Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247930.0343 | 1206959.649 | 40970.3853 | 2402811.6731 | 4193129.1146 | -1790317.4415 |
Total P&L (%) | 1247.93 | 1206.9596 | 40.9704 | 2402.8117 | 4193.1291 | -1790.3174 |
Avg Daily Profit (%) | 0.6858 | 0.6633 | 0.0225 | 0.1771 | 0.2068 | 0 |
Buy And Hold Return (%) | 545.1247 | 545.1247 | 545.1247 | 545.1247 | 545.1247 | 545.1247 |
Max Trade Drawdown | -110048 | -54078 | -78497 | -6988474 | -3490986 | -3556104 |
Profit Factor | 3.2233 | 6.2179 | 1.1242 | 1.1492 | 1.6953 | 0.8223 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.6336 | 8.0467 | 1.7987 | 1.652 | 2.1939 | 1.3157 |
Largest Winning Trade | 735519 | 735519 | 75950 | 4839486 | 4839486 | 2360259 |
Largest Losing Trade | -45545 | -25133 | -45545 | -2224943 | -930751 | -2224943 |
Avg Bars in Trades | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Winners | 110 | 94 | 128 | 110 | 94 | 128 |
Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
Bars Traded | 5278 | 2426 | 2852 | 5278 | 2426 | 2852 |
Profit Streak | 0 | 112.6382 | 0 | 0 | 112.6382 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28877 | 473573 | -415867 | -91584 | 338360 | -583577 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "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": [ [ 1247930.0343209147, 1206959.649027659, 40970.3852932552, 2402811.6730935527, 4193129.1145689487, -1790317.441475396 ], [ 1247.930034, 1206.959649, 40.970385, 2402.811673, 4193.129115, -1790.317441 ], [ 0.6858, 0.663285, 0.022515, 0.177112, 0.206823, 0 ], [ 545.124717, 545.124717, 545.124717, 545.124717, 545.124717, 545.124717 ], [ -110048, -54078, -78497, -6988474, -3490986, -3556104 ], [ 3.223344, 6.217872, 1.124163, 1.149197, 1.695301, 0.822289 ], [ 78, 39, 39, 78, 39, 39 ], [ 32, 17, 15, 32, 17, 15 ], [ 46, 22, 24, 46, 22, 24 ], [ 41.025641, 43.589744, 38.461538, 41.025641, 43.589744, 38.461538 ], [ 4.633557, 8.046657, 1.798661, 1.651971, 2.193919, 1.315662 ], [ 735519, 735519, 75950, 4839486, 4839486, 2360259 ], [ -45545, -25133, -45545, -2224943, -930751, -2224943 ], [ 67, 62, 73, 67, 62, 73 ], [ 110, 94, 128, 110, 94, 128 ], [ 38, 37, 38, 38, 37, 38 ], [ 5278, 2426, 2852, 5278, 2426, 2852 ], [ 0, 112.638182, 0, 0, 112.638182, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28877, 473573, -415867, -91584, 338360, -583577 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5459, "evaluation_days": 1819.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757949538939, "expiration_time": 1762639776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "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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