Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380077.3968 | 1257496.0911 | 122581.3057 | 11794278.8422 | 10762645.3631 | 1031633.4791 |
Total P&L (%) | 1380.0774 | 1257.4961 | 122.5813 | 11794.2788 | 10762.6454 | 1031.6335 |
Avg Daily Profit (%) | 0.7555 | 0.6884 | 0.0671 | 0.2619 | 0.257 | 0.1329 |
Buy And Hold Return (%) | 739.8618 | 739.8618 | 739.8618 | 739.8618 | 739.8618 | 739.8618 |
Max Trade Drawdown | -90258 | -79908 | -48287 | -6726216 | -4416587 | -4504486 |
Profit Factor | 4.4464 | 7.7255 | 1.5742 | 1.487 | 2.0058 | 1.0763 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 43.9394 | 39.3939 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.673 | 11.8854 | 1.6726 | 1.8972 | 3.0858 | 1.1436 |
Largest Winning Trade | 592074 | 592074 | 71162 | 9588992 | 9588992 | 5282014 |
Largest Losing Trade | -37649 | -18331 | -37649 | -2961825 | -1740572 | -2961825 |
Avg Bars in Trades | 157 | 152 | 162 | 157 | 152 | 162 |
Avg Bars in Winners | 243 | 255 | 233 | 243 | 255 | 233 |
Avg Bars in Losers | 90 | 85 | 95 | 90 | 85 | 95 |
Bars Traded | 10399 | 5032 | 5367 | 10399 | 5032 | 5367 |
Profit Streak | 0 | 102.3637 | 0 | 0 | 102.3637 | 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 | -118746 | 297374 | -266852 | -120229 | 314901 | -195456 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603958400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758588220544, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "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": [ [ 1380077.396834067, 1257496.0911297707, 122581.3057042969, 11794278.842183223, 10762645.363114122, 1031633.4790690998 ], [ 1380.077397, 1257.496091, 122.581306, 11794.278842, 10762.645363, 1031.633479 ], [ 0.755515, 0.688409, 0.067106, 0.261947, 0.256967, 0.132912 ], [ 739.861782, 739.861782, 739.861782, 739.861782, 739.861782, 739.861782 ], [ -90258, -79908, -48287, -6726216, -4416587, -4504486 ], [ 4.446367, 7.725536, 1.57423, 1.486987, 2.005773, 1.076315 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 13, 16, 29, 13, 16 ], [ 37, 20, 17, 37, 20, 17 ], [ 43.939394, 39.393939, 48.484848, 43.939394, 39.393939, 48.484848 ], [ 5.672951, 11.885441, 1.672619, 1.89719, 3.085805, 1.143585 ], [ 592074, 592074, 71162, 9588992, 9588992, 5282014 ], [ -37649, -18331, -37649, -2961825, -1740572, -2961825 ], [ 157, 152, 162, 157, 152, 162 ], [ 243, 255, 233, 243, 255, 233 ], [ 90, 85, 95, 90, 85, 95 ], [ 10399, 5032, 5367, 10399, 5032, 5367 ], [ 0, 102.363664, 0, 0, 102.363664, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118746, 297374, -266852, -120229, 314901, -195456 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10960, "evaluation_days": 1826.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603958400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758588220544, "expiration_time": 1763291520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "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) |
---|