Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156489.2055 | 1110528.8764 | 45960.3291 | 2719584.8054 | 2837485.0696 | -117900.2642 |
Total P&L (%) | 1156.4892 | 1110.5289 | 45.9603 | 2719.5848 | 2837.4851 | -117.9003 |
Avg Daily Profit (%) | 0.6361 | 0.6109 | 0.0253 | 0.1838 | 0.1861 | 0 |
Buy And Hold Return (%) | 624.6446 | 624.6446 | 624.6446 | 624.6446 | 624.6446 | 624.6446 |
Max Trade Drawdown | -104577 | -59110 | -110989 | -4286205 | -2402035 | -2609831 |
Profit Factor | 3.1996 | 6.0166 | 1.151 | 1.2779 | 1.6863 | 0.9791 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 4.5236 | 8.0222 | 1.7265 | 1.8067 | 2.2484 | 1.4687 |
Largest Winning Trade | 620936 | 620936 | 76451 | 2678892 | 2678892 | 1286253 |
Largest Losing Trade | -43946 | -24294 | -43946 | -1032734 | -1032734 | -1026685 |
Avg Bars in Trades | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Winners | 166 | 144 | 188 | 166 | 144 | 188 |
Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
Bars Traded | 7112 | 3385 | 3727 | 7112 | 3385 | 3727 |
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 | -92109 | 321131 | -382102 | -95059 | 237111 | -583009 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757828409067, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 80, "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": [ [ 1156489.2054505576, 1110528.8763752603, 45960.3290752976, 2719584.8053768775, 2837485.0695865653, -117900.2642096872 ], [ 1156.489205, 1110.528876, 45.960329, 2719.584805, 2837.48507, -117.900264 ], [ 0.636133, 0.610852, 0.025281, 0.183842, 0.186099, 0 ], [ 624.644572, 624.644572, 624.644572, 624.644572, 624.644572, 624.644572 ], [ -104577, -59110, -110989, -4286205, -2402035, -2609831 ], [ 3.199634, 6.016621, 1.150989, 1.277909, 1.686337, 0.979139 ], [ 70, 35, 35, 70, 35, 35 ], [ 29, 15, 14, 29, 15, 14 ], [ 41, 20, 21, 41, 20, 21 ], [ 41.428571, 42.857143, 40, 41.428571, 42.857143, 40 ], [ 4.52362, 8.022162, 1.726484, 1.806699, 2.248449, 1.468708 ], [ 620936, 620936, 76451, 2678892, 2678892, 1286253 ], [ -43946, -24294, -43946, -1032734, -1032734, -1026685 ], [ 101, 96, 106, 101, 96, 106 ], [ 166, 144, 188, 166, 144, 188 ], [ 56, 60, 51, 56, 60, 51 ], [ 7112, 3385, 3727, 7112, 3385, 3727 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92109, 321131, -382102, -95059, 237111, -583009 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757828409067, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 80, "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) |
---|