Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290564.3809 | 1338017.7615 | -47453.3806 | 294539.6766 | 886207.6498 | -591667.9732 |
Total P&L (%) | 1290.5644 | 1338.0178 | -47.4534 | 294.5397 | 886.2077 | -591.668 |
Avg Daily Profit (%) | 0.7108 | 0.7369 | -0.0261 | 0.0756 | 0.1261 | 0 |
Buy And Hold Return (%) | 564.7306 | 564.7306 | 564.7306 | 564.7306 | 564.7306 | 564.7306 |
Max Trade Drawdown | -117024 | -104203 | -102053 | -747218 | -545316 | -604277 |
Profit Factor | 2.7562 | 4.8709 | 0.8781 | 1.0879 | 1.5652 | 0.668 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 31.9588 | 33.3333 | 30.6122 | 31.9588 | 33.3333 | 30.6122 |
Ratio Avg Win / Avg Loss | 5.868 | 9.7419 | 1.9903 | 2.3162 | 3.1303 | 1.5142 |
Largest Winning Trade | 771099 | 771099 | 72247 | 778256 | 778256 | 321418 |
Largest Losing Trade | -37942 | -37942 | -34464 | -232857 | -223167 | -232857 |
Avg Bars in Trades | 106 | 100 | 113 | 106 | 100 | 113 |
Avg Bars in Winners | 186 | 158 | 217 | 186 | 158 | 217 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 10355 | 4807 | 5548 | 10355 | 4807 | 5548 |
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 | 213061 | 342272 | -585443 | -387226 | -37551 | -585443 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10894, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757609682077, "expiration_time": 1762312608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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": [ [ 1290564.3809390306, 1338017.7615185096, -47453.3805794787, 294539.6766007317, 886207.6498179346, -591667.9732172035 ], [ 1290.564381, 1338.017762, -47.453381, 294.539677, 886.20765, -591.667973 ], [ 0.710792, 0.736928, -0.026135, 0.075623, 0.126132, 0 ], [ 564.730558, 564.730558, 564.730558, 564.730558, 564.730558, 564.730558 ], [ -117024, -104203, -102053, -747218, -545316, -604277 ], [ 2.756196, 4.870945, 0.878077, 1.08791, 1.56515, 0.668044 ], [ 97, 48, 49, 97, 48, 49 ], [ 31, 16, 15, 31, 16, 15 ], [ 66, 32, 34, 66, 32, 34 ], [ 31.958763, 33.333333, 30.612245, 31.958763, 33.333333, 30.612245 ], [ 5.868031, 9.74189, 1.990307, 2.316196, 3.130301, 1.514233 ], [ 771099, 771099, 72247, 778256, 778256, 321418 ], [ -37942, -37942, -34464, -232857, -223167, -232857 ], [ 106, 100, 113, 106, 100, 113 ], [ 186, 158, 217, 186, 158, 217 ], [ 69, 71, 67, 69, 71, 67 ], [ 10355, 4807, 5548, 10355, 4807, 5548 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 213061, 342272, -585443, -387226, -37551, -585443 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10894, "evaluation_days": 1815.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757609682077, "expiration_time": 1762312608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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) |
---|