Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160656.9667 | 1161513.6688 | -856.7022 | 1040340.5135 | 1226086.9263 | -185746.4128 |
Total P&L (%) | 1160.657 | 1161.5137 | -0.8567 | 1040.3405 | 1226.0869 | -185.7464 |
Avg Daily Profit (%) | 0.6397 | 0.6402 | -0.0005 | 0.1342 | 0.1426 | 0 |
Buy And Hold Return (%) | 523.0545 | 523.0545 | 523.0545 | 523.0545 | 523.0545 | 523.0545 |
Max Trade Drawdown | -150809 | -92678 | -135289 | -1286041 | -993142 | -734746 |
Profit Factor | 2.9894 | 4.9874 | 0.9971 | 1.2518 | 1.578 | 0.9076 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 39.3443 | 43.3333 | 35.4839 | 39.3443 | 43.3333 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.6086 | 6.5219 | 1.8129 | 1.9298 | 2.0635 | 1.6502 |
Largest Winning Trade | 594097 | 594097 | 74809 | 1148681 | 1148681 | 653165 |
Largest Losing Trade | -38774 | -28637 | -38774 | -435260 | -435260 | -342813 |
Avg Bars in Trades | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Winners | 154 | 143 | 166 | 154 | 143 | 166 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 5283 | 2541 | 2742 | 5283 | 2541 | 2742 |
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 | -158344 | 414995 | -583685 | -189887 | -6640 | -583685 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5443, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757466416408, "expiration_time": 1762165152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 68, "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": [ [ 1160656.9666549473, 1161513.668824789, -856.7021698421, 1040340.5135141725, 1226086.926342347, -185746.4128281754 ], [ 1160.656967, 1161.513669, -0.856702, 1040.340514, 1226.086926, -185.746413 ], [ 0.639717, 0.640189, -0.000472, 0.134239, 0.142568, 0 ], [ 523.054463, 523.054463, 523.054463, 523.054463, 523.054463, 523.054463 ], [ -150809, -92678, -135289, -1286041, -993142, -734746 ], [ 2.989389, 4.987364, 0.997067, 1.251779, 1.577965, 0.907615 ], [ 61, 30, 31, 61, 30, 31 ], [ 24, 13, 11, 24, 13, 11 ], [ 37, 17, 20, 37, 17, 20 ], [ 39.344262, 43.333333, 35.483871, 39.344262, 43.333333, 35.483871 ], [ 4.608641, 6.521937, 1.81285, 1.929825, 2.063492, 1.65021 ], [ 594097, 594097, 74809, 1148681, 1148681, 653165 ], [ -38774, -28637, -38774, -435260, -435260, -342813 ], [ 86, 84, 88, 86, 84, 88 ], [ 154, 143, 166, 154, 143, 166 ], [ 42, 39, 45, 42, 39, 45 ], [ 5283, 2541, 2742, 5283, 2541, 2742 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158344, 414995, -583685, -189887, -6640, -583685 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5443, "evaluation_days": 1814.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757466416408, "expiration_time": 1762165152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 68, "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) |
---|