Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161088.6189 | 99393.6905 | 61694.9284 | 192540.8754 | 184850.5038 | 7690.3716 |
Total P&L (%) | 161.0886 | 99.3937 | 61.6949 | 192.5409 | 184.8505 | 7.6904 |
Avg Daily Profit (%) | 0.3093 | 0.1908 | 0.1185 | 0.2063 | 0.2012 | 0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88847 | -82451 | -58357 | -252430 | -217027 | -219571 |
Profit Factor | 1.2324 | 1.2819 | 1.1812 | 1.1088 | 1.2115 | 1.0086 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Losing Trades | 198 | 98 | 100 | 198 | 98 | 100 |
Profitability (%) | 52.1739 | 52.657 | 51.6908 | 52.1739 | 52.657 | 51.6908 |
Ratio Avg Win / Avg Loss | 1.1297 | 1.1525 | 1.1039 | 1.0164 | 1.0892 | 0.9426 |
Largest Winning Trade | 26345 | 26345 | 15113 | 67159 | 67159 | 41855 |
Largest Losing Trade | -14819 | -14819 | -13028 | -41303 | -35954 | -41303 |
Avg Bars in Trades | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Winners | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
Bars Traded | 24709 | 12088 | 12621 | 24709 | 12088 | 12621 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363713 | 281505 | -56427 | -91279 | 269193 | -552182 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713753000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758631490418, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } } }
{ "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": [ [ 161088.6189258988, 99393.6904846119, 61694.9284412866, 192540.8754000435, 184850.5038101277, 7690.3715899156 ], [ 161.088619, 99.39369, 61.694928, 192.540875, 184.850504, 7.690372 ], [ 0.309292, 0.190837, 0.118455, 0.206313, 0.201188, 0.014226 ], [ 10, 10, 10, 10, 10, 10 ], [ -88847, -82451, -58357, -252430, -217027, -219571 ], [ 1.232438, 1.281892, 1.181219, 1.108814, 1.211452, 1.00859 ], [ 414, 207, 207, 414, 207, 207 ], [ 216, 109, 107, 216, 109, 107 ], [ 198, 98, 100, 198, 98, 100 ], [ 52.173913, 52.657005, 51.690821, 52.173913, 52.657005, 51.690821 ], [ 1.129735, 1.152527, 1.103943, 1.016413, 1.089195, 0.942608 ], [ 26345, 26345, 15113, 67159, 67159, 41855 ], [ -14819, -14819, -13028, -41303, -35954, -41303 ], [ 59, 58, 60, 59, 58, 60 ], [ 66, 61, 71, 66, 61, 71 ], [ 52, 54, 50, 52, 54, 50 ], [ 24709, 12088, 12621, 24709, 12088, 12621 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363713, 281505, -56427, -91279, 269193, -552182 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713753000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758631490418, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } } }
# | 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) |
---|