259770765, "expiration_time": 1765042560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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) |
---|