Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970589.9832 | 921805.3716 | 48784.6117 | 3273736.1101 | 5129539.7306 | -1855803.6205 |
Total P&L (%) | 970.59 | 921.8054 | 48.7846 | 3273.7361 | 5129.5397 | -1855.8036 |
Avg Daily Profit (%) | 0.5317 | 0.505 | 0.0267 | 0.1929 | 0.217 | 0 |
Buy And Hold Return (%) | 814.1259 | 814.1259 | 814.1259 | 814.1259 | 814.1259 | 814.1259 |
Max Trade Drawdown | -135982 | -39651 | -128851 | -2085776 | -538898 | -2735309 |
Profit Factor | 3.5668 | 10.5028 | 1.1735 | 1.3573 | 3.4906 | 0.7387 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Profitability (%) | 30 | 37.5 | 22.5 | 30 | 37.5 | 22.5 |
Ratio Avg Win / Avg Loss | 8.3225 | 17.5047 | 4.0422 | 3.1671 | 5.8176 | 2.5444 |
Largest Winning Trade | 628184 | 628184 | 74368 | 2068653 | 2068653 | 1607942 |
Largest Losing Trade | -29353 | -9365 | -29353 | -811322 | -300598 | -811322 |
Avg Bars in Trades | 42 | 12 | 72 | 42 | 12 | 72 |
Avg Bars in Winners | 110 | 28 | 246 | 110 | 28 | 246 |
Avg Bars in Losers | 13 | 3 | 21 | 13 | 3 | 21 |
Bars Traded | 3417 | 516 | 2901 | 3417 | 516 | 2901 |
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 | -119925 | -110011 | -392289 | -24236 | 354179 | -618805 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3651, "evaluation_days": 1825.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604188800000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758417291646, "expiration_time": 1763144496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 81, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hl2", "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": [ [ 970589.9832237014, 921805.3715536498, 48784.6116700518, 3273736.1101113455, 5129539.730631491, -1855803.6205201466 ], [ 970.589983, 921.805372, 48.784612, 3273.73611, 5129.539731, -1855.803621 ], [ 0.531684, 0.50496, 0.026724, 0.192933, 0.216993, 0 ], [ 814.12589, 814.12589, 814.12589, 814.12589, 814.12589, 814.12589 ], [ -135982, -39651, -128851, -2085776, -538898, -2735309 ], [ 3.5668, 10.502798, 1.173531, 1.357336, 3.490554, 0.738689 ], [ 80, 40, 40, 80, 40, 40 ], [ 24, 15, 9, 24, 15, 9 ], [ 56, 25, 31, 56, 25, 31 ], [ 30, 37.5, 22.5, 30, 37.5, 22.5 ], [ 8.322534, 17.504664, 4.042163, 3.167118, 5.81759, 2.544374 ], [ 628184, 628184, 74368, 2068653, 2068653, 1607942 ], [ -29353, -9365, -29353, -811322, -300598, -811322 ], [ 42, 12, 72, 42, 12, 72 ], [ 110, 28, 246, 110, 28, 246 ], [ 13, 3, 21, 13, 3, 21 ], [ 3417, 516, 2901, 3417, 516, 2901 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119925, -110011, -392289, -24236, 354179, -618805 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3651, "evaluation_days": 1825.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604188800000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758417291646, "expiration_time": 1763144496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 81, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hl2", "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) |
---|