Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153111.3268 | 1137090.511 | 16020.8157 | 1198267.3331 | 1550564.6995 | -352297.3664 |
Total P&L (%) | 1153.1113 | 1137.0905 | 16.0208 | 1198.2673 | 1550.5647 | -352.2974 |
Avg Daily Profit (%) | 0.6332 | 0.6244 | 0.0088 | 0.1409 | 0.1541 | 0 |
Buy And Hold Return (%) | 565.4573 | 565.4573 | 565.4573 | 565.4573 | 565.4573 | 565.4573 |
Max Trade Drawdown | -87290 | -75499 | -56532 | -2434483 | -1679286 | -1311902 |
Profit Factor | 3.118 | 5.2276 | 1.0582 | 1.1859 | 1.4746 | 0.8892 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.0368 | 8.4446 | 1.7093 | 1.9157 | 2.3821 | 1.4363 |
Largest Winning Trade | 646933 | 646933 | 74117 | 1815809 | 1815809 | 655497 |
Largest Losing Trade | -33222 | -25294 | -33222 | -559306 | -559306 | -381138 |
Avg Bars in Trades | 103 | 92 | 115 | 103 | 92 | 115 |
Avg Bars in Winners | 184 | 155 | 212 | 184 | 155 | 212 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 7042 | 3132 | 3910 | 7042 | 3132 | 3910 |
Profit Streak | 0 | 109.3448 | 0 | 0 | 109.3448 | 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 | -107281 | 316112 | -506887 | -143903 | 91325 | -583703 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 84, "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": [ [ 1153111.326754257, 1137090.511018637, 16020.81573562, 1198267.3331274241, 1550564.6995226112, -352297.3663951872 ], [ 1153.111327, 1137.090511, 16.020816, 1198.267333, 1550.5647, -352.297366 ], [ 0.63323, 0.624432, 0.008798, 0.14088, 0.154084, 0 ], [ 565.457281, 565.457281, 565.457281, 565.457281, 565.457281, 565.457281 ], [ -87290, -75499, -56532, -2434483, -1679286, -1311902 ], [ 3.117994, 5.22761, 1.058159, 1.185918, 1.47462, 0.889152 ], [ 68, 34, 34, 68, 34, 34 ], [ 26, 13, 13, 26, 13, 13 ], [ 42, 21, 21, 42, 21, 21 ], [ 38.235294, 38.235294, 38.235294, 38.235294, 38.235294, 38.235294 ], [ 5.036759, 8.4446, 1.709333, 1.915713, 2.382079, 1.436322 ], [ 646933, 646933, 74117, 1815809, 1815809, 655497 ], [ -33222, -25294, -33222, -559306, -559306, -381138 ], [ 103, 92, 115, 103, 92, 115 ], [ 184, 155, 212, 184, 155, 212 ], [ 53, 52, 54, 53, 52, 54 ], [ 7042, 3132, 3910, 7042, 3132, 3910 ], [ 0, 109.344753, 0, 0, 109.344753, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107281, 316112, -506887, -143903, 91325, -583703 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7284, "evaluation_days": 1821, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758075386656, "expiration_time": 1762787232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 84, "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) |
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