Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389860.4961 | 1325013.1082 | 64847.3878 | 3009152.5208 | 2553496.1441 | 455656.3767 |
Total P&L (%) | 1389.8605 | 1325.0131 | 64.8474 | 3009.1525 | 2553.4961 | 455.6564 |
Avg Daily Profit (%) | 0.7664 | 0.7307 | 0.0358 | 0.1897 | 0.181 | 0.0946 |
Buy And Hold Return (%) | 521.1902 | 521.1902 | 521.1902 | 521.1902 | 521.1902 | 521.1902 |
Max Trade Drawdown | -139152 | -100473 | -54818 | -7572561 | -5206228 | -3504824 |
Profit Factor | 2.3692 | 3.0521 | 1.1755 | 1.0894 | 1.1174 | 1.0382 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 44.6097 | 43.2836 | 45.9259 | 44.6097 | 43.2836 | 45.9259 |
Ratio Avg Win / Avg Loss | 2.9417 | 3.9993 | 1.3841 | 1.3526 | 1.4642 | 1.2224 |
Largest Winning Trade | 826269 | 826269 | 46092 | 7320971 | 7320971 | 1068131 |
Largest Losing Trade | -29577 | -29577 | -24202 | -2092414 | -2092414 | -1453384 |
Avg Bars in Trades | 78 | 120 | 36 | 78 | 120 | 36 |
Avg Bars in Winners | 107 | 169 | 49 | 107 | 169 | 49 |
Avg Bars in Losers | 54 | 83 | 24 | 54 | 83 | 24 |
Bars Traded | 21023 | 16141 | 4882 | 21023 | 16141 | 4882 |
Profit Streak | 0 | 81.4737 | 0 | 0 | 81.4737 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478630 | 469357 | -340123 | -115794 | -86756 | -412727 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21761, "evaluation_days": 1813.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602295200000, "last_datapoint_time": 1757469600000, "evaluation_time": 1757474523896, "expiration_time": 1763110051200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.39648 } } }
{ "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": [ [ 1389860.4960526936, 1325013.1082056465, 64847.3878470459, 3009152.520766924, 2553496.1440848853, 455656.376682038 ], [ 1389.860496, 1325.013108, 64.847388, 3009.152521, 2553.496144, 455.656377 ], [ 0.766431, 0.730671, 0.03576, 0.189708, 0.180952, 0.094616 ], [ 521.190199, 521.190199, 521.190199, 521.190199, 521.190199, 521.190199 ], [ -139152, -100473, -54818, -7572561, -5206228, -3504824 ], [ 2.36918, 3.052131, 1.175535, 1.089354, 1.117425, 1.038191 ], [ 269, 134, 135, 269, 134, 135 ], [ 120, 58, 62, 120, 58, 62 ], [ 149, 76, 73, 149, 76, 73 ], [ 44.609665, 43.283582, 45.925926, 44.609665, 43.283582, 45.925926 ], [ 2.941732, 3.999344, 1.384097, 1.352614, 1.464212, 1.222386 ], [ 826269, 826269, 46092, 7320971, 7320971, 1068131 ], [ -29577, -29577, -24202, -2092414, -2092414, -1453384 ], [ 78, 120, 36, 78, 120, 36 ], [ 107, 169, 49, 107, 169, 49 ], [ 54, 83, 24, 54, 83, 24 ], [ 21023, 16141, 4882, 21023, 16141, 4882 ], [ 0, 81.473656, 0, 0, 81.473656, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478630, 469357, -340123, -115794, -86756, -412727 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21761, "evaluation_days": 1813.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602295200000, "last_datapoint_time": 1757469600000, "evaluation_time": 1757474523896, "expiration_time": 1763110051200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.39648 } } }
# | 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) |
---|