Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -341980.3957 | 81374.1441 | -423354.5398 | 3976047.3315 | 1528256.3857 | 2447790.9458 |
Total P&L (%) | -341.9804 | 81.3741 | -423.3545 | 3976.0473 | 1528.2564 | 2447.7909 |
Avg Daily Profit (%) | -0.1871 | 0.0445 | -0.2316 | 0.203 | 0.1527 | 0.1773 |
Buy And Hold Return (%) | 791.6574 | 791.6574 | 791.6574 | 791.6574 | 791.6574 | 791.6574 |
Max Trade Drawdown | -549106 | -68154 | -543053 | -1298349 | -348058 | -1411389 |
Profit Factor | 0.579 | 1.7803 | 0.402 | 2.4457 | 2.9084 | 2.2556 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 59 | 27 | 32 | 39 | 21 | 18 |
Losing Trades | 16 | 11 | 5 | 36 | 17 | 19 |
Profitability (%) | 78.6667 | 71.0526 | 86.4865 | 52 | 55.2632 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.157 | 0.7253 | 0.0628 | 2.2575 | 2.3544 | 2.3809 |
Largest Winning Trade | 20020 | 19034 | 20020 | 1922958 | 571211 | 1922958 |
Largest Losing Trade | -463078 | -65620 | -463078 | -716315 | -155359 | -716315 |
Avg Bars in Trades | 38 | 11 | 67 | 38 | 11 | 67 |
Avg Bars in Winners | 17 | 4 | 27 | 39 | 14 | 68 |
Avg Bars in Losers | 119 | 27 | 320 | 38 | 6 | 66 |
Bars Traded | 2924 | 425 | 2499 | 2924 | 425 | 2499 |
Profit Streak | 188.971 | 188.971 | 232.971 | 188.971 | 188.971 | 232.971 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636623 | -294253 | -574778 | -48174 | 293979 | 362231 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3656, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758669498529, "expiration_time": 1763366976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "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": [ [ -341980.3957045943, 81374.1440538368, -423354.539758431, 3976047.331483344, 1528256.3857324999, 2447790.9457508456 ], [ -341.980396, 81.374144, -423.35454, 3976.047331, 1528.256386, 2447.790946 ], [ -0.187079, 0.044515, -0.231594, 0.203035, 0.152748, 0.17728 ], [ 791.657409, 791.657409, 791.657409, 791.657409, 791.657409, 791.657409 ], [ -549106, -68154, -543053, -1298349, -348058, -1411389 ], [ 0.578958, 1.780306, 0.40199, 2.445673, 2.908391, 2.255599 ], [ 75, 38, 37, 75, 38, 37 ], [ 59, 27, 32, 39, 21, 18 ], [ 16, 11, 5, 36, 17, 19 ], [ 78.666667, 71.052632, 86.486486, 52, 55.263158, 48.648649 ], [ 0.157006, 0.72531, 0.062811, 2.257544, 2.354412, 2.38091 ], [ 20020, 19034, 20020, 1922958, 571211, 1922958 ], [ -463078, -65620, -463078, -716315, -155359, -716315 ], [ 38, 11, 67, 38, 11, 67 ], [ 17, 4, 27, 39, 14, 68 ], [ 119, 27, 320, 38, 6, 66 ], [ 2924, 425, 2499, 2924, 425, 2499 ], [ 188.971048, 188.971048, 232.971048, 188.971048, 188.971048, 232.971048 ], [ 6, 3, 8, 6, 3, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -636623, -294253, -574778, -48174, 293979, 362231 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3656, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758669498529, "expiration_time": 1763366976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "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) |
---|