Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205931.7747 | 1198630.9066 | 7300.8681 | 1102979.9818 | 1945455.4598 | -842475.4781 |
Total P&L (%) | 1205.9318 | 1198.6309 | 7.3009 | 1102.98 | 1945.4555 | -842.4755 |
Avg Daily Profit (%) | 0.6624 | 0.6584 | 0.004 | 0.1367 | 0.1659 | 0 |
Buy And Hold Return (%) | 565.7591 | 565.7591 | 565.7591 | 565.7591 | 565.7591 | 565.7591 |
Max Trade Drawdown | -116601 | -75484 | -79942 | -2863781 | -1507014 | -1476749 |
Profit Factor | 2.7874 | 5.1548 | 1.0189 | 1.1478 | 1.6609 | 0.8135 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 40.9091 | 45.4545 | 36.3636 | 40.9091 | 45.4545 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.0263 | 6.1858 | 1.7831 | 1.658 | 1.9931 | 1.4237 |
Largest Winning Trade | 724916 | 724916 | 76108 | 1614672 | 1614672 | 926741 |
Largest Losing Trade | -43656 | -29219 | -43656 | -958992 | -382377 | -958992 |
Avg Bars in Trades | 81 | 76 | 86 | 81 | 76 | 86 |
Avg Bars in Winners | 127 | 116 | 141 | 127 | 116 | 141 |
Avg Bars in Losers | 49 | 43 | 54 | 49 | 43 | 54 |
Bars Traded | 7145 | 3359 | 3786 | 7145 | 3359 | 3786 |
Profit Streak | 33.8705 | 111.6205 | 33.8705 | 33.8705 | 111.6205 | 33.8705 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341997 | 482765 | -556107 | -75916 | 281346 | -583362 |
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{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 2.30923 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1205931.7747193573, 1198630.906644406, 7300.8680749515, 1102979.9817539693, 1945455.4598344523, -842475.4780804825 ], [ 1205.931775, 1198.630907, 7.300868, 1102.979982, 1945.45546, -842.475478 ], [ 0.662418, 0.658408, 0.00401, 0.136725, 0.165927, 0 ], [ 565.75905, 565.75905, 565.75905, 565.75905, 565.75905, 565.75905 ], [ -116601, -75484, -79942, -2863781, -1507014, -1476749 ], [ 2.787449, 5.154823, 1.018906, 1.147829, 1.660936, 0.813517 ], [ 88, 44, 44, 88, 44, 44 ], [ 36, 20, 16, 36, 20, 16 ], [ 52, 24, 28, 52, 24, 28 ], [ 40.909091, 45.454545, 36.363636, 40.909091, 45.454545, 36.363636 ], [ 4.026315, 6.185787, 1.783085, 1.657975, 1.993124, 1.423655 ], [ 724916, 724916, 76108, 1614672, 1614672, 926741 ], [ -43656, -29219, -43656, -958992, -382377, -958992 ], [ 81, 76, 86, 81, 76, 86 ], [ 127, 116, 141, 127, 116, 141 ], [ 49, 43, 54, 49, 43, 54 ], [ 7145, 3359, 3786, 7145, 3359, 3786 ], [ 33.870475, 111.620475, 33.870475, 33.870475, 111.620475, 33.870475 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341997, 482765, -556107, -75916, 281346, -583362 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602612000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758034409056, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 2.30923 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
# | 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) |
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