Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154792.2495 | 87174.6085 | 67617.641 | 190098.128 | 110493.7494 | 79604.3786 |
Total P&L (%) | 154.7922 | 87.1746 | 67.6176 | 190.0981 | 110.4937 | 79.6044 |
Avg Daily Profit (%) | 0.2972 | 0.1674 | 0.1298 | 0.2047 | 0.143 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49196 | -26446 | -41723 | -176182 | -65910 | -149347 |
Profit Factor | 1.5175 | 1.6177 | 1.428 | 1.272 | 1.3542 | 1.2057 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 62.8319 | 59.6491 | 66.0714 | 62.8319 | 59.6491 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.8977 | 1.0943 | 0.7333 | 0.7524 | 0.9161 | 0.6192 |
Largest Winning Trade | 33782 | 28444 | 33782 | 67886 | 48967 | 67886 |
Largest Losing Trade | -31666 | -22236 | -31666 | -118515 | -35925 | -118515 |
Avg Bars in Trades | 215 | 228 | 203 | 215 | 228 | 203 |
Avg Bars in Winners | 174 | 194 | 155 | 174 | 194 | 155 |
Avg Bars in Losers | 286 | 277 | 296 | 286 | 277 | 296 |
Bars Traded | 24382 | 12996 | 11386 | 24382 | 12996 | 11386 |
Profit Streak | 16.6315 | 18.0482 | 16.6315 | 16.6315 | 18.0482 | 16.6315 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398654 | -169013 | -198630 | 316176 | -181690 | -222936 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713054600000, "first_datapoint_time": 1713501000000, "last_datapoint_time": 1758052800000, "evaluation_time": 1758053360318, "expiration_time": 1764532800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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": [ [ 154792.2494851393, 87174.6084505516, 67617.6410345876, 190098.1279665519, 110493.7493551745, 79604.3786113775 ], [ 154.792249, 87.174608, 67.617641, 190.098128, 110.493749, 79.604379 ], [ 0.297203, 0.167376, 0.129827, 0.2047, 0.143006, 0.112497 ], [ 10, 10, 10, 10, 10, 10 ], [ -49196, -26446, -41723, -176182, -65910, -149347 ], [ 1.517516, 1.617668, 1.428037, 1.271992, 1.354194, 1.205721 ], [ 113, 57, 56, 113, 57, 56 ], [ 71, 34, 37, 71, 34, 37 ], [ 42, 23, 19, 42, 23, 19 ], [ 62.831858, 59.649123, 66.071429, 62.831858, 59.649123, 66.071429 ], [ 0.897685, 1.094305, 0.733316, 0.752446, 0.916072, 0.619154 ], [ 33782, 28444, 33782, 67886, 48967, 67886 ], [ -31666, -22236, -31666, -118515, -35925, -118515 ], [ 215, 228, 203, 215, 228, 203 ], [ 174, 194, 155, 174, 194, 155 ], [ 286, 277, 296, 286, 277, 296 ], [ 24382, 12996, 11386, 24382, 12996, 11386 ], [ 16.631485, 18.048152, 16.631485, 16.631485, 18.048152, 16.631485 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398654, -169013, -198630, 316176, -181690, -222936 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713054600000, "first_datapoint_time": 1713501000000, "last_datapoint_time": 1758052800000, "evaluation_time": 1758053360318, "expiration_time": 1764532800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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) |
---|