Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298585.9564 | 296900.5285 | 1685.428 | 24156.1642 | 4442.5069 | 19713.6574 |
Total P&L (%) | 298.586 | 296.9005 | 1.6854 | 24.1562 | 4.4425 | 19.7137 |
Avg Daily Profit (%) | 0.2866 | 0.285 | 0.0016 | 0.0208 | 0.0042 | 0.0173 |
Buy And Hold Return (%) | 31.2468 | 31.2468 | 31.2468 | 31.2468 | 31.2468 | 31.2468 |
Max Trade Drawdown | -87772 | -80814 | -31738 | -288270 | -286038 | -53353 |
Profit Factor | 1.7375 | 1.8515 | 1.03 | 1.0296 | 1.0063 | 1.1834 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 41.7808 | 39.726 | 43.8356 | 41.7808 | 39.726 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.4211 | 2.8092 | 1.3197 | 1.4347 | 1.5268 | 1.5163 |
Largest Winning Trade | 354259 | 354259 | 7063 | 215020 | 215020 | 20767 |
Largest Losing Trade | -35823 | -35823 | -5710 | -58268 | -58268 | -11261 |
Avg Bars in Trades | 164 | 318 | 10 | 164 | 318 | 10 |
Avg Bars in Winners | 216 | 440 | 13 | 216 | 440 | 13 |
Avg Bars in Losers | 127 | 238 | 8 | 127 | 238 | 8 |
Bars Traded | 24019 | 23255 | 763 | 24019 | 23255 | 763 |
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 | 318427 | -64092 | -618045 | -521663 | -641493 | -427279 |
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667448000000, "first_datapoint_time": 1667685600000, "last_datapoint_time": 1757448000000, "evaluation_time": 1757448547568, "expiration_time": 1763928000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 18, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 67, "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": [ [ 298585.9564488305, 296900.5284587337, 1685.4279900968, 24156.1642422526, 4442.5068780778, 19713.6573641749 ], [ 298.585956, 296.900528, 1.685428, 24.156164, 4.442507, 19.713657 ], [ 0.286642, 0.285024, 0.001618, 0.020774, 0.004173, 0.017275 ], [ 31.246845, 31.246845, 31.246845, 31.246845, 31.246845, 31.246845 ], [ -87772, -80814, -31738, -288270, -286038, -53353 ], [ 1.737475, 1.851523, 1.029987, 1.029599, 1.006269, 1.183423 ], [ 146, 73, 73, 146, 73, 73 ], [ 61, 29, 32, 61, 29, 32 ], [ 85, 44, 41, 85, 44, 41 ], [ 41.780822, 39.726027, 43.835616, 41.780822, 39.726027, 43.835616 ], [ 2.421072, 2.809207, 1.31967, 1.434687, 1.526753, 1.51626 ], [ 354259, 354259, 7063, 215020, 215020, 20767 ], [ -35823, -35823, -5710, -58268, -58268, -11261 ], [ 164, 318, 10, 164, 318, 10 ], [ 216, 440, 13, 216, 440, 13 ], [ 127, 238, 8, 127, 238, 8 ], [ 24019, 23255, 763, 24019, 23255, 763 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318427, -64092, -618045, -521663, -641493, -427279 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667448000000, "first_datapoint_time": 1667685600000, "last_datapoint_time": 1757448000000, "evaluation_time": 1757448547568, "expiration_time": 1763928000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 18, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 67, "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) |
---|