Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255184.9968 | 1261570.6235 | -6385.6267 | 927561.9787 | 1316243.5293 | -388681.5506 |
Total P&L (%) | 1255.185 | 1261.5706 | -6.3856 | 927.562 | 1316.2435 | -388.6816 |
Avg Daily Profit (%) | 0.6914 | 0.6949 | -0.0035 | 0.1284 | 0.1461 | 0 |
Buy And Hold Return (%) | 617.9462 | 617.9462 | 617.9462 | 617.9462 | 617.9462 | 617.9462 |
Max Trade Drawdown | -169070 | -104812 | -120539 | -2283541 | -1560537 | -1247627 |
Profit Factor | 3.0916 | 5.1418 | 0.9784 | 1.1836 | 1.5026 | 0.8403 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 38.3562 | 41.6667 | 35.1351 | 38.3562 | 41.6667 | 35.1351 |
Ratio Avg Win / Avg Loss | 4.9686 | 7.1985 | 1.8063 | 1.9022 | 2.1036 | 1.5512 |
Largest Winning Trade | 743619 | 743619 | 76612 | 1343531 | 1343531 | 547105 |
Largest Losing Trade | -32664 | -30361 | -32664 | -461772 | -461772 | -404819 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 92 | 83 | 103 | 92 | 83 | 103 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 3520 | 1729 | 1791 | 3520 | 1729 | 1791 |
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 | -69342 | 371223 | -583775 | -129660 | -4414 | -583775 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757551309274, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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": [ [ 1255184.9968399112, 1261570.623508306, -6385.6266683956, 927561.978684186, 1316243.5293150765, -388681.5506308905 ], [ 1255.184997, 1261.570624, -6.385627, 927.561979, 1316.243529, -388.681551 ], [ 0.691372, 0.694889, -0.003517, 0.128409, 0.146105, 0 ], [ 617.946191, 617.946191, 617.946191, 617.946191, 617.946191, 617.946191 ], [ -169070, -104812, -120539, -2283541, -1560537, -1247627 ], [ 3.091554, 5.141788, 0.978392, 1.183595, 1.502569, 0.840259 ], [ 73, 36, 37, 73, 36, 37 ], [ 28, 15, 13, 28, 15, 13 ], [ 45, 21, 24, 45, 21, 24 ], [ 38.356164, 41.666667, 35.135135, 38.356164, 41.666667, 35.135135 ], [ 4.968569, 7.198503, 1.806263, 1.902206, 2.103597, 1.551247 ], [ 743619, 743619, 76612, 1343531, 1343531, 547105 ], [ -32664, -30361, -32664, -461772, -461772, -404819 ], [ 48, 48, 48, 48, 48, 48 ], [ 92, 83, 103, 92, 83, 103 ], [ 20, 22, 18, 20, 22, 18 ], [ 3520, 1729, 1791, 3520, 1729, 1791 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69342, 371223, -583775, -129660, -4414, -583775 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757551309274, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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) |
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