Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465266.9949 | 1370448.2763 | 94818.7186 | 5559492.5058 | 3088010.9916 | 2471481.5142 |
Total P&L (%) | 1465.267 | 1370.4483 | 94.8187 | 5559.4925 | 3088.011 | 2471.4815 |
Avg Daily Profit (%) | 0.8077 | 0.7554 | 0.0523 | 0.2227 | 0.191 | 0.1791 |
Buy And Hold Return (%) | 534.4957 | 534.4957 | 534.4957 | 534.4957 | 534.4957 | 534.4957 |
Max Trade Drawdown | -109100 | -86405 | -54355 | -13872747 | -11780072 | -5361598 |
Profit Factor | 3.4995 | 4.9557 | 1.3955 | 1.149 | 1.1375 | 1.1664 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 33.871 | 30.6452 | 37.0968 | 33.871 | 30.6452 | 37.0968 |
Ratio Avg Win / Avg Loss | 6.8324 | 11.2155 | 2.3662 | 2.2433 | 2.5743 | 1.9779 |
Largest Winning Trade | 758474 | 758474 | 67331 | 7500631 | 7500631 | 3496230 |
Largest Losing Trade | -31999 | -31999 | -22611 | -2908724 | -2908724 | -2117708 |
Avg Bars in Trades | 86 | 103 | 68 | 86 | 103 | 68 |
Avg Bars in Winners | 164 | 203 | 133 | 164 | 203 | 133 |
Avg Bars in Losers | 45 | 59 | 30 | 45 | 59 | 30 |
Bars Traded | 10677 | 6406 | 4271 | 10677 | 6406 | 4271 |
Profit Streak | 0 | 70.7349 | 0 | 0 | 70.7349 | 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 | 380959 | -144378 | -446593 | -53214 | -222450 | -189631 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757482696457, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 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": [ [ 1465266.994887393, 1370448.2763222686, 94818.7185651241, 5559492.505838441, 3088010.9916033684, 2471481.5142350793 ], [ 1465.266995, 1370.448276, 94.818719, 5559.492506, 3088.010992, 2471.481514 ], [ 0.807679, 0.755413, 0.052266, 0.222714, 0.191012, 0.179144 ], [ 534.495731, 534.495731, 534.495731, 534.495731, 534.495731, 534.495731 ], [ -109100, -86405, -54355, -13872747, -11780072, -5361598 ], [ 3.499527, 4.955666, 1.395464, 1.149012, 1.137497, 1.166426 ], [ 124, 62, 62, 124, 62, 62 ], [ 42, 19, 23, 42, 19, 23 ], [ 82, 43, 39, 82, 43, 39 ], [ 33.870968, 30.645161, 37.096774, 33.870968, 30.645161, 37.096774 ], [ 6.83241, 11.215456, 2.366222, 2.243308, 2.574335, 1.977852 ], [ 758474, 758474, 67331, 7500631, 7500631, 3496230 ], [ -31999, -31999, -22611, -2908724, -2908724, -2117708 ], [ 86, 103, 68, 86, 103, 68 ], [ 164, 203, 133, 164, 203, 133 ], [ 45, 59, 30, 45, 59, 30 ], [ 10677, 6406, 4271, 10677, 6406, 4271 ], [ 0, 70.734913, 0, 0, 70.734913, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380959, -144378, -446593, -53214, -222450, -189631 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1757476800000, "evaluation_time": 1757482696457, "expiration_time": 1762179120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 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) |
---|