Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180027.9383 | 1238838.8312 | -58810.8928 | -90051.5965 | 494172.2494 | -584223.8459 |
Total P&L (%) | 1180.0279 | 1238.8388 | -58.8109 | -90.0516 | 494.1722 | -584.2238 |
Avg Daily Profit (%) | 0.6461 | 0.6783 | -0.0322 | -0.1263 | 0.0976 | 0 |
Buy And Hold Return (%) | 763.76 | 763.76 | 763.76 | 763.76 | 763.76 | 763.76 |
Max Trade Drawdown | -160888 | -128223 | -135287 | -1511311 | -847183 | -670196 |
Profit Factor | 2.9422 | 5.0265 | 0.8039 | 0.947 | 1.5672 | 0.2948 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 52.5641 | 51.2821 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6552 | 4.7752 | 0.6891 | 0.8546 | 1.4888 | 0.2527 |
Largest Winning Trade | 920115 | 920115 | 46572 | 920115 | 920115 | 144186 |
Largest Losing Trade | -99262 | -55026 | -99262 | -626257 | -580317 | -626257 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 3454 | 1659 | 1795 | 3454 | 1659 | 1795 |
Profit Streak | 0 | 95.2422 | 0 | 0 | 95.2422 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30898 | 434747 | -580258 | -619223 | -225174 | -580258 |
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{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 112 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "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": [ [ 1180027.9383244545, 1238838.8311726355, -58810.8928481819, -90051.596516527, 494172.2494323259, -584223.845948853 ], [ 1180.027938, 1238.838831, -58.810893, -90.051597, 494.172249, -584.223846 ], [ 0.64606, 0.678258, -0.032199, -0.126269, 0.097611, 0 ], [ 763.759993, 763.759993, 763.759993, 763.759993, 763.759993, 763.759993 ], [ -160888, -128223, -135287, -1511311, -847183, -670196 ], [ 2.942225, 5.026484, 0.803893, 0.94702, 1.567178, 0.294802 ], [ 78, 39, 39, 78, 39, 39 ], [ 41, 20, 21, 41, 20, 21 ], [ 37, 19, 18, 37, 19, 18 ], [ 52.564103, 51.282051, 53.846154, 52.564103, 51.282051, 53.846154 ], [ 2.655179, 4.77516, 0.689051, 0.854628, 1.488819, 0.252687 ], [ 920115, 920115, 46572, 920115, 920115, 144186 ], [ -99262, -55026, -99262, -626257, -580317, -626257 ], [ 44, 42, 46, 44, 42, 46 ], [ 50, 43, 56, 50, 43, 56 ], [ 37, 41, 33, 37, 41, 33 ], [ 3454, 1659, 1795, 3454, 1659, 1795 ], [ 0, 95.242203, 0, 0, 95.242203, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30898, 434747, -580258, -619223, -225174, -580258 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605787200000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758520126313, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 112 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "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) |
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