Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -908008.4914 | 108067.3263 | -1016075.8177 | -2439513.3971 | -13130804.5932 | 10691291.1961 |
Total P&L (%) | -908.0085 | 108.0673 | -1016.0758 | -2439.5134 | -13130.8046 | 10691.2912 |
Avg Daily Profit (%) | -0.4984 | 0.0593 | -0.5577 | 0 | 0 | 0.2573 |
Buy And Hold Return (%) | 674.2901 | 674.2901 | 674.2901 | 674.2901 | 674.2901 | 674.2901 |
Max Trade Drawdown | -1005226 | -159597 | -1068618 | -28549686 | -21423336 | -7199815 |
Profit Factor | 0.4471 | 1.3565 | 0.2413 | 0.9459 | 0.5408 | 1.6496 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 27 | 13 | 14 |
Losing Trades | 28 | 15 | 13 | 37 | 19 | 18 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 0.3478 | 1.197 | 0.1651 | 1.2962 | 0.7904 | 2.1209 |
Largest Winning Trade | 82292 | 82292 | 39251 | 14367308 | 4444407 | 14367308 |
Largest Losing Trade | -540719 | -76736 | -540719 | -18842612 | -18842612 | -5215317 |
Avg Bars in Trades | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Winners | 39 | 36 | 41 | 88 | 92 | 84 |
Avg Bars in Losers | 136 | 137 | 136 | 77 | 78 | 76 |
Bars Traded | 5240 | 2681 | 2559 | 5240 | 2681 | 2559 |
Profit Streak | 40.0765 | 69.7432 | 0 | 0 | 0 | 164.0765 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722919 | -278141 | -579595 | -725927 | -584456 | 365564 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758131413624, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } } }
{ "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": [ [ -908008.4913935281, 108067.3262693833, -1016075.8176629113, -2439513.3970568, -13130804.593171446, 10691291.196114644 ], [ -908.008491, 108.067326, -1016.075818, -2439.513397, -13130.804593, 10691.291196 ], [ -0.498358, 0.059312, -0.557671, 0, 0, 0.257264 ], [ 674.290062, 674.290062, 674.290062, 674.290062, 674.290062, 674.290062 ], [ -1005226, -159597, -1068618, -28549686, -21423336, -7199815 ], [ 0.447134, 1.356548, 0.241322, 0.945853, 0.540811, 1.649602 ], [ 64, 32, 32, 64, 32, 32 ], [ 36, 17, 19, 27, 13, 14 ], [ 28, 15, 13, 37, 19, 18 ], [ 56.25, 53.125, 59.375, 42.1875, 40.625, 43.75 ], [ 0.347771, 1.196954, 0.165115, 1.296169, 0.790416, 2.120917 ], [ 82292, 82292, 39251, 14367308, 4444407, 14367308 ], [ -540719, -76736, -540719, -18842612, -18842612, -5215317 ], [ 81, 83, 79, 81, 83, 79 ], [ 39, 36, 41, 88, 92, 84 ], [ 136, 137, 136, 77, 78, 76 ], [ 5240, 2681, 2559, 5240, 2681, 2559 ], [ 40.076546, 69.743213, 0, 0, 0, 164.076547 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722919, -278141, -579595, -725927, -584456, 365564 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5466, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758131413624, "expiration_time": 1762847424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 2 } } }
# | 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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