Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27150.8139 | 661404.5955 | -634253.7815 | 2614646.3865 | 5253656.5153 | -2639010.1288 |
Total P&L (%) | 27.1508 | 661.4046 | -634.2538 | 2614.6464 | 5253.6565 | -2639.0101 |
Avg Daily Profit (%) | 0.0149 | 0.3618 | -0.347 | 0.1808 | 0.218 | 0 |
Buy And Hold Return (%) | 484.4415 | 484.4415 | 484.4415 | 484.4415 | 484.4415 | 484.4415 |
Max Trade Drawdown | -862978 | -150561 | -717041 | -11405246 | -2869593 | -9880107 |
Profit Factor | 1.025 | 3.6411 | 0.2401 | 1.129 | 1.7067 | 0.7944 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 22 | 28 | 40 | 22 | 18 |
Losing Trades | 20 | 13 | 7 | 30 | 13 | 17 |
Profitability (%) | 71.4286 | 62.8571 | 80 | 57.1429 | 62.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.41 | 2.1516 | 0.06 | 0.8467 | 1.0085 | 0.7503 |
Largest Winning Trade | 740916 | 740916 | 19240 | 6631328 | 6207016 | 6631328 |
Largest Losing Trade | -546852 | -72530 | -546852 | -7029751 | -2234286 | -7029751 |
Avg Bars in Trades | 50 | 54 | 45 | 50 | 54 | 45 |
Avg Bars in Winners | 25 | 24 | 25 | 47 | 49 | 45 |
Avg Bars in Losers | 112 | 105 | 124 | 53 | 64 | 45 |
Bars Traded | 3505 | 1923 | 1582 | 3505 | 1923 | 1582 |
Profit Streak | 111.3975 | 157.3975 | 111.3975 | 111.3975 | 157.3975 | 111.3975 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -627818 | -33290 | -576336 | -169724 | 465700 | -580039 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3656, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758663140701, "expiration_time": 1763366976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 226, "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": [ [ 27150.8139348037, 661404.5954734161, -634253.7815386122, 2614646.386504195, 5253656.515281334, -2639010.12877714 ], [ 27.150814, 661.404595, -634.253782, 2614.646387, 5253.656515, -2639.010129 ], [ 0.014853, 0.361819, -0.346966, 0.180757, 0.217981, 0 ], [ 484.441478, 484.441478, 484.441478, 484.441478, 484.441478, 484.441478 ], [ -862978, -150561, -717041, -11405246, -2869593, -9880107 ], [ 1.025022, 3.641128, 0.240104, 1.128987, 1.706675, 0.79441 ], [ 70, 35, 35, 70, 35, 35 ], [ 50, 22, 28, 40, 22, 18 ], [ 20, 13, 7, 30, 13, 17 ], [ 71.428571, 62.857143, 80, 57.142857, 62.857143, 51.428571 ], [ 0.410009, 2.151576, 0.060026, 0.84674, 1.00849, 0.750276 ], [ 740916, 740916, 19240, 6631328, 6207016, 6631328 ], [ -546852, -72530, -546852, -7029751, -2234286, -7029751 ], [ 50, 54, 45, 50, 54, 45 ], [ 25, 24, 25, 47, 49, 45 ], [ 112, 105, 124, 53, 64, 45 ], [ 3505, 1923, 1582, 3505, 1923, 1582 ], [ 111.397462, 157.397462, 111.397462, 111.397462, 157.397462, 111.397462 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -627818, -33290, -576336, -169724, 465700, -580039 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3656, "evaluation_days": 1828, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758663140701, "expiration_time": 1763366976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 226, "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) |
---|