Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046751.4797 | 1047678.3008 | -926.8212 | 637930.9167 | 879609.3944 | -241678.4777 |
Total P&L (%) | 1046.7515 | 1047.6783 | -0.9268 | 637.9309 | 879.6094 | -241.6785 |
Avg Daily Profit (%) | 0.5762 | 0.5768 | -0.0005 | 0.1101 | 0.1257 | 0 |
Buy And Hold Return (%) | 565.269 | 565.269 | 565.269 | 565.269 | 565.269 | 565.269 |
Max Trade Drawdown | -136853 | -79563 | -95297 | -949923 | -839329 | -497264 |
Profit Factor | 2.8425 | 4.6677 | 0.9967 | 1.2321 | 1.6234 | 0.8192 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 42.4242 | 45.4545 | 39.3939 | 42.4242 | 45.4545 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.8577 | 5.6012 | 1.5334 | 1.6722 | 1.948 | 1.2604 |
Largest Winning Trade | 551196 | 551196 | 73271 | 1020314 | 1020314 | 250304 |
Largest Losing Trade | -36165 | -31151 | -36165 | -298177 | -287756 | -298177 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 87 | 74 | 103 | 87 | 74 | 103 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 3441 | 1591 | 1850 | 3441 | 1591 | 1850 |
Profit Streak | 0 | 162.8934 | 0 | 0 | 162.8934 | 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 | -122921 | 350249 | -582149 | -302332 | -32773 | -583260 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757669186575, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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": [ [ 1046751.4796579008, 1047678.3008384132, -926.8211805124, 637930.9166919785, 879609.3943763915, -241678.4776844128 ], [ 1046.75148, 1047.678301, -0.926821, 637.930917, 879.609394, -241.678478 ], [ 0.576246, 0.576757, -0.00051, 0.11009, 0.125704, 0 ], [ 565.269043, 565.269043, 565.269043, 565.269043, 565.269043, 565.269043 ], [ -136853, -79563, -95297, -949923, -839329, -497264 ], [ 2.842542, 4.667703, 0.996719, 1.232132, 1.623356, 0.819246 ], [ 66, 33, 33, 66, 33, 33 ], [ 28, 15, 13, 28, 15, 13 ], [ 38, 18, 20, 38, 18, 20 ], [ 42.424242, 45.454545, 39.393939, 42.424242, 45.454545, 39.393939 ], [ 3.857735, 5.601244, 1.533413, 1.672179, 1.948027, 1.260378 ], [ 551196, 551196, 73271, 1020314, 1020314, 250304 ], [ -36165, -31151, -36165, -298177, -287756, -298177 ], [ 52, 48, 56, 52, 48, 56 ], [ 87, 74, 103, 87, 74, 103 ], [ 25, 26, 25, 25, 26, 25 ], [ 3441, 1591, 1850, 3441, 1591, 1850 ], [ 0, 162.893363, 0, 0, 162.893363, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122921, 350249, -582149, -302332, -32773, -583260 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757669186575, "expiration_time": 1762343568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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) |
---|