Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107717.1621 | 962914.4175 | 144802.7446 | 12136064.1797 | 12082230.2647 | 53833.9149 |
Total P&L (%) | 1107.7172 | 962.9144 | 144.8027 | 12136.0642 | 12082.2303 | 53.8339 |
Avg Daily Profit (%) | 0.6101 | 0.5304 | 0.0798 | 0.2651 | 0.2649 | 0.0237 |
Buy And Hold Return (%) | 404.1696 | 404.1696 | 404.1696 | 404.1696 | 404.1696 | 404.1696 |
Max Trade Drawdown | -74578 | -64782 | -81054 | -15299712 | -13618443 | -9891957 |
Profit Factor | 2.0768 | 2.829 | 1.2883 | 1.1551 | 1.302 | 1.0014 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Profitability (%) | 36.2069 | 33.7931 | 38.6207 | 36.2069 | 33.7931 | 38.6207 |
Ratio Avg Win / Avg Loss | 3.6592 | 5.5425 | 2.0475 | 2.0351 | 2.5509 | 1.5915 |
Largest Winning Trade | 319736 | 319736 | 46136 | 8217031 | 8217031 | 5074092 |
Largest Losing Trade | -29353 | -22318 | -29353 | -5026508 | -3084459 | -5026508 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3609 | 1714 | 1895 | 3609 | 1714 | 1895 |
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 | 308907 | 206182 | -255432 | -43823 | 129757 | -549135 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757569211533, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "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": [ [ 1107717.1621324744, 962914.4175302882, 144802.7446021869, 12136064.179667456, 12082230.264743581, 53833.9149238862 ], [ 1107.717162, 962.914418, 144.802745, 12136.06418, 12082.230265, 53.833915 ], [ 0.610144, 0.530385, 0.079759, 0.265125, 0.264881, 0.023726 ], [ 404.169628, 404.169628, 404.169628, 404.169628, 404.169628, 404.169628 ], [ -74578, -64782, -81054, -15299712, -13618443, -9891957 ], [ 2.076834, 2.828986, 1.288334, 1.155062, 1.301996, 1.001407 ], [ 290, 145, 145, 290, 145, 145 ], [ 105, 49, 56, 105, 49, 56 ], [ 185, 96, 89, 185, 96, 89 ], [ 36.206897, 33.793103, 38.62069, 36.206897, 33.793103, 38.62069 ], [ 3.659184, 5.542504, 2.047531, 2.035109, 2.55085, 1.591522 ], [ 319736, 319736, 46136, 8217031, 8217031, 5074092 ], [ -29353, -22318, -29353, -5026508, -3084459, -5026508 ], [ 12, 11, 13, 12, 11, 13 ], [ 24, 24, 24, 24, 24, 24 ], [ 5, 5, 6, 5, 5, 6 ], [ 3609, 1714, 1895, 3609, 1714, 1895 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308907, 206182, -255432, -43823, 129757, -549135 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757569211533, "expiration_time": 1762254576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "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) |
---|