Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1322940.6064 | 1256184.3647 | 66756.2417 | 4470500.7152 | 5223730.5411 | -753229.8259 |
Total P&L (%) | 1322.9406 | 1256.1844 | 66.7562 | 4470.5007 | 5223.7305 | -753.2298 |
Avg Daily Profit (%) | 0.7288 | 0.692 | 0.0368 | 0.2108 | 0.2192 | 0 |
Buy And Hold Return (%) | 560.0907 | 560.0907 | 560.0907 | 560.0907 | 560.0907 | 560.0907 |
Max Trade Drawdown | -119918 | -53469 | -71921 | -14589550 | -6672175 | -8498735 |
Profit Factor | 3.4037 | 6.2363 | 1.215 | 1.161 | 1.454 | 0.9537 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 36.25 | 37.5 | 35 | 36.25 | 37.5 | 35 |
Ratio Avg Win / Avg Loss | 5.9859 | 10.3938 | 2.2565 | 2.0418 | 2.4234 | 1.7711 |
Largest Winning Trade | 744597 | 744597 | 77259 | 6485286 | 6485286 | 3980790 |
Largest Losing Trade | -27024 | -22122 | -27024 | -2493057 | -2493057 | -2470294 |
Avg Bars in Trades | 133 | 125 | 142 | 133 | 125 | 142 |
Avg Bars in Winners | 223 | 192 | 256 | 223 | 192 | 256 |
Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
Bars Traded | 10714 | 5007 | 5707 | 10714 | 5007 | 5707 |
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 | -14534 | 384049 | -314681 | -63269 | 198182 | -583805 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 3.73039 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1322940.606398692, 1256184.3646709463, 66756.2417277458, 4470500.715159584, 5223730.541050175, -753229.8258905855 ], [ 1322.940606, 1256.184365, 66.756242, 4470.500715, 5223.730541, -753.229826 ], [ 0.72876, 0.691987, 0.036774, 0.210773, 0.219195, 0 ], [ 560.090703, 560.090703, 560.090703, 560.090703, 560.090703, 560.090703 ], [ -119918, -53469, -71921, -14589550, -6672175, -8498735 ], [ 3.403743, 6.236281, 1.215019, 1.161038, 1.454023, 0.953662 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 15, 14, 29, 15, 14 ], [ 51, 25, 26, 51, 25, 26 ], [ 36.25, 37.5, 35, 36.25, 37.5, 35 ], [ 5.985892, 10.393802, 2.256464, 2.041825, 2.423371, 1.771087 ], [ 744597, 744597, 77259, 6485286, 6485286, 3980790 ], [ -27024, -22122, -27024, -2493057, -2493057, -2470294 ], [ 133, 125, 142, 133, 125, 142 ], [ 223, 192, 256, 223, 192, 256 ], [ 82, 84, 81, 82, 84, 81 ], [ 10714, 5007, 5707, 10714, 5007, 5707 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -14534, 384049, -314681, -63269, 198182, -583805 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10892, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602532800000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757585295624, "expiration_time": 1762282944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 3.73039 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } } }
# | 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) |
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