Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -703922.0259 | 164195.7097 | -868117.7356 | -832140.9112 | -5468228.767 | 4636087.8557 |
Total P&L (%) | -703.922 | 164.1957 | -868.1177 | -832.1409 | -5468.2288 | 4636.0879 |
Avg Daily Profit (%) | -0.3869 | 0.0902 | -0.4771 | 0 | 0 | 0.2123 |
Buy And Hold Return (%) | 579.2135 | 579.2135 | 579.2135 | 579.2135 | 579.2135 | 579.2135 |
Max Trade Drawdown | -822715 | -120682 | -878278 | -14434944 | -10696967 | -3766855 |
Profit Factor | 0.5432 | 1.4919 | 0.2808 | 0.9644 | 0.6249 | 1.526 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 29 | 24 | 44 | 20 | 24 |
Losing Trades | 43 | 19 | 24 | 52 | 28 | 24 |
Profitability (%) | 55.2083 | 60.4167 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 0.4407 | 0.9775 | 0.2808 | 1.1398 | 0.8749 | 1.526 |
Largest Winning Trade | 94381 | 94381 | 50210 | 6133836 | 2391043 | 6133836 |
Largest Losing Trade | -396058 | -79182 | -396058 | -9319732 | -9319732 | -2362305 |
Avg Bars in Trades | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Winners | 26 | 26 | 26 | 34 | 35 | 32 |
Avg Bars in Losers | 50 | 56 | 45 | 39 | 39 | 38 |
Bars Traded | 3557 | 1835 | 1722 | 3557 | 1835 | 1722 |
Profit Streak | 0 | 0 | 0 | 5.189 | 5.189 | 9.689 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579846 | -237232 | -580689 | -579294 | -583216 | 412989 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757910726040, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
{ "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": [ [ -703922.0258914256, 164195.7097448826, -868117.7356363082, -832140.911229957, -5468228.766977625, 4636087.855747668 ], [ -703.922026, 164.19571, -868.117736, -832.140911, -5468.228767, 4636.087856 ], [ -0.386877, 0.090242, -0.477119, 0, 0, 0.21225 ], [ 579.21347, 579.21347, 579.21347, 579.21347, 579.21347, 579.21347 ], [ -822715, -120682, -878278, -14434944, -10696967, -3766855 ], [ 0.543152, 1.491917, 0.280786, 0.964428, 0.624923, 1.525975 ], [ 96, 48, 48, 96, 48, 48 ], [ 53, 29, 24, 44, 20, 24 ], [ 43, 19, 24, 52, 28, 24 ], [ 55.208333, 60.416667, 50, 45.833333, 41.666667, 50 ], [ 0.440671, 0.977463, 0.280786, 1.139779, 0.874893, 1.525975 ], [ 94381, 94381, 50210, 6133836, 2391043, 6133836 ], [ -396058, -79182, -396058, -9319732, -9319732, -2362305 ], [ 37, 38, 35, 37, 38, 35 ], [ 26, 26, 26, 34, 35, 32 ], [ 50, 56, 45, 39, 39, 38 ], [ 3557, 1835, 1722, 3557, 1835, 1722 ], [ 0, 0, 0, 5.188959, 5.188959, 9.688959 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579846, -237232, -580689, -579294, -583216, 412989 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757910726040, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
# | 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) |
---|