Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636627.4497 | 611521.3199 | 25106.1299 | 1557230.0205 | 3785258.8639 | -2228028.8434 |
Total P&L (%) | 636.6275 | 611.5213 | 25.1061 | 1557.23 | 3785.2589 | -2228.0288 |
Avg Daily Profit (%) | 0.3513 | 0.3375 | 0.0139 | 0.1551 | 0.2022 | 0 |
Buy And Hold Return (%) | 491.403 | 491.403 | 491.403 | 491.403 | 491.403 | 491.403 |
Max Trade Drawdown | -85068 | -26812 | -105541 | -2224816 | -565177 | -3017143 |
Profit Factor | 2.4048 | 9.0879 | 1.0665 | 1.1885 | 3.827 | 0.6781 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 40.5797 | 45.7143 | 35.2941 | 40.5797 | 45.7143 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.5213 | 10.7918 | 1.9552 | 1.7404 | 4.5445 | 1.2431 |
Largest Winning Trade | 187185 | 187185 | 75345 | 1285333 | 1285333 | 888906 |
Largest Losing Trade | -38591 | -11629 | -38591 | -932983 | -239924 | -932983 |
Avg Bars in Trades | 48 | 12 | 85 | 48 | 12 | 85 |
Avg Bars in Winners | 84 | 18 | 173 | 84 | 18 | 173 |
Avg Bars in Losers | 23 | 6 | 37 | 23 | 6 | 37 |
Bars Traded | 3320 | 420 | 2900 | 3320 | 420 | 2900 |
Profit Streak | 115.5852 | 115.5852 | 120.5852 | 115.5852 | 115.5852 | 120.5852 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168905 | -72823 | -491556 | -116314 | 509622 | -584282 |
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{ "first_band": { "type": "kcu", "factors": { "length": 46, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.43864, "nc": 0.1 } } }
{ "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": [ [ 636627.4497360142, 611521.319858942, 25106.1298770725, 1557230.0204676131, 3785258.8638605666, -2228028.8433929547 ], [ 636.62745, 611.52132, 25.10613, 1557.23002, 3785.258864, -2228.028843 ], [ 0.35134, 0.337484, 0.013855, 0.155072, 0.202178, 0 ], [ 491.40302, 491.40302, 491.40302, 491.40302, 491.40302, 491.40302 ], [ -85068, -26812, -105541, -2224816, -565177, -3017143 ], [ 2.40476, 9.087872, 1.066492, 1.188538, 3.826973, 0.678055 ], [ 69, 35, 34, 69, 35, 34 ], [ 28, 16, 12, 28, 16, 12 ], [ 41, 19, 22, 41, 19, 22 ], [ 40.57971, 45.714286, 35.294118, 40.57971, 45.714286, 35.294118 ], [ 3.521256, 10.791847, 1.955235, 1.740359, 4.544531, 1.2431 ], [ 187185, 187185, 75345, 1285333, 1285333, 888906 ], [ -38591, -11629, -38591, -932983, -239924, -932983 ], [ 48, 12, 85, 48, 12, 85 ], [ 84, 18, 173, 84, 18, 173 ], [ 23, 6, 37, 23, 6, 37 ], [ 3320, 420, 2900, 3320, 420, 2900 ], [ 115.585239, 115.585239, 120.585239, 115.585239, 115.585239, 120.585239 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168905, -72823, -491556, -116314, 509622, -584282 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757253764693, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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