Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230480.7138 | 1219810.5423 | 10670.1715 | 1113649.4265 | 1503009.1059 | -389359.6794 |
Total P&L (%) | 1230.4807 | 1219.8105 | 10.6702 | 1113.6494 | 1503.0091 | -389.3597 |
Avg Daily Profit (%) | 0.6793 | 0.6734 | 0.0059 | 0.1379 | 0.1533 | 0 |
Buy And Hold Return (%) | 506.2039 | 506.2039 | 506.2039 | 506.2039 | 506.2039 | 506.2039 |
Max Trade Drawdown | -144242 | -86792 | -134820 | -1514690 | -1044424 | -837845 |
Profit Factor | 3.1043 | 5.1927 | 1.0363 | 1.2569 | 1.7363 | 0.8302 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.4325 | 9.0873 | 1.8136 | 2.1996 | 3.0385 | 1.4528 |
Largest Winning Trade | 658621 | 658621 | 72946 | 1020634 | 1020634 | 477713 |
Largest Losing Trade | -44348 | -29879 | -44348 | -424892 | -424892 | -278308 |
Avg Bars in Trades | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Winners | 190 | 179 | 200 | 190 | 179 | 200 |
Avg Bars in Losers | 59 | 61 | 57 | 59 | 61 | 57 |
Bars Traded | 7041 | 3433 | 3608 | 7041 | 3433 | 3608 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120032 | 379249 | -535527 | -147236 | 88680 | -584439 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7246, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757265826205, "expiration_time": 1761941808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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": [ [ 1230480.7138252342, 1219810.542304703, 10670.1715205316, 1113649.4264936927, 1503009.1058881835, -389359.6793944914 ], [ 1230.480714, 1219.810542, 10.670172, 1113.649426, 1503.009106, -389.359679 ], [ 0.679261, 0.67337, 0.00589, 0.137893, 0.153276, 0 ], [ 506.203943, 506.203943, 506.203943, 506.203943, 506.203943, 506.203943 ], [ -144242, -86792, -134820, -1514690, -1044424, -837845 ], [ 3.104298, 5.192749, 1.036316, 1.256933, 1.736279, 0.830199 ], [ 66, 33, 33, 66, 33, 33 ], [ 24, 12, 12, 24, 12, 12 ], [ 42, 21, 21, 42, 21, 21 ], [ 36.363636, 36.363636, 36.363636, 36.363636, 36.363636, 36.363636 ], [ 5.432522, 9.087311, 1.813553, 2.199632, 3.038488, 1.452849 ], [ 658621, 658621, 72946, 1020634, 1020634, 477713 ], [ -44348, -29879, -44348, -424892, -424892, -278308 ], [ 106, 104, 109, 106, 104, 109 ], [ 190, 179, 200, 190, 179, 200 ], [ 59, 61, 57, 59, 61, 57 ], [ 7041, 3433, 3608, 7041, 3433, 3608 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120032, 379249, -535527, -147236, 88680, -584439 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7246, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757265826205, "expiration_time": 1761941808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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) |
---|