Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -985745.6559 | 55283.3205 | -1041028.9764 | -678184.4654 | -13688426.0986 | 13010241.6332 |
Total P&L (%) | -985.7457 | 55.2833 | -1041.029 | -678.1845 | -13688.4261 | 13010.2416 |
Avg Daily Profit (%) | -0.5412 | 0.0304 | -0.5715 | 0 | 0 | 0.268 |
Buy And Hold Return (%) | 653.1167 | 653.1167 | 653.1167 | 653.1167 | 653.1167 | 653.1167 |
Max Trade Drawdown | -1085787 | -204486 | -1087017 | -28391969 | -22217266 | -6174702 |
Profit Factor | 0.4202 | 1.1666 | 0.2393 | 0.9843 | 0.5265 | 1.9096 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 21 | 24 | 38 | 17 | 21 |
Losing Trades | 33 | 18 | 15 | 40 | 22 | 18 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 48.7179 | 43.5897 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.3082 | 1 | 0.1495 | 1.0361 | 0.6813 | 1.6368 |
Largest Winning Trade | 57732 | 57732 | 37987 | 15489256 | 5126849 | 15489256 |
Largest Losing Trade | -543924 | -78160 | -543924 | -20894962 | -20894962 | -2817197 |
Avg Bars in Trades | 91 | 90 | 93 | 91 | 90 | 93 |
Avg Bars in Winners | 53 | 48 | 58 | 90 | 91 | 90 |
Avg Bars in Losers | 143 | 139 | 148 | 92 | 89 | 96 |
Bars Traded | 7158 | 3521 | 3637 | 7158 | 3521 | 3637 |
Profit Streak | 10.686 | 29.186 | 0 | 0 | 0 | 30.186 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617632 | -355956 | -579261 | -618387 | -583250 | 478960 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7286, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758126471965, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } } }
{ "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": [ [ -985745.6559300272, 55283.3204516732, -1041028.9763817004, -678184.4654373969, -13688426.098613191, 13010241.633175792 ], [ -985.745656, 55.28332, -1041.028976, -678.184465, -13688.426099, 13010.241633 ], [ -0.541172, 0.03035, -0.571523, 0, 0, 0.268049 ], [ 653.116697, 653.116697, 653.116697, 653.116697, 653.116697, 653.116697 ], [ -1085787, -204486, -1087017, -28391969, -22217266, -6174702 ], [ 0.420229, 1.166632, 0.239273, 0.984305, 0.52648, 1.909612 ], [ 78, 39, 39, 78, 39, 39 ], [ 45, 21, 24, 38, 17, 21 ], [ 33, 18, 15, 40, 22, 18 ], [ 57.692308, 53.846154, 61.538462, 48.717949, 43.589744, 53.846154 ], [ 0.308168, 0.99997, 0.149545, 1.036111, 0.681327, 1.63681 ], [ 57732, 57732, 37987, 15489256, 5126849, 15489256 ], [ -543924, -78160, -543924, -20894962, -20894962, -2817197 ], [ 91, 90, 93, 91, 90, 93 ], [ 53, 48, 58, 90, 91, 90 ], [ 143, 139, 148, 92, 89, 96 ], [ 7158, 3521, 3637, 7158, 3521, 3637 ], [ 10.686018, 29.186018, 0, 0, 0, 30.186018 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -617632, -355956, -579261, -618387, -583250, 478960 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7286, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758126471965, "expiration_time": 1762831728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } } }
# | 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) |
---|