Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169371.2839 | 991930.0334 | 177441.2505 | 29599575.0204 | 23718684.7356 | 5880890.2848 |
Total P&L (%) | 1169.3713 | 991.93 | 177.4413 | 29599.575 | 23718.6847 | 5880.8903 |
Avg Daily Profit (%) | 0.6438 | 0.5461 | 0.0977 | 0.3139 | 0.3018 | 0.2255 |
Buy And Hold Return (%) | 393.5939 | 393.5939 | 393.5939 | 393.5939 | 393.5939 | 393.5939 |
Max Trade Drawdown | -62662 | -56524 | -57010 | -21341182 | -22078580 | -15240114 |
Profit Factor | 2.3018 | 3.2149 | 1.3939 | 1.2479 | 1.3912 | 1.1001 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 169 | 87 | 82 | 169 | 87 | 82 |
Profitability (%) | 33.9844 | 32.0313 | 35.9375 | 33.9844 | 32.0313 | 35.9375 |
Ratio Avg Win / Avg Loss | 4.4713 | 6.8218 | 2.4849 | 2.4241 | 2.952 | 1.961 |
Largest Winning Trade | 272599 | 272599 | 54376 | 21118388 | 21118388 | 9079328 |
Largest Losing Trade | -18254 | -16159 | -18254 | -9317217 | -6218398 | -9317217 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 3586 | 1681 | 1905 | 3586 | 1681 | 1905 |
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 | 304741 | 240411 | -231976 | 189973 | 134456 | -106471 |
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{ "first_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "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": [ [ 1169371.2839356828, 991930.0334072032, 177441.2505284796, 29599575.020352762, 23718684.73559182, 5880890.284760929 ], [ 1169.371284, 991.930033, 177.441251, 29599.57502, 23718.684736, 5880.890285 ], [ 0.64375, 0.546067, 0.097683, 0.313936, 0.301751, 0.225476 ], [ 393.593856, 393.593856, 393.593856, 393.593856, 393.593856, 393.593856 ], [ -62662, -56524, -57010, -21341182, -22078580, -15240114 ], [ 2.301792, 3.214863, 1.393941, 1.247912, 1.391158, 1.100086 ], [ 256, 128, 128, 256, 128, 128 ], [ 87, 41, 46, 87, 41, 46 ], [ 169, 87, 82, 169, 87, 82 ], [ 33.984375, 32.03125, 35.9375, 33.984375, 32.03125, 35.9375 ], [ 4.471298, 6.821783, 2.484851, 2.424105, 2.95197, 1.961023 ], [ 272599, 272599, 54376, 21118388, 21118388, 9079328 ], [ -18254, -16159, -18254, -9317217, -6218398, -9317217 ], [ 14, 13, 14, 14, 13, 14 ], [ 29, 29, 29, 29, 29, 29 ], [ 6, 5, 6, 6, 5, 6 ], [ 3586, 1681, 1905, 3586, 1681, 1905 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304741, 240411, -231976, 189973, 134456, -106471 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757672410918, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "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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