Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293911.5696 | 1258642.1518 | 35269.4178 | 1387027.2782 | 1382734.3599 | 4292.9183 |
Total P&L (%) | 1293.9116 | 1258.6422 | 35.2694 | 1387.0273 | 1382.7344 | 4.2929 |
Avg Daily Profit (%) | 0.7116 | 0.6922 | 0.0194 | 0.1486 | 0.1484 | 0.0023 |
Buy And Hold Return (%) | 583.4467 | 583.4467 | 583.4467 | 583.4467 | 583.4467 | 583.4467 |
Max Trade Drawdown | -111557 | -79875 | -65688 | -1259793 | -1011269 | -601558 |
Profit Factor | 3.0157 | 4.6557 | 1.1185 | 1.2717 | 1.5324 | 1.0017 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 3.2898 | 5.5425 | 1.1185 | 1.3873 | 1.8242 | 1.0017 |
Largest Winning Trade | 704175 | 704175 | 58003 | 1366204 | 1366204 | 465173 |
Largest Losing Trade | -42685 | -42685 | -37183 | -791212 | -791212 | -413390 |
Avg Bars in Trades | 57 | 64 | 50 | 57 | 64 | 50 |
Avg Bars in Winners | 79 | 92 | 68 | 79 | 92 | 68 |
Avg Bars in Losers | 36 | 40 | 33 | 36 | 40 | 33 |
Bars Traded | 5283 | 2946 | 2337 | 5283 | 2946 | 2337 |
Profit Streak | 0 | 160.1004 | 0 | 0 | 160.1004 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436790 | 494667 | -422825 | 22742 | 124885 | -574071 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757816678120, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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": [ [ 1293911.569566089, 1258642.1517800293, 35269.4177860605, 1387027.2782125354, 1382734.3599459166, 4292.9182666187 ], [ 1293.91157, 1258.642152, 35.269418, 1387.027278, 1382.73436, 4.292918 ], [ 0.711593, 0.692197, 0.019397, 0.148563, 0.148404, 0.002312 ], [ 583.446712, 583.446712, 583.446712, 583.446712, 583.446712, 583.446712 ], [ -111557, -79875, -65688, -1259793, -1011269, -601558 ], [ 3.015656, 4.655681, 1.1185, 1.271702, 1.532366, 1.001712 ], [ 92, 46, 46, 92, 46, 46 ], [ 44, 21, 23, 44, 21, 23 ], [ 48, 25, 23, 48, 25, 23 ], [ 47.826087, 45.652174, 50, 47.826087, 45.652174, 50 ], [ 3.289807, 5.542478, 1.1185, 1.387311, 1.824245, 1.001712 ], [ 704175, 704175, 58003, 1366204, 1366204, 465173 ], [ -42685, -42685, -37183, -791212, -791212, -413390 ], [ 57, 64, 50, 57, 64, 50 ], [ 79, 92, 68, 79, 92, 68 ], [ 36, 40, 33, 36, 40, 33 ], [ 5283, 2946, 2337, 5283, 2946, 2337 ], [ 0, 160.100441, 0, 0, 160.100441, 0 ], [ 0, 5, 0, 0, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436790, 494667, -422825, 22742, 124885, -574071 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757816678120, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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) |
---|