Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115205.5576 | 972051.701 | 143153.8566 | 14060936.2253 | 13009704.9719 | 1051231.2534 |
Total P&L (%) | 1115.2056 | 972.0517 | 143.1539 | 14060.9362 | 13009.705 | 1051.2313 |
Avg Daily Profit (%) | 0.6152 | 0.5363 | 0.079 | 0.2736 | 0.2694 | 0.1349 |
Buy And Hold Return (%) | 443.843 | 443.843 | 443.843 | 443.843 | 443.843 | 443.843 |
Max Trade Drawdown | -94196 | -74129 | -82294 | -13776790 | -11992733 | -8374135 |
Profit Factor | 2.1599 | 2.9418 | 1.3106 | 1.1708 | 1.3093 | 1.0261 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 41.0256 | 38.4615 | 43.5897 | 41.0256 | 38.4615 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.1049 | 4.7068 | 1.6961 | 1.6831 | 2.0949 | 1.3279 |
Largest Winning Trade | 312625 | 312625 | 45529 | 7433170 | 7433170 | 6405675 |
Largest Losing Trade | -30457 | -20092 | -30457 | -4524052 | -4524052 | -3593391 |
Avg Bars in Trades | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 5391 | 2625 | 2766 | 5391 | 2625 | 2766 |
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 | 365884 | 232382 | -254483 | -24803 | 195476 | -211224 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5438, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757340574566, "expiration_time": 1762016832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 18, "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": [ [ 1115205.5576034132, 972051.7009865812, 143153.8566168322, 14060936.22531967, 13009704.971923148, 1051231.2533965136 ], [ 1115.205558, 972.051701, 143.153857, 14060.936225, 13009.704972, 1051.231253 ], [ 0.615228, 0.536254, 0.078974, 0.273621, 0.269354, 0.134887 ], [ 443.843043, 443.843043, 443.843043, 443.843043, 443.843043, 443.843043 ], [ -94196, -74129, -82294, -13776790, -11992733, -8374135 ], [ 2.159906, 2.941777, 1.310621, 1.170849, 1.309337, 1.026122 ], [ 234, 117, 117, 234, 117, 117 ], [ 96, 45, 51, 96, 45, 51 ], [ 138, 72, 66, 138, 72, 66 ], [ 41.025641, 38.461538, 43.589744, 41.025641, 38.461538, 43.589744 ], [ 3.104865, 4.706844, 1.696098, 1.683096, 2.09494, 1.327922 ], [ 312625, 312625, 45529, 7433170, 7433170, 6405675 ], [ -30457, -20092, -30457, -4524052, -4524052, -3593391 ], [ 23, 22, 23, 23, 22, 23 ], [ 39, 40, 38, 39, 40, 38 ], [ 11, 11, 12, 11, 11, 12 ], [ 5391, 2625, 2766, 5391, 2625, 2766 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365884, 232382, -254483, -24803, 195476, -211224 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5438, "evaluation_days": 1812.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757340574566, "expiration_time": 1762016832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 18, "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) |
---|