Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773497.4406 | 712274.4835 | 61222.9571 | 3884700.3101 | 5002937.9755 | -1118237.6654 |
Total P&L (%) | 773.4974 | 712.2745 | 61.223 | 3884.7003 | 5002.938 | -1118.2377 |
Avg Daily Profit (%) | 0.4245 | 0.3909 | 0.0336 | 0.2025 | 0.2161 | 0 |
Buy And Hold Return (%) | 757.2973 | 757.2973 | 757.2973 | 757.2973 | 757.2973 | 757.2973 |
Max Trade Drawdown | -137961 | -52033 | -144600 | -6117525 | -1732400 | -5774297 |
Profit Factor | 2.4524 | 7.1362 | 1.147 | 1.2488 | 2.4476 | 0.908 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 53.7634 | 59.5745 | 47.8261 | 53.7634 | 59.5745 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.109 | 4.8425 | 1.2513 | 1.074 | 1.6609 | 0.9906 |
Largest Winning Trade | 186926 | 186926 | 76237 | 1827444 | 1397812 | 1827444 |
Largest Losing Trade | -44607 | -18726 | -44607 | -2256193 | -662733 | -2256193 |
Avg Bars in Trades | 36 | 16 | 57 | 36 | 16 | 57 |
Avg Bars in Winners | 48 | 20 | 85 | 48 | 20 | 85 |
Avg Bars in Losers | 22 | 10 | 32 | 22 | 10 | 32 |
Bars Traded | 3408 | 760 | 2648 | 3408 | 760 | 2648 |
Profit Streak | 15.9565 | 49.9565 | 0 | 15.9565 | 49.9565 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143178 | -144989 | -373388 | 284292 | 546023 | -581549 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758149840278, "expiration_time": 1762833024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.24615 } } }
{ "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": [ [ 773497.4405769698, 712274.483525917, 61222.9570510526, 3884700.310097271, 5002937.975511847, -1118237.6654145787 ], [ 773.497441, 712.274484, 61.222957, 3884.70031, 5002.937976, -1118.237665 ], [ 0.424532, 0.39093, 0.033602, 0.202458, 0.216062, 0 ], [ 757.297297, 757.297297, 757.297297, 757.297297, 757.297297, 757.297297 ], [ -137961, -52033, -144600, -6117525, -1732400, -5774297 ], [ 2.452363, 7.136241, 1.146993, 1.248803, 2.447597, 0.908021 ], [ 93, 47, 46, 93, 47, 46 ], [ 50, 28, 22, 50, 28, 22 ], [ 43, 19, 24, 43, 19, 24 ], [ 53.763441, 59.574468, 47.826087, 53.763441, 59.574468, 47.826087 ], [ 2.109032, 4.84245, 1.251265, 1.073971, 1.660869, 0.990568 ], [ 186926, 186926, 76237, 1827444, 1397812, 1827444 ], [ -44607, -18726, -44607, -2256193, -662733, -2256193 ], [ 36, 16, 57, 36, 16, 57 ], [ 48, 20, 85, 48, 20, 85 ], [ 22, 10, 32, 22, 10, 32 ], [ 3408, 760, 2648, 3408, 760, 2648 ], [ 15.956485, 49.956485, 0, 15.956485, 49.956485, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143178, -144989, -373388, 284292, 546023, -581549 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758149840278, "expiration_time": 1762833024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.24615 } } }
# | 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) |
---|