Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -431517.9694 | 89964.1336 | -521482.103 | 18347994.4997 | 6572789.1351 | 11775205.3647 |
Total P&L (%) | -431.518 | 89.9641 | -521.4821 | 18347.9945 | 6572.7891 | 11775.2054 |
Avg Daily Profit (%) | -0.2372 | 0.0495 | -0.2867 | 0.2872 | 0.2312 | 0.263 |
Buy And Hold Return (%) | 762.3573 | 762.3573 | 762.3573 | 762.3573 | 762.3573 | 762.3573 |
Max Trade Drawdown | -691332 | -63482 | -686025 | -2334101 | -865339 | -2306761 |
Profit Factor | 0.5536 | 1.9116 | 0.3993 | 3.844 | 4.1138 | 3.7128 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 64 | 32 | 32 | 36 | 18 | 18 |
Losing Trades | 11 | 6 | 5 | 39 | 20 | 19 |
Profitability (%) | 85.3333 | 84.2105 | 86.4865 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.0952 | 0.3584 | 0.0624 | 4.1643 | 4.5709 | 3.9191 |
Largest Winning Trade | 24021 | 14661 | 24021 | 5021472 | 2027115 | 5021472 |
Largest Losing Trade | -531872 | -63482 | -531872 | -1677075 | -865339 | -1677075 |
Avg Bars in Trades | 39 | 12 | 66 | 39 | 12 | 66 |
Avg Bars in Winners | 20 | 6 | 34 | 38 | 17 | 60 |
Avg Bars in Losers | 146 | 44 | 268 | 39 | 8 | 72 |
Bars Traded | 2945 | 485 | 2460 | 2945 | 485 | 2460 |
Profit Streak | 181.4257 | 181.4257 | 223.9257 | 181.4257 | 181.4257 | 223.9257 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -635986 | -286228 | -574823 | -44940 | 564766 | 588111 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608292800000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757887977017, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -431517.9693953552, 89964.1336361792, -521482.1030315344, 18347994.499746468, 6572789.135050232, 11775205.364696236 ], [ -431.517969, 89.964134, -521.482103, 18347.9945, 6572.789135, 11775.205365 ], [ -0.237228, 0.049458, -0.286686, 0.287247, 0.231197, 0.262964 ], [ 762.357325, 762.357325, 762.357325, 762.357325, 762.357325, 762.357325 ], [ -691332, -63482, -686025, -2334101, -865339, -2306761 ], [ 0.553639, 1.911559, 0.399252, 3.843997, 4.113801, 3.712791 ], [ 75, 38, 37, 75, 38, 37 ], [ 64, 32, 32, 36, 18, 18 ], [ 11, 6, 5, 39, 20, 19 ], [ 85.333333, 84.210526, 86.486486, 48, 47.368421, 48.648649 ], [ 0.095157, 0.358417, 0.062383, 4.16433, 4.57089, 3.919057 ], [ 24021, 14661, 24021, 5021472, 2027115, 5021472 ], [ -531872, -63482, -531872, -1677075, -865339, -1677075 ], [ 39, 12, 66, 39, 12, 66 ], [ 20, 6, 34, 38, 17, 60 ], [ 146, 44, 268, 39, 8, 72 ], [ 2945, 485, 2460, 2945, 485, 2460 ], [ 181.42566, 181.42566, 223.92566, 181.42566, 181.42566, 223.92566 ], [ 4, 2, 6, 4, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -635986, -286228, -574823, -44940, 564766, 588111 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1608292800000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757887977017, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 3 } } }
# | 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) |
---|