Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350896.2799 | 1289763.2999 | 61132.9801 | 3638749.4682 | 3031601.5993 | 607147.8689 |
Total P&L (%) | 1350.8963 | 1289.7633 | 61.133 | 3638.7495 | 3031.6016 | 607.1479 |
Avg Daily Profit (%) | 0.742 | 0.7084 | 0.0336 | 0.1991 | 0.1893 | 0.1075 |
Buy And Hold Return (%) | 575.3915 | 575.3915 | 575.3915 | 575.3915 | 575.3915 | 575.3915 |
Max Trade Drawdown | -116709 | -93507 | -72728 | -2243009 | -1779628 | -1490858 |
Profit Factor | 3.2578 | 5.2141 | 1.2092 | 1.3314 | 1.5712 | 1.1071 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 36.3636 | 31.8182 | 40.9091 | 36.3636 | 31.8182 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.7011 | 11.1732 | 1.7466 | 2.33 | 3.3669 | 1.5991 |
Largest Winning Trade | 733838 | 733838 | 74226 | 1982814 | 1982814 | 1475715 |
Largest Losing Trade | -27870 | -24717 | -27870 | -654247 | -640482 | -654247 |
Avg Bars in Trades | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Winners | 107 | 99 | 113 | 107 | 99 | 113 |
Avg Bars in Losers | 34 | 40 | 26 | 34 | 40 | 26 |
Bars Traded | 5351 | 2614 | 2737 | 5351 | 2614 | 2737 |
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 | 333329 | 289589 | -316651 | 140341 | 94776 | -302801 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5462, "evaluation_days": 1820.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758030690757, "expiration_time": 1762728768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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": [ [ 1350896.2799134974, 1289763.2998532227, 61132.9800602749, 3638749.468237961, 3031601.5993394186, 607147.8688985407 ], [ 1350.89628, 1289.7633, 61.13298, 3638.749468, 3031.601599, 607.147869 ], [ 0.741978, 0.7084, 0.033577, 0.199099, 0.189347, 0.107495 ], [ 575.391499, 575.391499, 575.391499, 575.391499, 575.391499, 575.391499 ], [ -116709, -93507, -72728, -2243009, -1779628, -1490858 ], [ 3.257769, 5.214143, 1.209162, 1.33144, 1.571216, 1.107056 ], [ 88, 44, 44, 88, 44, 44 ], [ 32, 14, 18, 32, 14, 18 ], [ 56, 30, 26, 56, 30, 26 ], [ 36.363636, 31.818182, 40.909091, 36.363636, 31.818182, 40.909091 ], [ 5.701096, 11.173164, 1.746567, 2.33002, 3.366891, 1.59908 ], [ 733838, 733838, 74226, 1982814, 1982814, 1475715 ], [ -27870, -24717, -27870, -654247, -640482, -654247 ], [ 60, 59, 62, 60, 59, 62 ], [ 107, 99, 113, 107, 99, 113 ], [ 34, 40, 26, 34, 40, 26 ], [ 5351, 2614, 2737, 5351, 2614, 2737 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333329, 289589, -316651, 140341, 94776, -302801 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5462, "evaluation_days": 1820.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758030690757, "expiration_time": 1762728768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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) |
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