Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420557.6071 | 1356086.2856 | 64471.3215 | 3272291.5235 | 7854020.5046 | -4581728.9811 |
Total P&L (%) | 1420.5576 | 1356.0863 | 64.4713 | 3272.2915 | 7854.0205 | -4581.729 |
Avg Daily Profit (%) | 0.7782 | 0.7429 | 0.0353 | 0.1929 | 0.24 | 0 |
Buy And Hold Return (%) | 723.3374 | 723.3374 | 723.3374 | 723.3374 | 723.3374 | 723.3374 |
Max Trade Drawdown | -134098 | -71587 | -78588 | -13329757 | -6599519 | -8926729 |
Profit Factor | 3.1743 | 4.8078 | 1.2169 | 1.0838 | 1.371 | 0.7436 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 47.4576 | 40.678 | 54.2373 | 47.4576 | 40.678 | 54.2373 |
Ratio Avg Win / Avg Loss | 3.5144 | 7.0114 | 1.0268 | 1.1999 | 1.9993 | 0.6274 |
Largest Winning Trade | 790522 | 790522 | 66538 | 6864123 | 6864123 | 1808042 |
Largest Losing Trade | -35964 | -34995 | -35964 | -5161903 | -2843581 | -5161903 |
Avg Bars in Trades | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Winners | 59 | 78 | 45 | 59 | 78 | 45 |
Avg Bars in Losers | 31 | 37 | 24 | 31 | 37 | 24 |
Bars Traded | 5282 | 3172 | 2110 | 5282 | 3172 | 2110 |
Profit Streak | 28.8378 | 95.8378 | 28.8378 | 28.8378 | 95.8378 | 28.8378 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440943 | -166616 | -487505 | -121768 | -169216 | -756368 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602864000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758427588808, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 75, "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": [ [ 1420557.6070763797, 1356086.285601698, 64471.3214746824, 3272291.5234848843, 7854020.504589153, -4581728.981104268 ], [ 1420.557607, 1356.086286, 64.471321, 3272.291523, 7854.020505, -4581.728981 ], [ 0.778247, 0.742927, 0.03532, 0.192928, 0.240039, 0 ], [ 723.337373, 723.337373, 723.337373, 723.337373, 723.337373, 723.337373 ], [ -134098, -71587, -78588, -13329757, -6599519, -8926729 ], [ 3.174331, 4.80784, 1.216929, 1.083824, 1.370974, 0.743557 ], [ 118, 59, 59, 118, 59, 59 ], [ 56, 24, 32, 56, 24, 32 ], [ 62, 35, 27, 62, 35, 27 ], [ 47.457627, 40.677966, 54.237288, 47.457627, 40.677966, 54.237288 ], [ 3.514438, 7.011433, 1.026783, 1.199948, 1.999336, 0.627376 ], [ 790522, 790522, 66538, 6864123, 6864123, 1808042 ], [ -35964, -34995, -35964, -5161903, -2843581, -5161903 ], [ 44, 53, 35, 44, 53, 35 ], [ 59, 78, 45, 59, 78, 45 ], [ 31, 37, 24, 31, 37, 24 ], [ 5282, 3172, 2110, 5282, 3172, 2110 ], [ 28.837833, 95.837833, 28.837833, 28.837833, 95.837833, 28.837833 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440943, -166616, -487505, -121768, -169216, -756368 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5476, "evaluation_days": 1825.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602864000000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758427588808, "expiration_time": 1763144064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 75, "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) |
---|