Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148206.4313 | 1165195.1855 | -16988.7542 | 598526.6839 | 1352685.2936 | -754158.6096 |
Total P&L (%) | 1148.2064 | 1165.1952 | -16.9888 | 598.5267 | 1352.6853 | -754.1586 |
Avg Daily Profit (%) | 0.6291 | 0.6384 | -0.0093 | 0.1066 | 0.1467 | 0 |
Buy And Hold Return (%) | 471.7852 | 471.7852 | 471.7852 | 471.7852 | 471.7852 | 471.7852 |
Max Trade Drawdown | -120564 | -88184 | -94902 | -1995868 | -1289161 | -919004 |
Profit Factor | 2.8102 | 4.7569 | 0.9476 | 1.108 | 1.5236 | 0.745 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 34.2105 | 34.2105 | 34.2105 | 34.2105 | 34.2105 | 34.2105 |
Ratio Avg Win / Avg Loss | 5.4041 | 9.1479 | 1.8223 | 2.1308 | 2.9299 | 1.4327 |
Largest Winning Trade | 646218 | 646218 | 75492 | 1162969 | 1162969 | 573371 |
Largest Losing Trade | -36630 | -23388 | -36630 | -466283 | -466283 | -328876 |
Avg Bars in Trades | 93 | 89 | 96 | 93 | 89 | 96 |
Avg Bars in Winners | 172 | 156 | 188 | 172 | 156 | 188 |
Avg Bars in Losers | 52 | 54 | 49 | 52 | 54 | 49 |
Bars Traded | 7093 | 3408 | 3685 | 7093 | 3408 | 3685 |
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 | -46846 | 342603 | -584127 | -293034 | -3560 | -585238 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1148206.43128287, 1165195.185471475, -16988.7541886044, 598526.683948061, 1352685.2935675099, -754158.609619449 ], [ 1148.206431, 1165.195185, -16.988754, 598.526684, 1352.685294, -754.15861 ], [ 0.629068, 0.638376, -0.009308, 0.106552, 0.146718, 0 ], [ 471.785225, 471.785225, 471.785225, 471.785225, 471.785225, 471.785225 ], [ -120564, -88184, -94902, -1995868, -1289161, -919004 ], [ 2.81015, 4.756932, 0.947593, 1.108018, 1.523571, 0.744995 ], [ 76, 38, 38, 76, 38, 38 ], [ 26, 13, 13, 26, 13, 13 ], [ 50, 25, 25, 50, 25, 25 ], [ 34.210526, 34.210526, 34.210526, 34.210526, 34.210526, 34.210526 ], [ 5.404134, 9.147945, 1.822294, 2.130803, 2.929943, 1.432683 ], [ 646218, 646218, 75492, 1162969, 1162969, 573371 ], [ -36630, -23388, -36630, -466283, -466283, -328876 ], [ 93, 89, 96, 93, 89, 96 ], [ 172, 156, 188, 172, 156, 188 ], [ 52, 54, 49, 52, 54, 49 ], [ 7093, 3408, 3685, 7093, 3408, 3685 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -46846, 342603, -584127, -293034, -3560, -585238 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7301, "evaluation_days": 1825.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758439398280, "expiration_time": 1763165448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
# | 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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