Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942991.1081 | 904911.3946 | 38079.7134 | 1806605.3571 | 3896726.1767 | -2090120.8196 |
Total P&L (%) | 942.9911 | 904.9114 | 38.0797 | 1806.6054 | 3896.7262 | -2090.1208 |
Avg Daily Profit (%) | 0.5201 | 0.4991 | 0.021 | 0.1627 | 0.2036 | 0 |
Buy And Hold Return (%) | 526.988 | 526.988 | 526.988 | 526.988 | 526.988 | 526.988 |
Max Trade Drawdown | -144555 | -104632 | -124134 | -3223994 | -2136731 | -2523547 |
Profit Factor | 1.8728 | 2.6826 | 1.0702 | 1.0911 | 1.4099 | 0.7977 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 46.1538 | 44.4444 | 47.8632 | 46.1538 | 44.4444 | 47.8632 |
Ratio Avg Win / Avg Loss | 2.185 | 3.3532 | 1.1657 | 1.2729 | 1.7623 | 0.8689 |
Largest Winning Trade | 295616 | 295616 | 68218 | 2589191 | 2589191 | 751918 |
Largest Losing Trade | -39589 | -30914 | -39589 | -1094836 | -681076 | -1094836 |
Avg Bars in Trades | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Winners | 120 | 106 | 134 | 120 | 106 | 134 |
Avg Bars in Losers | 67 | 64 | 69 | 67 | 64 | 69 |
Bars Traded | 21519 | 9767 | 11752 | 21519 | 9767 | 11752 |
Profit Streak | 0 | 12.1806 | 0 | 0 | 12.1806 | 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 | 207517 | 202268 | -474978 | -115639 | 310200 | -581852 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21757, "evaluation_days": 1813.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601589600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757442004828, "expiration_time": 1763080214400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
{ "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": [ [ 942991.1080743682, 904911.3946271352, 38079.7134472328, 1806605.3571220937, 3896726.1767083295, -2090120.8195862365 ], [ 942.991108, 904.911395, 38.079713, 1806.605357, 3896.726177, -2090.12082 ], [ 0.520105, 0.499102, 0.021003, 0.162724, 0.203621, 0 ], [ 526.987952, 526.987952, 526.987952, 526.987952, 526.987952, 526.987952 ], [ -144555, -104632, -124134, -3223994, -2136731, -2523547 ], [ 1.872841, 2.682583, 1.070185, 1.091064, 1.409877, 0.797698 ], [ 234, 117, 117, 234, 117, 117 ], [ 108, 52, 56, 108, 52, 56 ], [ 126, 65, 61, 126, 65, 61 ], [ 46.153846, 44.444444, 47.863248, 46.153846, 44.444444, 47.863248 ], [ 2.184981, 3.353229, 1.165738, 1.272908, 1.762346, 0.868921 ], [ 295616, 295616, 68218, 2589191, 2589191, 751918 ], [ -39589, -30914, -39589, -1094836, -681076, -1094836 ], [ 91, 83, 100, 91, 83, 100 ], [ 120, 106, 134, 120, 106, 134 ], [ 67, 64, 69, 67, 64, 69 ], [ 21519, 9767, 11752, 21519, 9767, 11752 ], [ 0, 12.180611, 0, 0, 12.180611, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 207517, 202268, -474978, -115639, 310200, -581852 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21757, "evaluation_days": 1813.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601589600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757442004828, "expiration_time": 1763080214400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
# | 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) |
---|