Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236945.4409 | 122923.6406 | 114021.8004 | 520015.7267 | 364397.5345 | 155618.1922 |
Total P&L (%) | 236.9454 | 122.9236 | 114.0218 | 520.0157 | 364.3975 | 155.6182 |
Avg Daily Profit (%) | 0.4549 | 0.236 | 0.2189 | 0.3509 | 0.2953 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76944 | -74680 | -28418 | -335390 | -309310 | -160673 |
Profit Factor | 1.532 | 1.5092 | 1.5589 | 1.2993 | 1.3979 | 1.1894 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.532 | 1.7608 | 1.3362 | 1.2993 | 1.6309 | 1.0195 |
Largest Winning Trade | 34784 | 34784 | 21263 | 132229 | 132229 | 80905 |
Largest Losing Trade | -19747 | -19747 | -13331 | -67201 | -67201 | -52147 |
Avg Bars in Trades | 106 | 103 | 109 | 106 | 103 | 109 |
Avg Bars in Winners | 134 | 133 | 135 | 134 | 133 | 135 |
Avg Bars in Losers | 78 | 77 | 78 | 78 | 77 | 78 |
Bars Traded | 24884 | 12090 | 12794 | 24884 | 12090 | 12794 |
Profit Streak | 10.2694 | 11.2902 | 10.2694 | 10.2694 | 11.2902 | 10.2694 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525851 | 330706 | 352531 | 417653 | 324440 | -4412 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712730600000, "first_datapoint_time": 1712874600000, "last_datapoint_time": 1757728800000, "evaluation_time": 1757730475720, "expiration_time": 1764208800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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": [ [ 236945.4409206887, 122923.6405514788, 114021.8003692097, 520015.7267131371, 364397.5345207019, 155618.1921924354 ], [ 236.945441, 122.923641, 114.0218, 520.015727, 364.397535, 155.618192 ], [ 0.454938, 0.236015, 0.218923, 0.350935, 0.295267, 0.180358 ], [ 10, 10, 10, 10, 10, 10 ], [ -76944, -74680, -28418, -335390, -309310, -160673 ], [ 1.531989, 1.509237, 1.55891, 1.299278, 1.397882, 1.18938 ], [ 234, 117, 117, 234, 117, 117 ], [ 117, 54, 63, 117, 54, 63 ], [ 117, 63, 54, 117, 63, 54 ], [ 50, 46.153846, 53.846154, 50, 46.153846, 53.846154 ], [ 1.531989, 1.760776, 1.336208, 1.299278, 1.630862, 1.019469 ], [ 34784, 34784, 21263, 132229, 132229, 80905 ], [ -19747, -19747, -13331, -67201, -67201, -52147 ], [ 106, 103, 109, 106, 103, 109 ], [ 134, 133, 135, 134, 133, 135 ], [ 78, 77, 78, 78, 77, 78 ], [ 24884, 12090, 12794, 24884, 12090, 12794 ], [ 10.269395, 11.290228, 10.269395, 10.269395, 11.290228, 10.269395 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525851, 330706, 352531, 417653, 324440, -4412 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712730600000, "first_datapoint_time": 1712874600000, "last_datapoint_time": 1757728800000, "evaluation_time": 1757730475720, "expiration_time": 1764208800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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) |
---|