Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103243.6002 | 1069554.9705 | 33688.6297 | 1347802.6832 | 1481348.5217 | -133545.8386 |
Total P&L (%) | 1103.2436 | 1069.555 | 33.6886 | 1347.8027 | 1481.3485 | -133.5458 |
Avg Daily Profit (%) | 0.6083 | 0.5897 | 0.0186 | 0.1475 | 0.1523 | 0 |
Buy And Hold Return (%) | 468.3911 | 468.3911 | 468.3911 | 468.3911 | 468.3911 | 468.3911 |
Max Trade Drawdown | -144845 | -74733 | -105291 | -1819873 | -1263313 | -1013276 |
Profit Factor | 2.687 | 4.6068 | 1.0943 | 1.1847 | 1.4651 | 0.9675 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 40.2174 | 32.6087 | 47.8261 | 40.2174 | 32.6087 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.9942 | 9.5207 | 1.1937 | 1.7611 | 3.0279 | 1.0555 |
Largest Winning Trade | 583152 | 583152 | 71416 | 1433976 | 1433976 | 745860 |
Largest Losing Trade | -61335 | -25184 | -61335 | -693740 | -693740 | -528544 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 131 | 138 | 126 | 131 | 138 | 126 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 7212 | 3473 | 3739 | 7212 | 3473 | 3739 |
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 | 308689 | 258704 | -451436 | -18780 | 6410 | -579883 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757457047798, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 18, "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": [ [ 1103243.600154004, 1069554.9704915239, 33688.6296624798, 1347802.683152825, 1481348.521727576, -133545.8385747509 ], [ 1103.2436, 1069.55497, 33.68863, 1347.802683, 1481.348522, -133.545839 ], [ 0.608267, 0.589693, 0.018574, 0.147463, 0.152334, 0 ], [ 468.391057, 468.391057, 468.391057, 468.391057, 468.391057, 468.391057 ], [ -144845, -74733, -105291, -1819873, -1263313, -1013276 ], [ 2.687034, 4.606796, 1.094256, 1.184715, 1.465114, 0.967521 ], [ 92, 46, 46, 92, 46, 46 ], [ 37, 15, 22, 37, 15, 22 ], [ 55, 31, 24, 55, 31, 24 ], [ 40.217391, 32.608696, 47.826087, 40.217391, 32.608696, 47.826087 ], [ 3.994239, 9.520713, 1.193734, 1.761063, 3.027902, 1.055477 ], [ 583152, 583152, 71416, 1433976, 1433976, 745860 ], [ -61335, -25184, -61335, -693740, -693740, -528544 ], [ 78, 75, 81, 78, 75, 81 ], [ 131, 138, 126, 131, 138, 126 ], [ 42, 45, 39, 42, 45, 39 ], [ 7212, 3473, 3739, 7212, 3473, 3739 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308689, 258704, -451436, -18780, 6410, -579883 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7255, "evaluation_days": 1813.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1757440800000, "evaluation_time": 1757457047798, "expiration_time": 1762142040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 18, "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) |
---|