Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454102.096 | 1379247.2109 | 74854.8851 | 3593960.9333 | 2684826.182 | 909134.7513 |
Total P&L (%) | 1454.1021 | 1379.2472 | 74.8549 | 3593.9609 | 2684.8262 | 909.1348 |
Avg Daily Profit (%) | 0.799 | 0.7578 | 0.0411 | 0.1985 | 0.183 | 0.1271 |
Buy And Hold Return (%) | 610.4372 | 610.4372 | 610.4372 | 610.4372 | 610.4372 | 610.4372 |
Max Trade Drawdown | -103424 | -101279 | -61593 | -2023648 | -1473942 | -879915 |
Profit Factor | 4.2943 | 6.0968 | 1.4383 | 1.5855 | 1.6915 | 1.4031 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45 | 36.6667 | 53.3333 | 45 | 36.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.2486 | 10.5308 | 1.2585 | 1.9379 | 2.9216 | 1.2277 |
Largest Winning Trade | 757839 | 757839 | 74142 | 1750037 | 1750037 | 899127 |
Largest Losing Trade | -47636 | -47636 | -24839 | -855098 | -855098 | -611536 |
Avg Bars in Trades | 171 | 207 | 135 | 171 | 207 | 135 |
Avg Bars in Winners | 241 | 335 | 177 | 241 | 335 | 177 |
Avg Bars in Losers | 114 | 133 | 88 | 114 | 133 | 88 |
Bars Traded | 10306 | 6235 | 4070 | 10306 | 6235 | 4070 |
Profit Streak | 0 | 162.8372 | 0 | 0 | 162.8372 | 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 | -159351 | 414733 | -302431 | -165221 | 164681 | -35375 |
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{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 154, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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": [ [ 1454102.096047323, 1379247.210929878, 74854.8851174446, 3593960.933250054, 2684826.1819609446, 909134.7512891092 ], [ 1454.102096, 1379.247211, 74.854885, 3593.960933, 2684.826182, 909.134751 ], [ 0.798957, 0.757828, 0.041129, 0.198509, 0.182957, 0.127096 ], [ 610.437229, 610.437229, 610.437229, 610.437229, 610.437229, 610.437229 ], [ -103424, -101279, -61593, -2023648, -1473942, -879915 ], [ 4.294345, 6.096755, 1.43831, 1.585515, 1.691475, 1.403098 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 11, 16, 27, 11, 16 ], [ 33, 19, 14, 33, 19, 14 ], [ 45, 36.666667, 53.333333, 45, 36.666667, 53.333333 ], [ 5.248644, 10.530759, 1.258522, 1.937852, 2.921638, 1.227711 ], [ 757839, 757839, 74142, 1750037, 1750037, 899127 ], [ -47636, -47636, -24839, -855098, -855098, -611536 ], [ 171, 207, 135, 171, 207, 135 ], [ 241, 335, 177, 241, 335, 177 ], [ 114, 133, 88, 114, 133, 88 ], [ 10306, 6235, 4070, 10306, 6235, 4070 ], [ 0, 162.837217, 0, 0, 162.837217, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159351, 414733, -302431, -165221, 164681, -35375 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10920, "evaluation_days": 1820, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602964800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757981135520, "expiration_time": 1762698240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 154, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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) |
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