Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312437.6882 | 1373221.9166 | -60784.2284 | 190524.668 | 1105138.4749 | -914613.807 |
Total P&L (%) | 1312.4377 | 1373.2219 | -60.7842 | 190.5247 | 1105.1385 | -914.6138 |
Avg Daily Profit (%) | 0.7244 | 0.7579 | -0.0335 | 0.0589 | 0.1375 | 0 |
Buy And Hold Return (%) | 511.4966 | 511.4966 | 511.4966 | 511.4966 | 511.4966 | 511.4966 |
Max Trade Drawdown | -166140 | -100064 | -144261 | -1992004 | -1275775 | -1017730 |
Profit Factor | 2.5366 | 4.2924 | 0.8609 | 1.0338 | 1.3906 | 0.6749 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 42.4528 | 37.7358 | 47.1698 | 42.4528 | 37.7358 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.4385 | 7.0825 | 0.9642 | 1.4013 | 2.2945 | 0.7559 |
Largest Winning Trade | 823215 | 823215 | 81147 | 1593483 | 1593483 | 331862 |
Largest Losing Trade | -46169 | -32497 | -46169 | -715603 | -455812 | -715603 |
Avg Bars in Trades | 97 | 97 | 98 | 97 | 97 | 98 |
Avg Bars in Winners | 131 | 127 | 134 | 131 | 127 | 134 |
Avg Bars in Losers | 73 | 79 | 65 | 73 | 79 | 65 |
Bars Traded | 10385 | 5180 | 5205 | 10385 | 5180 | 5205 |
Profit Streak | 0 | 71.6558 | 0 | 0 | 71.6558 | 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 | 403390 | -167575 | -761933 | -466116 | -197420 | -761933 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602720000000, "last_datapoint_time": 1757275200000, "evaluation_time": 1757288659737, "expiration_time": 1761971472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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": [ [ 1312437.6881863116, 1373221.9165820363, -60784.2283957245, 190524.6679617326, 1105138.4749208454, -914613.8069591125 ], [ 1312.437688, 1373.221917, -60.784228, 190.524668, 1105.138475, -914.613807 ], [ 0.724371, 0.75792, -0.033549, 0.058881, 0.137479, 0 ], [ 511.496629, 511.496629, 511.496629, 511.496629, 511.496629, 511.496629 ], [ -166140, -100064, -144261, -1992004, -1275775, -1017730 ], [ 2.536616, 4.292445, 0.860914, 1.033764, 1.390626, 0.674939 ], [ 106, 53, 53, 106, 53, 53 ], [ 45, 20, 25, 45, 20, 25 ], [ 61, 33, 28, 61, 33, 28 ], [ 42.45283, 37.735849, 47.169811, 42.45283, 37.735849, 47.169811 ], [ 3.438524, 7.082535, 0.964224, 1.401325, 2.294532, 0.755931 ], [ 823215, 823215, 81147, 1593483, 1593483, 331862 ], [ -46169, -32497, -46169, -715603, -455812, -715603 ], [ 97, 97, 98, 97, 97, 98 ], [ 131, 127, 134, 131, 127, 134 ], [ 73, 79, 65, 73, 79, 65 ], [ 10385, 5180, 5205, 10385, 5180, 5205 ], [ 0, 71.655784, 0, 0, 71.655784, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403390, -167575, -761933, -466116, -197420, -761933 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602720000000, "last_datapoint_time": 1757275200000, "evaluation_time": 1757288659737, "expiration_time": 1761971472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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) |
---|