Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174063.5851 | 1175897.8275 | -1834.2424 | 543084.6511 | 765811.3181 | -222726.667 |
Total P&L (%) | 1174.0636 | 1175.8978 | -1.8342 | 543.0847 | 765.8113 | -222.7267 |
Avg Daily Profit (%) | 0.647 | 0.648 | -0.001 | 0.1026 | 0.119 | 0 |
Buy And Hold Return (%) | 473.7864 | 473.7864 | 473.7864 | 473.7864 | 473.7864 | 473.7864 |
Max Trade Drawdown | -173630 | -116723 | -93852 | -1296448 | -1034346 | -692827 |
Profit Factor | 2.4104 | 3.4138 | 0.9947 | 1.0788 | 1.1931 | 0.9239 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 38.7755 | 35.6164 | 41.8919 | 38.7755 | 35.6164 | 41.8919 |
Ratio Avg Win / Avg Loss | 3.8059 | 6.1711 | 1.3797 | 1.7034 | 2.1568 | 1.2815 |
Largest Winning Trade | 764479 | 764479 | 47781 | 1024583 | 1024583 | 456158 |
Largest Losing Trade | -41975 | -41975 | -24517 | -424707 | -424707 | -284061 |
Avg Bars in Trades | 35 | 45 | 26 | 35 | 45 | 26 |
Avg Bars in Winners | 55 | 72 | 41 | 55 | 72 | 41 |
Avg Bars in Losers | 23 | 30 | 15 | 23 | 30 | 15 |
Bars Traded | 5271 | 3328 | 1943 | 5271 | 3328 | 1943 |
Profit Streak | 0 | 86.6918 | 0 | 0 | 86.6918 | 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 | 315803 | -62274 | -646444 | -312540 | -127104 | -646444 |
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{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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": [ [ 1174063.585075804, 1175897.8275148526, -1834.242439049, 543084.6510553807, 765811.3180784496, -222726.6670230696 ], [ 1174.063585, 1175.897828, -1.834242, 543.084651, 765.811318, -222.726667 ], [ 0.646985, 0.647995, -0.001011, 0.102612, 0.119018, 0 ], [ 473.786387, 473.786387, 473.786387, 473.786387, 473.786387, 473.786387 ], [ -173630, -116723, -93852, -1296448, -1034346, -692827 ], [ 2.410423, 3.413781, 0.994687, 1.078817, 1.193137, 0.923863 ], [ 147, 73, 74, 147, 73, 74 ], [ 57, 26, 31, 57, 26, 31 ], [ 90, 47, 43, 90, 47, 43 ], [ 38.77551, 35.616438, 41.891892, 38.77551, 35.616438, 41.891892 ], [ 3.805931, 6.171065, 1.379728, 1.703395, 2.156825, 1.281487 ], [ 764479, 764479, 47781, 1024583, 1024583, 456158 ], [ -41975, -41975, -24517, -424707, -424707, -284061 ], [ 35, 45, 26, 35, 45, 26 ], [ 55, 72, 41, 55, 72, 41 ], [ 23, 30, 15, 23, 30, 15 ], [ 5271, 3328, 1943, 5271, 3328, 1943 ], [ 0, 86.691757, 0, 0, 86.691757, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315803, -62274, -646444, -312540, -127104, -646444 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5444, "evaluation_days": 1814.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757493367790, "expiration_time": 1762194816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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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