Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817580.4814 | 803407.3253 | 14173.156 | 1809489.9888 | 2482614.0414 | -673124.0527 |
Total P&L (%) | 817.5805 | 803.4073 | 14.1732 | 1809.49 | 2482.614 | -673.1241 |
Avg Daily Profit (%) | 0.4508 | 0.443 | 0.0078 | 0.1628 | 0.1794 | 0 |
Buy And Hold Return (%) | 595.6522 | 595.6522 | 595.6522 | 595.6522 | 595.6522 | 595.6522 |
Max Trade Drawdown | -102805 | -17098 | -123302 | -1207640 | -365114 | -1427586 |
Profit Factor | 3.6757 | 13.4886 | 1.0588 | 1.5107 | 4.0166 | 0.7525 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 31.1475 | 45.1613 | 16.6667 | 31.1475 | 45.1613 | 16.6667 |
Ratio Avg Win / Avg Loss | 8.1252 | 16.379 | 5.2938 | 3.3395 | 4.8773 | 3.7626 |
Largest Winning Trade | 491439 | 491439 | 86836 | 1694322 | 1694322 | 752223 |
Largest Losing Trade | -34341 | -14176 | -34341 | -509164 | -295185 | -509164 |
Avg Bars in Trades | 81 | 22 | 143 | 81 | 22 | 143 |
Avg Bars in Winners | 218 | 43 | 710 | 218 | 43 | 710 |
Avg Bars in Losers | 19 | 5 | 29 | 19 | 5 | 29 |
Bars Traded | 4988 | 689 | 4299 | 4988 | 689 | 4299 |
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 | -206467 | -40267 | -569541 | -166484 | 403880 | -644590 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605772800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757408318864, "expiration_time": 1762105824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 817580.4813500834, 803407.3253346111, 14173.1560154719, 1809489.9887599575, 2482614.041413567, -673124.0526536095 ], [ 817.580481, 803.407325, 14.173156, 1809.489989, 2482.614041, -673.124053 ], [ 0.450788, 0.442973, 0.007815, 0.162754, 0.179432, 0 ], [ 595.652174, 595.652174, 595.652174, 595.652174, 595.652174, 595.652174 ], [ -102805, -17098, -123302, -1207640, -365114, -1427586 ], [ 3.675672, 13.488609, 1.058754, 1.510743, 4.016614, 0.752517 ], [ 61, 31, 30, 61, 31, 30 ], [ 19, 14, 5, 19, 14, 5 ], [ 42, 17, 25, 42, 17, 25 ], [ 31.147541, 45.16129, 16.666667, 31.147541, 45.16129, 16.666667 ], [ 8.12517, 16.379025, 5.293769, 3.339537, 4.877317, 3.762585 ], [ 491439, 491439, 86836, 1694322, 1694322, 752223 ], [ -34341, -14176, -34341, -509164, -295185, -509164 ], [ 81, 22, 143, 81, 22, 143 ], [ 218, 43, 710, 218, 43, 710 ], [ 19, 5, 29, 19, 5, 29 ], [ 4988, 689, 4299, 4988, 689, 4299 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -206467, -40267, -569541, -166484, 403880, -644590 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605772800000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757408318864, "expiration_time": 1762105824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|