Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921778.0451 | 874433.2934 | 47344.7517 | 2405177.3937 | 1871343.4416 | 533833.952 |
Total P&L (%) | 921.778 | 874.4333 | 47.3448 | 2405.1774 | 1871.3434 | 533.834 |
Avg Daily Profit (%) | 0.5067 | 0.4806 | 0.026 | 0.1772 | 0.164 | 0.1016 |
Buy And Hold Return (%) | 662.1117 | 662.1117 | 662.1117 | 662.1117 | 662.1117 | 662.1117 |
Max Trade Drawdown | -83122 | -54343 | -68749 | -924160 | -656177 | -621470 |
Profit Factor | 3.0116 | 6.0003 | 1.1671 | 1.7048 | 2.2998 | 1.2706 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 |
Ratio Avg Win / Avg Loss | 2.3423 | 4.6669 | 0.9077 | 1.326 | 1.7888 | 0.9882 |
Largest Winning Trade | 334021 | 334021 | 76099 | 865283 | 865283 | 829399 |
Largest Losing Trade | -49947 | -43357 | -49947 | -574888 | -574888 | -537661 |
Avg Bars in Trades | 82 | 81 | 83 | 82 | 81 | 83 |
Avg Bars in Winners | 102 | 100 | 105 | 102 | 100 | 105 |
Avg Bars in Losers | 56 | 58 | 55 | 56 | 58 | 55 |
Bars Traded | 5291 | 2613 | 2678 | 5291 | 2613 | 2678 |
Profit Streak | 103.1865 | 103.1865 | 144.5199 | 103.1865 | 103.1865 | 144.5199 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168689 | -45709 | -360550 | -133920 | 366552 | -222788 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 8, "a": 0.37303 } } }
{ "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": [ [ 921778.0450875282, 874433.2934162872, 47344.7516712415, 2405177.393659343, 1871343.4416456234, 533833.9520137192 ], [ 921.778045, 874.433293, 47.344752, 2405.177394, 1871.343442, 533.833952 ], [ 0.506658, 0.480635, 0.026023, 0.177197, 0.164002, 0.101551 ], [ 662.111722, 662.111722, 662.111722, 662.111722, 662.111722, 662.111722 ], [ -83122, -54343, -68749, -924160, -656177, -621470 ], [ 3.011562, 6.000281, 1.167082, 1.704823, 2.299839, 1.270599 ], [ 64, 32, 32, 64, 32, 32 ], [ 36, 18, 18, 36, 18, 18 ], [ 28, 14, 14, 28, 14, 14 ], [ 56.25, 56.25, 56.25, 56.25, 56.25, 56.25 ], [ 2.342326, 4.666885, 0.90773, 1.325973, 1.788764, 0.988244 ], [ 334021, 334021, 76099, 865283, 865283, 829399 ], [ -49947, -43357, -49947, -574888, -574888, -537661 ], [ 82, 81, 83, 82, 81, 83 ], [ 102, 100, 105, 102, 100, 105 ], [ 56, 58, 55, 56, 58, 55 ], [ 5291, 2613, 2678, 5291, 2613, 2678 ], [ 103.18652, 103.18652, 144.519854, 103.18652, 103.18652, 144.519854 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168689, -45709, -360550, -133920, 366552, -222788 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5458, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757910515368, "expiration_time": 1762610112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 8, "a": 0.37303 } } }
# | 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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