Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191637.4872 | 1224985.1693 | -33347.6821 | 317102.2121 | 1184124.1655 | -867021.9533 |
Total P&L (%) | 1191.6375 | 1224.9852 | -33.3477 | 317.1022 | 1184.1242 | -867.022 |
Avg Daily Profit (%) | 0.6521 | 0.6704 | -0.0182 | 0.0782 | 0.1398 | 0 |
Buy And Hold Return (%) | 651.6567 | 651.6567 | 651.6567 | 651.6567 | 651.6567 | 651.6567 |
Max Trade Drawdown | -116673 | -78186 | -62279 | -1603832 | -1189000 | -863248 |
Profit Factor | 2.8544 | 4.5956 | 0.8895 | 1.0618 | 1.4356 | 0.6408 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.5261 | 5.1063 | 1.2231 | 1.3116 | 1.5951 | 0.8811 |
Largest Winning Trade | 781212 | 781212 | 68348 | 1198056 | 1198056 | 373261 |
Largest Losing Trade | -42685 | -42685 | -37245 | -530634 | -508307 | -530634 |
Avg Bars in Trades | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Winners | 102 | 105 | 98 | 102 | 105 | 98 |
Avg Bars in Losers | 42 | 48 | 38 | 42 | 48 | 38 |
Bars Traded | 5292 | 2866 | 2426 | 5292 | 2866 | 2426 |
Profit Streak | 0 | 109.4749 | 0 | 0 | 109.4749 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46504 | 411046 | -582168 | -462726 | -12534 | -583835 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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": [ [ 1191637.4871927085, 1224985.16934198, -33347.6821492717, 317102.2121342075, 1184124.1654755967, -867021.9533413894 ], [ 1191.637487, 1224.985169, -33.347682, 317.102212, 1184.124165, -867.021953 ], [ 0.652119, 0.670369, -0.018249, 0.078186, 0.139791, 0 ], [ 651.656745, 651.656745, 651.656745, 651.656745, 651.656745, 651.656745 ], [ -116673, -78186, -62279, -1603832, -1189000, -863248 ], [ 2.854429, 4.595625, 0.889541, 1.061783, 1.435578, 0.64083 ], [ 76, 38, 38, 76, 38, 38 ], [ 34, 18, 16, 34, 18, 16 ], [ 42, 20, 22, 42, 20, 22 ], [ 44.736842, 47.368421, 42.105263, 44.736842, 47.368421, 42.105263 ], [ 3.526059, 5.10625, 1.223119, 1.311615, 1.595087, 0.881142 ], [ 781212, 781212, 68348, 1198056, 1198056, 373261 ], [ -42685, -42685, -37245, -530634, -508307, -530634 ], [ 69, 75, 63, 69, 75, 63 ], [ 102, 105, 98, 102, 105, 98 ], [ 42, 48, 38, 42, 48, 38 ], [ 5292, 2866, 2426, 5292, 2866, 2426 ], [ 0, 109.474937, 0, 0, 109.474937, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -46504, 411046, -582168, -462726, -12534, -583835 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5482, "evaluation_days": 1827.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758597834526, "expiration_time": 1763322048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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) |
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