Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054147.8899 | 916817.8554 | 137330.0344 | 14822826.1265 | 11654697.1485 | 3168128.978 |
Total P&L (%) | 1054.1479 | 916.8179 | 137.33 | 14822.8261 | 11654.6971 | 3168.129 |
Avg Daily Profit (%) | 0.5808 | 0.5051 | 0.0757 | 0.2762 | 0.263 | 0.1923 |
Buy And Hold Return (%) | 639.0306 | 639.0306 | 639.0306 | 639.0306 | 639.0306 | 639.0306 |
Max Trade Drawdown | -113189 | -97778 | -55660 | -8632484 | -7148877 | -6987733 |
Profit Factor | 2.353 | 3.5158 | 1.3312 | 1.262 | 1.4039 | 1.1143 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 45.2229 | 44.8718 | 45.5696 | 45.2229 | 44.8718 | 45.5696 |
Ratio Avg Win / Avg Loss | 2.8501 | 4.3195 | 1.59 | 1.5286 | 1.7248 | 1.3309 |
Largest Winning Trade | 281077 | 281077 | 56275 | 6719438 | 6719438 | 4260634 |
Largest Losing Trade | -30723 | -28359 | -30723 | -3463483 | -3463483 | -2805372 |
Avg Bars in Trades | 137 | 135 | 138 | 137 | 135 | 138 |
Avg Bars in Winners | 202 | 202 | 202 | 202 | 202 | 202 |
Avg Bars in Losers | 82 | 81 | 84 | 82 | 81 | 84 |
Bars Traded | 21513 | 10586 | 10927 | 21513 | 10586 | 10927 |
Profit Streak | 0 | 16.5994 | 0 | 0 | 16.5994 | 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 | 198494 | -49064 | -284998 | 310182 | -25473 | -116907 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21781, "evaluation_days": 1815.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757614987700, "expiration_time": 1763259235200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 3.95621 } } }
{ "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": [ [ 1054147.8898665707, 916817.8554429889, 137330.0344235816, 14822826.12646255, 11654697.148459554, 3168128.9780030027 ], [ 1054.14789, 916.817855, 137.330034, 14822.826126, 11654.697148, 3168.128978 ], [ 0.580772, 0.505112, 0.075661, 0.276152, 0.262969, 0.192287 ], [ 639.030612, 639.030612, 639.030612, 639.030612, 639.030612, 639.030612 ], [ -113189, -97778, -55660, -8632484, -7148877, -6987733 ], [ 2.353012, 3.515847, 1.331159, 1.261986, 1.403914, 1.114273 ], [ 157, 78, 79, 157, 78, 79 ], [ 71, 35, 36, 71, 35, 36 ], [ 86, 43, 43, 86, 43, 43 ], [ 45.22293, 44.871795, 45.56962, 45.22293, 44.871795, 45.56962 ], [ 2.850128, 4.319469, 1.589996, 1.528603, 1.724808, 1.330937 ], [ 281077, 281077, 56275, 6719438, 6719438, 4260634 ], [ -30723, -28359, -30723, -3463483, -3463483, -2805372 ], [ 137, 135, 138, 137, 135, 138 ], [ 202, 202, 202, 202, 202, 202 ], [ 82, 81, 84, 82, 81, 84 ], [ 21513, 10586, 10927, 21513, 10586, 10927 ], [ 0, 16.599395, 0, 0, 16.599395, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 198494, -49064, -284998, 310182, -25473, -116907 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21781, "evaluation_days": 1815.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1757613600000, "evaluation_time": 1757614987700, "expiration_time": 1763259235200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 3.95621 } } }
# | 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) |
---|