Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176041.2965 | 978298.4157 | 197742.8808 | 51821571.622 | 54611721.2418 | -2790149.6198 |
Total P&L (%) | 1176.0413 | 978.2984 | 197.7429 | 51821.5716 | 54611.7212 | -2790.1496 |
Avg Daily Profit (%) | 0.6471 | 0.5383 | 0.1088 | 0.3446 | 0.3475 | 0 |
Buy And Hold Return (%) | 588.7627 | 588.7627 | 588.7627 | 588.7627 | 588.7627 | 588.7627 |
Max Trade Drawdown | -74265 | -65500 | -59171 | -88215204 | -60286527 | -50549967 |
Profit Factor | 2.5837 | 3.7061 | 1.5189 | 1.1683 | 1.3759 | 0.9829 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 44.7674 | 41.8605 | 47.6744 | 44.7674 | 41.8605 | 47.6744 |
Ratio Avg Win / Avg Loss | 3.1877 | 5.1474 | 1.6671 | 1.4413 | 1.911 | 1.0787 |
Largest Winning Trade | 288910 | 288910 | 56442 | 52618785 | 52618785 | 23938299 |
Largest Losing Trade | -23262 | -17190 | -23262 | -27451170 | -11995459 | -27451170 |
Avg Bars in Trades | 125 | 118 | 131 | 125 | 118 | 131 |
Avg Bars in Winners | 205 | 204 | 205 | 205 | 204 | 205 |
Avg Bars in Losers | 60 | 56 | 64 | 60 | 56 | 64 |
Bars Traded | 21503 | 10156 | 11347 | 21503 | 10156 | 11347 |
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 | 314860 | 185074 | -212207 | -27311 | 268844 | -580339 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21809, "evaluation_days": 1817.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601308800000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757815854490, "expiration_time": 1763468092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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": [ [ 1176041.2965255487, 978298.4157436956, 197742.8807818534, 51821571.62198004, 54611721.24178962, -2790149.6198095586 ], [ 1176.041297, 978.298416, 197.742881, 51821.571622, 54611.721242, -2790.14962 ], [ 0.647094, 0.53829, 0.108804, 0.344614, 0.347504, 0 ], [ 588.762655, 588.762655, 588.762655, 588.762655, 588.762655, 588.762655 ], [ -74265, -65500, -59171, -88215204, -60286527, -50549967 ], [ 2.583726, 3.706102, 1.518925, 1.168251, 1.375922, 0.982854 ], [ 172, 86, 86, 172, 86, 86 ], [ 77, 36, 41, 77, 36, 41 ], [ 95, 50, 45, 95, 50, 45 ], [ 44.767442, 41.860465, 47.674419, 44.767442, 41.860465, 47.674419 ], [ 3.187714, 5.147364, 1.667112, 1.441348, 1.911002, 1.078742 ], [ 288910, 288910, 56442, 52618785, 52618785, 23938299 ], [ -23262, -17190, -23262, -27451170, -11995459, -27451170 ], [ 125, 118, 131, 125, 118, 131 ], [ 205, 204, 205, 205, 204, 205 ], [ 60, 56, 64, 60, 56, 64 ], [ 21503, 10156, 11347, 21503, 10156, 11347 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314860, 185074, -212207, -27311, 268844, -580339 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21809, "evaluation_days": 1817.42, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601308800000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757815854490, "expiration_time": 1763468092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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) |
---|