Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1220193.2952 | -48502.457 | -1171690.8382 | -388983.3253 | -2958176.4058 | 2569193.0805 |
Total P&L (%) | -1220.1933 | -48.5025 | -1171.6908 | -388.9833 | -2958.1764 | 2569.1931 |
Avg Daily Profit (%) | -0.6727 | -0.0267 | -0.6459 | 0 | 0 | 0.1812 |
Buy And Hold Return (%) | 538.8937 | 538.8937 | 538.8937 | 538.8937 | 538.8937 | 538.8937 |
Max Trade Drawdown | -1266685 | -188228 | -1192984 | -7733254 | -6193329 | -1574568 |
Profit Factor | 0.284 | 0.8421 | 0.1613 | 0.9668 | 0.5936 | 1.5787 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 28 | 12 | 16 |
Losing Trades | 23 | 11 | 12 | 30 | 17 | 13 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1867 | 0.5146 | 0.1139 | 1.0359 | 0.8409 | 1.2827 |
Largest Winning Trade | 47728 | 47728 | 25097 | 3742811 | 1176696 | 3742811 |
Largest Losing Trade | -546060 | -73705 | -546060 | -5191129 | -5191129 | -1200933 |
Avg Bars in Trades | 90 | 95 | 86 | 90 | 95 | 86 |
Avg Bars in Winners | 41 | 42 | 40 | 83 | 80 | 86 |
Avg Bars in Losers | 166 | 180 | 152 | 97 | 104 | 87 |
Bars Traded | 5273 | 2755 | 2518 | 5273 | 2755 | 2518 |
Profit Streak | 8.1188 | 168.1188 | 0 | 0 | 0 | 160.7855 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758262 | -577914 | -579715 | -759281 | -584185 | 349381 |
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 2 } } }
{ "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": [ [ -1220193.2951915155, -48502.4570373673, -1171690.8381541483, -388983.325251892, -2958176.4057556074, 2569193.0805037175 ], [ -1220.193295, -48.502457, -1171.690838, -388.983325, -2958.176406, 2569.193081 ], [ -0.672653, -0.026738, -0.645916, 0, 0, 0.18122 ], [ 538.893665, 538.893665, 538.893665, 538.893665, 538.893665, 538.893665 ], [ -1266685, -188228, -1192984, -7733254, -6193329, -1574568 ], [ 0.284046, 0.842112, 0.161338, 0.966806, 0.593589, 1.57868 ], [ 58, 29, 29, 58, 29, 29 ], [ 35, 18, 17, 28, 12, 16 ], [ 23, 11, 12, 30, 17, 13 ], [ 60.344828, 62.068966, 58.62069, 48.275862, 41.37931, 55.172414 ], [ 0.186659, 0.514624, 0.113886, 1.035864, 0.840917, 1.282678 ], [ 47728, 47728, 25097, 3742811, 1176696, 3742811 ], [ -546060, -73705, -546060, -5191129, -5191129, -1200933 ], [ 90, 95, 86, 90, 95, 86 ], [ 41, 42, 40, 83, 80, 86 ], [ 166, 180, 152, 97, 104, 87 ], [ 5273, 2755, 2518, 5273, 2755, 2518 ], [ 8.118836, 168.118836, 0, 0, 0, 160.785503 ], [ 1, 3, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758262, -577914, -579715, -759281, -584185, 349381 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5442, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757443867428, "expiration_time": 1762135488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 2 } } }
# | 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) |
---|