Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209201.0859 | 1194366.9171 | 14834.1687 | 1059895.6243 | 1306741.5954 | -246845.9711 |
Total P&L (%) | 1209.2011 | 1194.3669 | 14.8342 | 1059.8956 | 1306.7416 | -246.846 |
Avg Daily Profit (%) | 0.6656 | 0.6574 | 0.0082 | 0.135 | 0.1456 | 0 |
Buy And Hold Return (%) | 537.8319 | 537.8319 | 537.8319 | 537.8319 | 537.8319 | 537.8319 |
Max Trade Drawdown | -115635 | -80568 | -85412 | -1549259 | -1237602 | -690052 |
Profit Factor | 2.8939 | 4.4711 | 1.0504 | 1.195 | 1.4439 | 0.9009 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 41.1765 | 39.2157 | 43.1373 | 41.1765 | 39.2157 | 43.1373 |
Ratio Avg Win / Avg Loss | 4.1341 | 6.9302 | 1.3846 | 1.7072 | 2.2381 | 1.1876 |
Largest Winning Trade | 626335 | 626335 | 73968 | 1271442 | 1271442 | 637580 |
Largest Losing Trade | -45351 | -30660 | -45351 | -425652 | -400153 | -425652 |
Avg Bars in Trades | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Winners | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 7146 | 3388 | 3759 | 7146 | 3388 | 3759 |
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 | 329357 | -170312 | -695520 | -27522 | -184411 | -761835 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7267, "evaluation_days": 1816.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601143200000, "last_datapoint_time": 1757700000000, "evaluation_time": 1757720377960, "expiration_time": 1762409016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "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": [ [ 1209201.0858847832, 1194366.917136253, 14834.1687485295, 1059895.6243210742, 1306741.5954362806, -246845.9711152053 ], [ 1209.201086, 1194.366917, 14.834169, 1059.895624, 1306.741595, -246.845971 ], [ 0.665585, 0.65742, 0.008165, 0.134998, 0.145633, 0 ], [ 537.831858, 537.831858, 537.831858, 537.831858, 537.831858, 537.831858 ], [ -115635, -80568, -85412, -1549259, -1237602, -690052 ], [ 2.893855, 4.471074, 1.050389, 1.195027, 1.443939, 0.900909 ], [ 102, 51, 51, 102, 51, 51 ], [ 42, 20, 22, 42, 20, 22 ], [ 60, 31, 29, 60, 31, 29 ], [ 41.176471, 39.215686, 43.137255, 41.176471, 39.215686, 43.137255 ], [ 4.134079, 6.930165, 1.384603, 1.707181, 2.238105, 1.187562 ], [ 626335, 626335, 73968, 1271442, 1271442, 637580 ], [ -45351, -30660, -45351, -425652, -400153, -425652 ], [ 70, 66, 73, 70, 66, 73 ], [ 112, 107, 117, 112, 107, 117 ], [ 40, 40, 40, 40, 40, 40 ], [ 7146, 3388, 3759, 7146, 3388, 3759 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329357, -170312, -695520, -27522, -184411, -761835 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7267, "evaluation_days": 1816.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601143200000, "last_datapoint_time": 1757700000000, "evaluation_time": 1757720377960, "expiration_time": 1762409016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "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) |
---|