Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -407943.4251 | 34287.9968 | -442231.4219 | 2654624.1142 | 907815.4823 | 1746808.6319 |
Total P&L (%) | -407.9434 | 34.288 | -442.2314 | 2654.6241 | 907.8155 | 1746.8086 |
Avg Daily Profit (%) | -0.2243 | 0.0189 | -0.2432 | 0.1825 | 0.1271 | 0.1605 |
Buy And Hold Return (%) | 553.0095 | 553.0095 | 553.0095 | 553.0095 | 553.0095 | 553.0095 |
Max Trade Drawdown | -558314 | -55391 | -535065 | -1244252 | -176902 | -1530356 |
Profit Factor | 0.4783 | 1.3391 | 0.3505 | 2.0845 | 2.4143 | 1.9672 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 61 | 28 | 33 | 41 | 22 | 19 |
Losing Trades | 16 | 11 | 5 | 36 | 17 | 19 |
Profitability (%) | 79.2208 | 71.7949 | 86.8421 | 53.2468 | 56.4103 | 50 |
Ratio Avg Win / Avg Loss | 0.1255 | 0.5261 | 0.0531 | 1.8303 | 1.8656 | 1.9672 |
Largest Winning Trade | 17298 | 15644 | 17298 | 1993480 | 507680 | 1993480 |
Largest Losing Trade | -456064 | -55391 | -456064 | -690661 | -108992 | -690661 |
Avg Bars in Trades | 38 | 20 | 56 | 38 | 20 | 56 |
Avg Bars in Winners | 15 | 8 | 21 | 39 | 27 | 54 |
Avg Bars in Losers | 124 | 51 | 283 | 36 | 11 | 57 |
Bars Traded | 2926 | 796 | 2130 | 2926 | 796 | 2130 |
Profit Streak | 155.8292 | 155.8292 | 223.3292 | 155.8292 | 155.8292 | 223.3292 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622025 | -331088 | -574732 | -34551 | -25857 | 358505 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609934400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757836441884, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "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": [ [ -407943.4251428633, 34287.9968057945, -442231.4219486578, 2654624.1142132324, 907815.4823403511, 1746808.6318728814 ], [ -407.943425, 34.287997, -442.231422, 2654.624114, 907.815482, 1746.808632 ], [ -0.22433, 0.018855, -0.243185, 0.182507, 0.127129, 0.160483 ], [ 553.009522, 553.009522, 553.009522, 553.009522, 553.009522, 553.009522 ], [ -558314, -55391, -535065, -1244252, -176902, -1530356 ], [ 0.478347, 1.339116, 0.35053, 2.084484, 2.414341, 1.967248 ], [ 77, 39, 38, 77, 39, 38 ], [ 61, 28, 33, 41, 22, 19 ], [ 16, 11, 5, 36, 17, 19 ], [ 79.220779, 71.794872, 86.842105, 53.246753, 56.410256, 50 ], [ 0.125468, 0.526081, 0.053111, 1.830279, 1.865627, 1.967248 ], [ 17298, 15644, 17298, 1993480, 507680, 1993480 ], [ -456064, -55391, -456064, -690661, -108992, -690661 ], [ 38, 20, 56, 38, 20, 56 ], [ 15, 8, 21, 39, 27, 54 ], [ 124, 51, 283, 36, 11, 57 ], [ 2926, 796, 2130, 2926, 796, 2130 ], [ 155.829188, 155.829188, 223.329188, 155.829188, 155.829188, 223.329188 ], [ 2, 1, 8, 2, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -622025, -331088, -574732, -34551, -25857, 358505 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1609934400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757836441884, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "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) |
---|