Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -444905.775 | 32089.03 | -476994.805 | 3027717.1086 | 1119471.4446 | 1908245.664 |
Total P&L (%) | -444.9058 | 32.089 | -476.9948 | 3027.7171 | 1119.4714 | 1908.2457 |
Avg Daily Profit (%) | -0.2446 | 0.0176 | -0.2622 | 0.1895 | 0.1376 | 0.1651 |
Buy And Hold Return (%) | 783.1114 | 783.1114 | 783.1114 | 783.1114 | 783.1114 | 783.1114 |
Max Trade Drawdown | -615429 | -71542 | -271774 | -630885 | -110895 | -305329 |
Profit Factor | 0.4643 | 1.3124 | 0.3446 | 3.2862 | 4.4472 | 2.909 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 23 | 27 | 34 | 19 | 15 |
Losing Trades | 15 | 10 | 5 | 31 | 14 | 17 |
Profitability (%) | 76.9231 | 69.697 | 84.375 | 52.3077 | 57.5758 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1393 | 0.5706 | 0.0638 | 2.9962 | 3.2769 | 3.2969 |
Largest Winning Trade | 20759 | 15353 | 20759 | 1082363 | 343807 | 1082363 |
Largest Losing Trade | -416258 | -65700 | -416258 | -447844 | -83105 | -447844 |
Avg Bars in Trades | 44 | 8 | 82 | 44 | 8 | 82 |
Avg Bars in Winners | 25 | 4 | 43 | 39 | 10 | 76 |
Avg Bars in Losers | 110 | 18 | 293 | 51 | 6 | 87 |
Bars Traded | 2923 | 282 | 2641 | 2923 | 282 | 2641 |
Profit Streak | 207.1874 | 207.1874 | 223.6874 | 207.1874 | 207.1874 | 223.6874 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711711 | -332328 | -575017 | -122235 | -31028 | 343690 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -444905.7750207478, 32089.0299608661, -476994.8049816139, 3027717.1086213547, 1119471.444577914, 1908245.6640434403 ], [ -444.905775, 32.08903, -476.994805, 3027.717109, 1119.471445, 1908.245664 ], [ -0.244588, 0.017641, -0.262229, 0.189453, 0.137588, 0.165053 ], [ 783.111431, 783.111431, 783.111431, 783.111431, 783.111431, 783.111431 ], [ -615429, -71542, -271774, -630885, -110895, -305329 ], [ 0.46432, 1.312384, 0.344626, 3.286194, 4.447157, 2.909017 ], [ 65, 33, 32, 65, 33, 32 ], [ 50, 23, 27, 34, 19, 15 ], [ 15, 10, 5, 31, 14, 17 ], [ 76.923077, 69.69697, 84.375, 52.307692, 57.575758, 46.875 ], [ 0.139296, 0.570602, 0.06382, 2.996236, 3.276853, 3.296886 ], [ 20759, 15353, 20759, 1082363, 343807, 1082363 ], [ -416258, -65700, -416258, -447844, -83105, -447844 ], [ 44, 8, 82, 44, 8, 82 ], [ 25, 4, 43, 39, 10, 76 ], [ 110, 18, 293, 51, 6, 87 ], [ 2923, 282, 2641, 2923, 282, 2641 ], [ 207.187403, 207.187403, 223.687403, 207.187403, 207.187403, 223.687403 ], [ 12, 6, 8, 12, 6, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -711711, -332328, -575017, -122235, -31028, 343690 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604577600000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757867391654, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 4 } } }
# | 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) |
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