Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345110.0916 | 1340839.1568 | 4270.9348 | 1058852.3178 | 1924829.4174 | -865977.0996 |
Total P&L (%) | 1345.1101 | 1340.8392 | 4.2709 | 1058.8523 | 1924.8294 | -865.9771 |
Avg Daily Profit (%) | 0.7398 | 0.7374 | 0.0023 | 0.1348 | 0.1656 | 0 |
Buy And Hold Return (%) | 577.9431 | 577.9431 | 577.9431 | 577.9431 | 577.9431 | 577.9431 |
Max Trade Drawdown | -161994 | -105820 | -134042 | -1163772 | -851027 | -1090407 |
Profit Factor | 3.38 | 5.8559 | 1.0148 | 1.236 | 1.9575 | 0.6503 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 37.7049 | 40 | 35.4839 | 37.7049 | 40 | 35.4839 |
Ratio Avg Win / Avg Loss | 5.5843 | 8.7839 | 1.845 | 2.0421 | 2.9362 | 1.1823 |
Largest Winning Trade | 817696 | 817696 | 74822 | 1395583 | 1395583 | 459446 |
Largest Losing Trade | -40959 | -40959 | -32418 | -427904 | -335926 | -427904 |
Avg Bars in Trades | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Winners | 161 | 151 | 172 | 161 | 151 | 172 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 5272 | 2521 | 2751 | 5272 | 2521 | 2751 |
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 | -156650 | 445022 | -564300 | -190878 | 169483 | -584796 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757819457452, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 20, "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": [ [ 1345110.0915992202, 1340839.1567613487, 4270.9348378709, 1058852.3177799624, 1924829.4174106384, -865977.0996306759 ], [ 1345.110092, 1340.839157, 4.270935, 1058.852318, 1924.829417, -865.9771 ], [ 0.73975, 0.737401, 0.002349, 0.134831, 0.165567, 0 ], [ 577.943105, 577.943105, 577.943105, 577.943105, 577.943105, 577.943105 ], [ -161994, -105820, -134042, -1163772, -851027, -1090407 ], [ 3.379952, 5.855926, 1.014775, 1.236012, 1.957482, 0.65027 ], [ 61, 30, 31, 61, 30, 31 ], [ 23, 12, 11, 23, 12, 11 ], [ 38, 18, 20, 38, 18, 20 ], [ 37.704918, 40, 35.483871, 37.704918, 40, 35.483871 ], [ 5.584269, 8.783888, 1.845046, 2.042107, 2.936223, 1.182309 ], [ 817696, 817696, 74822, 1395583, 1395583, 459446 ], [ -40959, -40959, -32418, -427904, -335926, -427904 ], [ 86, 84, 88, 86, 84, 88 ], [ 161, 151, 172, 161, 151, 172 ], [ 40, 39, 42, 40, 39, 42 ], [ 5272, 2521, 2751, 5272, 2521, 2751 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156650, 445022, -564300, -190878, 169483, -584796 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757819457452, "expiration_time": 1762521120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 20, "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) |
---|