Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387808.166 | 1314946.7977 | 72861.3684 | 3182967.5948 | 3798334.8831 | -615367.2883 |
Total P&L (%) | 1387.8082 | 1314.9468 | 72.8614 | 3182.9676 | 3798.3349 | -615.3673 |
Avg Daily Profit (%) | 0.7659 | 0.7257 | 0.0402 | 0.1929 | 0.2024 | 0 |
Buy And Hold Return (%) | 488.4603 | 488.4603 | 488.4603 | 488.4603 | 488.4603 | 488.4603 |
Max Trade Drawdown | -142512 | -79498 | -149146 | -2168320 | -1453687 | -2050371 |
Profit Factor | 3.2333 | 5.7095 | 1.2129 | 1.3474 | 1.9342 | 0.8793 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 53.5354 | 53.0612 | 54 | 53.5354 | 53.0612 | 54 |
Ratio Avg Win / Avg Loss | 2.8063 | 5.0507 | 1.0332 | 1.1694 | 1.711 | 0.749 |
Largest Winning Trade | 872460 | 872460 | 75194 | 1882369 | 1882369 | 909034 |
Largest Losing Trade | -63838 | -52275 | -63838 | -1122509 | -1122509 | -1007447 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 3514 | 1650 | 1864 | 3514 | 1650 | 1864 |
Profit Streak | 0 | 91.1213 | 0 | 0 | 91.1213 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594878 | 666471 | -484955 | 314986 | 460189 | -760314 |
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{ "first_band": { "type": "sma", "factors": { "length": 12, "offset": 54 } }, "second_band": { "type": "ssf", "factors": { "length": 139, "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": [ [ 1387808.166044182, 1314946.7976523477, 72861.3683918343, 3182967.594798594, 3798334.8830911103, -615367.2882925167 ], [ 1387.808166, 1314.946798, 72.861368, 3182.967595, 3798.334883, -615.367288 ], [ 0.765899, 0.725688, 0.04021, 0.192864, 0.202364, 0 ], [ 488.460343, 488.460343, 488.460343, 488.460343, 488.460343, 488.460343 ], [ -142512, -79498, -149146, -2168320, -1453687, -2050371 ], [ 3.233293, 5.709536, 1.212915, 1.347375, 1.934195, 0.87927 ], [ 99, 49, 50, 99, 49, 50 ], [ 53, 26, 27, 53, 26, 27 ], [ 46, 23, 23, 46, 23, 23 ], [ 53.535354, 53.061224, 54, 53.535354, 53.061224, 54 ], [ 2.806254, 5.050744, 1.033224, 1.169419, 1.711018, 0.749007 ], [ 872460, 872460, 75194, 1882369, 1882369, 909034 ], [ -63838, -52275, -63838, -1122509, -1122509, -1007447 ], [ 35, 33, 37, 35, 33, 37 ], [ 44, 43, 44, 44, 43, 44 ], [ 25, 22, 29, 25, 22, 29 ], [ 3514, 1650, 1864, 3514, 1650, 1864 ], [ 0, 91.121256, 0, 0, 91.121256, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 594878, 666471, -484955, 314986, 460189, -760314 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757256876529, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 12, "offset": 54 } }, "second_band": { "type": "ssf", "factors": { "length": 139, "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) |
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