Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199030.4043 | 961223.094 | 237807.3102 | 76224132.4041 | 42122104.5461 | 34102027.858 |
Total P&L (%) | 1199.0304 | 961.2231 | 237.8073 | 76224.1324 | 42122.1045 | 34102.0279 |
Avg Daily Profit (%) | 0.6608 | 0.5297 | 0.1311 | 0.3665 | 0.3337 | 0.3221 |
Buy And Hold Return (%) | 581.2796 | 581.2796 | 581.2796 | 581.2796 | 581.2796 | 581.2796 |
Max Trade Drawdown | -76415 | -70251 | -39356 | -52789308 | -42410474 | -29798541 |
Profit Factor | 2.1677 | 2.6845 | 1.5213 | 1.3177 | 1.3075 | 1.3314 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 49.375 | 47.5 | 51.25 | 49.375 | 47.5 | 51.25 |
Ratio Avg Win / Avg Loss | 2.2226 | 2.9671 | 1.4471 | 1.3511 | 1.4451 | 1.2664 |
Largest Winning Trade | 254918 | 254918 | 36453 | 22802542 | 22802542 | 15001421 |
Largest Losing Trade | -23818 | -23818 | -20354 | -15937785 | -15937785 | -14342010 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 13 | 21 | 7 | 13 | 21 | 7 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 3572 | 2572 | 1000 | 3572 | 2572 | 1000 |
Profit Streak | 0 | 70.9391 | 0 | 0 | 70.9391 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408155 | 278810 | -181679 | 408989 | 369925 | 362852 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3629, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757500342492, "expiration_time": 1762165584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1199030.4042579606, 961223.0940189275, 237807.3102390332, 76224132.40408246, 42122104.54611029, 34102027.85797214 ], [ 1199.030404, 961.223094, 237.80731, 76224.132404, 42122.104546, 34102.027858 ], [ 0.660805, 0.529745, 0.131059, 0.366477, 0.333734, 0.322087 ], [ 581.279621, 581.279621, 581.279621, 581.279621, 581.279621, 581.279621 ], [ -76415, -70251, -39356, -52789308, -42410474, -29798541 ], [ 2.167727, 2.6845, 1.521303, 1.317713, 1.307464, 1.331356 ], [ 320, 160, 160, 320, 160, 160 ], [ 158, 76, 82, 158, 76, 82 ], [ 162, 84, 78, 162, 84, 78 ], [ 49.375, 47.5, 51.25, 49.375, 47.5, 51.25 ], [ 2.222607, 2.967079, 1.447093, 1.351073, 1.445092, 1.266412 ], [ 254918, 254918, 36453, 22802542, 22802542, 15001421 ], [ -23818, -23818, -20354, -15937785, -15937785, -14342010 ], [ 11, 16, 6, 11, 16, 6 ], [ 13, 21, 7, 13, 21, 7 ], [ 8, 11, 5, 8, 11, 5 ], [ 3572, 2572, 1000, 3572, 2572, 1000 ], [ 0, 70.939149, 0, 0, 70.939149, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408155, 278810, -181679, 408989, 369925, 362852 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3629, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757500342492, "expiration_time": 1762165584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } } }
# | 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) |
---|