Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805416.1588 | 902643.4895 | -97227.3307 | -59808.0008 | 59527.1181 | -119335.119 |
Total P&L (%) | 805.4162 | 902.6435 | -97.2273 | -59.808 | 59.5271 | -119.3351 |
Avg Daily Profit (%) | 0.444 | 0.4976 | -0.0536 | -0.0502 | 0.0258 | 0 |
Buy And Hold Return (%) | 568.1434 | 568.1434 | 568.1434 | 568.1434 | 568.1434 | 568.1434 |
Max Trade Drawdown | -221936 | -104707 | -165475 | -61839 | -20385 | -48484 |
Profit Factor | 2.2696 | 4.5751 | 0.7454 | 0.6856 | 2.5326 | 0.2118 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 46.7742 | 48.3871 | 45.1613 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.5826 | 4.8801 | 0.9052 | 0.7802 | 2.7014 | 0.2572 |
Largest Winning Trade | 376900 | 376900 | 74914 | 49032 | 49032 | 13583 |
Largest Losing Trade | -85302 | -62830 | -85302 | -85302 | -13881 | -85302 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 81 | 76 | 86 | 81 | 76 | 86 |
Avg Bars in Losers | 33 | 23 | 43 | 33 | 23 | 43 |
Bars Traded | 3482 | 1520 | 1962 | 3482 | 1520 | 1962 |
Profit Streak | 55.8796 | 160.8796 | 0 | 55.8796 | 160.8796 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180597 | 314367 | -582699 | -739970 | -319124 | -582699 |
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{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 805416.1587840774, 902643.489495519, -97227.3307114414, -59808.0008479286, 59527.1181204828, -119335.1189684114 ], [ 805.416159, 902.643489, -97.227331, -59.808001, 59.527118, -119.335119 ], [ 0.444, 0.497598, -0.053598, -0.050236, 0.02575, 0 ], [ 568.143416, 568.143416, 568.143416, 568.143416, 568.143416, 568.143416 ], [ -221936, -104707, -165475, -61839, -20385, -48484 ], [ 2.269553, 4.575053, 0.745429, 0.685632, 2.532582, 0.211826 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 15, 14, 29, 15, 14 ], [ 33, 16, 17, 33, 16, 17 ], [ 46.774194, 48.387097, 45.16129, 46.774194, 48.387097, 45.16129 ], [ 2.582595, 4.880057, 0.905163, 0.780202, 2.701421, 0.257218 ], [ 376900, 376900, 74914, 49032, 49032, 13583 ], [ -85302, -62830, -85302, -85302, -13881, -85302 ], [ 56, 49, 63, 56, 49, 63 ], [ 81, 76, 86, 81, 76, 86 ], [ 33, 23, 43, 33, 23, 43 ], [ 3482, 1520, 1962, 3482, 1520, 1962 ], [ 55.879605, 160.879605, 0, 55.879605, 160.879605, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -180597, 314367, -582699, -739970, -319124, -582699 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3628, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757451997886, "expiration_time": 1762121088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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