Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413750.6554 | 1301045.6422 | 112705.0132 | 13970833.4043 | 11370061.9934 | 2600771.4109 |
Total P&L (%) | 1413.7507 | 1301.0456 | 112.705 | 13970.8334 | 11370.062 | 2600.7714 |
Avg Daily Profit (%) | 0.7786 | 0.7165 | 0.0621 | 0.2728 | 0.2615 | 0.1817 |
Buy And Hold Return (%) | 736.9966 | 736.9966 | 736.9966 | 736.9966 | 736.9966 | 736.9966 |
Max Trade Drawdown | -70650 | -60123 | -51922 | -17103179 | -8897571 | -12901835 |
Profit Factor | 3.4945 | 6.1189 | 1.3606 | 1.2374 | 1.4416 | 1.0786 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 42.1569 | 35.2941 | 49.0196 | 42.1569 | 35.2941 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.7948 | 11.2179 | 1.415 | 1.6978 | 2.643 | 1.1217 |
Largest Winning Trade | 816449 | 816449 | 75566 | 9672383 | 9125673 | 9672383 |
Largest Losing Trade | -42269 | -22986 | -42269 | -6046818 | -3329354 | -6046818 |
Avg Bars in Trades | 211 | 200 | 221 | 211 | 200 | 221 |
Avg Bars in Winners | 347 | 331 | 358 | 347 | 331 | 358 |
Avg Bars in Losers | 112 | 129 | 90 | 112 | 129 | 90 |
Bars Traded | 21542 | 10226 | 11316 | 21542 | 10226 | 11316 |
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 | 340368 | -173247 | -455809 | 240972 | -175150 | -309302 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21790, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602100800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757680023535, "expiration_time": 1763326368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 110, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } } }
{ "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": [ [ 1413750.6553655064, 1301045.6421634457, 112705.0132020607, 13970833.404273119, 11370061.993391052, 2600771.410882069 ], [ 1413.750655, 1301.045642, 112.705013, 13970.833404, 11370.061993, 2600.771411 ], [ 0.77857, 0.716502, 0.062068, 0.272792, 0.261507, 0.181686 ], [ 736.996607, 736.996607, 736.996607, 736.996607, 736.996607, 736.996607 ], [ -70650, -60123, -51922, -17103179, -8897571, -12901835 ], [ 3.494499, 6.118855, 1.360564, 1.237398, 1.441614, 1.078565 ], [ 102, 51, 51, 102, 51, 51 ], [ 43, 18, 25, 43, 18, 25 ], [ 59, 33, 26, 59, 33, 26 ], [ 42.156863, 35.294118, 49.019608, 42.156863, 35.294118, 49.019608 ], [ 4.794778, 11.2179, 1.414986, 1.697825, 2.642959, 1.121708 ], [ 816449, 816449, 75566, 9672383, 9125673, 9672383 ], [ -42269, -22986, -42269, -6046818, -3329354, -6046818 ], [ 211, 200, 221, 211, 200, 221 ], [ 347, 331, 358, 347, 331, 358 ], [ 112, 129, 90, 112, 129, 90 ], [ 21542, 10226, 11316, 21542, 10226, 11316 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340368, -173247, -455809, 240972, -175150, -309302 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21790, "evaluation_days": 1815.83, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602100800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757680023535, "expiration_time": 1763326368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 110, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } } }
# | 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) |
---|