Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612411.9243 | 1677289.6722 | -64877.7479 | 52203.0584 | 627123.5753 | -574920.5168 |
Total P&L (%) | 1612.4119 | 1677.2897 | -64.8777 | 52.2031 | 627.1236 | -574.9205 |
Avg Daily Profit (%) | 0.8885 | 0.9243 | -0.0358 | 0.0231 | 0.1094 | 0 |
Buy And Hold Return (%) | 593.5546 | 593.5546 | 593.5546 | 593.5546 | 593.5546 | 593.5546 |
Max Trade Drawdown | -247389 | -209663 | -85029 | -1604759 | -1247753 | -607001 |
Profit Factor | 2.5061 | 3.211 | 0.7921 | 1.0121 | 1.2083 | 0.559 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 44.1441 | 41.4414 | 46.8468 | 44.1441 | 41.4414 | 46.8468 |
Ratio Avg Win / Avg Loss | 3.1709 | 4.5373 | 0.8987 | 1.2806 | 1.7074 | 0.6342 |
Largest Winning Trade | 1195345 | 1195345 | 15910 | 786819 | 786819 | 89577 |
Largest Losing Trade | -41965 | -41965 | -21499 | -461831 | -461831 | -139216 |
Avg Bars in Trades | 95 | 174 | 16 | 95 | 174 | 16 |
Avg Bars in Winners | 121 | 239 | 17 | 121 | 239 | 17 |
Avg Bars in Losers | 74 | 129 | 15 | 74 | 129 | 15 |
Bars Traded | 21227 | 19416 | 1811 | 21227 | 19416 | 1811 |
Profit Streak | 0 | 83.1129 | 0 | 0 | 83.1129 | 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 | 487480 | 472172 | -581985 | -536049 | -197123 | -581985 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21777, "evaluation_days": 1814.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600970400000, "last_datapoint_time": 1757584800000, "evaluation_time": 1757587356094, "expiration_time": 1763229398400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 2.93425 } } }
{ "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": [ [ 1612411.9242872794, 1677289.6721532634, -64877.747865984, 52203.0584124806, 627123.5752548776, -574920.5168423968 ], [ 1612.411924, 1677.289672, -64.877748, 52.203058, 627.123575, -574.920517 ], [ 0.888504, 0.924254, -0.03575, 0.023149, 0.109382, 0 ], [ 593.554557, 593.554557, 593.554557, 593.554557, 593.554557, 593.554557 ], [ -247389, -209663, -85029, -1604759, -1247753, -607001 ], [ 2.506057, 3.210983, 0.792059, 1.012102, 1.208339, 0.558954 ], [ 222, 111, 111, 222, 111, 111 ], [ 98, 46, 52, 98, 46, 52 ], [ 124, 65, 59, 124, 65, 59 ], [ 44.144144, 41.441441, 46.846847, 44.144144, 41.441441, 46.846847 ], [ 3.170929, 4.537259, 0.898683, 1.280619, 1.707435, 0.634198 ], [ 1195345, 1195345, 15910, 786819, 786819, 89577 ], [ -41965, -41965, -21499, -461831, -461831, -139216 ], [ 95, 174, 16, 95, 174, 16 ], [ 121, 239, 17, 121, 239, 17 ], [ 74, 129, 15, 74, 129, 15 ], [ 21227, 19416, 1811, 21227, 19416, 1811 ], [ 0, 83.112918, 0, 0, 83.112918, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487480, 472172, -581985, -536049, -197123, -581985 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21777, "evaluation_days": 1814.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600970400000, "last_datapoint_time": 1757584800000, "evaluation_time": 1757587356094, "expiration_time": 1763229398400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 2.93425 } } }
# | 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) |
---|