Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430909.0132 | 1413836.1895 | 17072.8237 | 823845.7021 | 1597167.4231 | -773321.721 |
Total P&L (%) | 1430.909 | 1413.8362 | 17.0728 | 823.8457 | 1597.1674 | -773.3217 |
Avg Daily Profit (%) | 0.7877 | 0.7783 | 0.0094 | 0.1225 | 0.156 | 0 |
Buy And Hold Return (%) | 593.57 | 593.57 | 593.57 | 593.57 | 593.57 | 593.57 |
Max Trade Drawdown | -119138 | -66249 | -82954 | -1866774 | -935719 | -1906073 |
Profit Factor | 3.5224 | 5.6426 | 1.065 | 1.1167 | 1.471 | 0.7892 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.1628 | 7.8996 | 1.065 | 1.3197 | 2.0594 | 0.7892 |
Largest Winning Trade | 917200 | 917200 | 55088 | 1646711 | 1646711 | 592585 |
Largest Losing Trade | -55559 | -55559 | -39531 | -864914 | -456946 | -864914 |
Avg Bars in Trades | 95 | 151 | 38 | 95 | 151 | 38 |
Avg Bars in Winners | 106 | 178 | 45 | 106 | 178 | 45 |
Avg Bars in Losers | 85 | 132 | 31 | 85 | 132 | 31 |
Bars Traded | 6854 | 5464 | 1390 | 6854 | 5464 | 1390 |
Profit Streak | 0 | 85.6567 | 0 | 0 | 85.6567 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69776 | 511900 | -495104 | -251731 | 137919 | -580780 |
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{ "first_band": { "type": "ssf", "factors": { "length": 29, "offset": 143, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 2.69961 } } }
{ "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": [ [ 1430909.0131797, 1413836.1895124, 17072.8236673, 823845.7021083513, 1597167.4231404567, -773321.7210321054 ], [ 1430.909013, 1413.83619, 17.072824, 823.845702, 1597.167423, -773.321721 ], [ 0.787729, 0.77833, 0.009399, 0.122474, 0.156001, 0 ], [ 593.569953, 593.569953, 593.569953, 593.569953, 593.569953, 593.569953 ], [ -119138, -66249, -82954, -1866774, -935719, -1906073 ], [ 3.522404, 5.64258, 1.064979, 1.116697, 1.471022, 0.789221 ], [ 72, 36, 36, 72, 36, 36 ], [ 33, 15, 18, 33, 15, 18 ], [ 39, 21, 18, 39, 21, 18 ], [ 45.833333, 41.666667, 50, 45.833333, 41.666667, 50 ], [ 4.162841, 7.899611, 1.064979, 1.319732, 2.059431, 0.789221 ], [ 917200, 917200, 55088, 1646711, 1646711, 592585 ], [ -55559, -55559, -39531, -864914, -456946, -864914 ], [ 95, 151, 38, 95, 151, 38 ], [ 106, 178, 45, 106, 178, 45 ], [ 85, 132, 31, 85, 132, 31 ], [ 6854, 5464, 1390, 6854, 5464, 1390 ], [ 0, 85.65667, 0, 0, 85.65667, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69776, 511900, -495104, -251731, 137919, -580780 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7266, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757691936322, "expiration_time": 1762386768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 29, "offset": 143, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 2.69961 } } }
# | 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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