Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025992.2882 | 910667.6585 | 115324.6298 | 11273516.4342 | 7286901.7738 | 3986614.6604 |
Total P&L (%) | 1025.9923 | 910.6677 | 115.3246 | 11273.5164 | 7286.9018 | 3986.6147 |
Avg Daily Profit (%) | 0.5619 | 0.4987 | 0.0632 | 0.2596 | 0.2359 | 0.2034 |
Buy And Hold Return (%) | 633.1797 | 633.1797 | 633.1797 | 633.1797 | 633.1797 | 633.1797 |
Max Trade Drawdown | -70700 | -55401 | -76791 | -4245166 | -2738427 | -3527640 |
Profit Factor | 2.582 | 4.1437 | 1.3214 | 1.5089 | 1.7899 | 1.3084 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.5517 | 43.1034 | 50 | 46.5517 | 43.1034 | 50 |
Ratio Avg Win / Avg Loss | 2.9645 | 5.4697 | 1.3214 | 1.7325 | 2.3627 | 1.3084 |
Largest Winning Trade | 295481 | 295481 | 76438 | 3585135 | 3585135 | 2706302 |
Largest Losing Trade | -29914 | -23482 | -29914 | -2693729 | -1061069 | -2693729 |
Avg Bars in Trades | 185 | 172 | 199 | 185 | 172 | 199 |
Avg Bars in Winners | 276 | 260 | 290 | 276 | 260 | 290 |
Avg Bars in Losers | 106 | 106 | 107 | 106 | 106 | 107 |
Bars Traded | 21559 | 10015 | 11544 | 21559 | 10015 | 11544 |
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 | 201644 | -194414 | -454219 | 359483 | -170998 | -172322 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601316000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758588238604, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 47, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 1.08753 } } }
{ "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": [ [ 1025992.2882375557, 910667.6584574794, 115324.6297800764, 11273516.43422017, 7286901.7738003, 3986614.660419872 ], [ 1025.992288, 910.667658, 115.32463, 11273.516434, 7286.901774, 3986.61466 ], [ 0.561855, 0.498701, 0.063154, 0.259573, 0.23588, 0.203391 ], [ 633.179724, 633.179724, 633.179724, 633.179724, 633.179724, 633.179724 ], [ -70700, -55401, -76791, -4245166, -2738427, -3527640 ], [ 2.581993, 4.143729, 1.321358, 1.508922, 1.7899, 1.308403 ], [ 116, 58, 58, 116, 58, 58 ], [ 54, 25, 29, 54, 25, 29 ], [ 62, 33, 29, 62, 33, 29 ], [ 46.551724, 43.103448, 50, 46.551724, 43.103448, 50 ], [ 2.96451, 5.469722, 1.321358, 1.732466, 2.362667, 1.308403 ], [ 295481, 295481, 76438, 3585135, 3585135, 2706302 ], [ -29914, -23482, -29914, -2693729, -1061069, -2693729 ], [ 185, 172, 199, 185, 172, 199 ], [ 276, 260, 290, 276, 260, 290 ], [ 106, 106, 107, 106, 106, 107 ], [ 21559, 10015, 11544, 21559, 10015, 11544 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 201644, -194414, -454219, 359483, -170998, -172322 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601316000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758588238604, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 47, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 1.08753 } } }
# | 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) |
---|