Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193085.7719 | 978444.4638 | 214641.3081 | 55307694.8786 | 44062012.6718 | 11245682.2068 |
Total P&L (%) | 1193.0858 | 978.4445 | 214.6413 | 55307.6949 | 44062.0127 | 11245.6822 |
Avg Daily Profit (%) | 0.6532 | 0.5357 | 0.1175 | 0.3465 | 0.334 | 0.2594 |
Buy And Hold Return (%) | 432.9496 | 432.9496 | 432.9496 | 432.9496 | 432.9496 | 432.9496 |
Max Trade Drawdown | -62523 | -76194 | -49948 | -69011344 | -58657343 | -35413391 |
Profit Factor | 2.4321 | 3.2946 | 1.5278 | 1.1999 | 1.3061 | 1.0847 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 38.3621 | 36.2069 | 40.5172 | 38.3621 | 36.2069 | 40.5172 |
Ratio Avg Win / Avg Loss | 3.9078 | 5.8047 | 2.243 | 1.9279 | 2.3013 | 1.5924 |
Largest Winning Trade | 269412 | 269412 | 46184 | 25171912 | 25171912 | 23458916 |
Largest Losing Trade | -19213 | -14730 | -19213 | -22712029 | -9982580 | -22712029 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 3610 | 1703 | 1907 | 3610 | 1703 | 1907 |
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 | 366597 | 241829 | -202966 | 240597 | 183006 | -121380 |
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{ "first_band": { "type": "ssf", "factors": { "length": 43, "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": [ [ 1193085.7718621222, 978444.4638109419, 214641.3080511802, 55307694.87857411, 44062012.671785146, 11245682.206788918 ], [ 1193.085772, 978.444464, 214.641308, 55307.694879, 44062.012672, 11245.682207 ], [ 0.653209, 0.535694, 0.117515, 0.346468, 0.334006, 0.259379 ], [ 432.9496, 432.9496, 432.9496, 432.9496, 432.9496, 432.9496 ], [ -62523, -76194, -49948, -69011344, -58657343, -35413391 ], [ 2.432143, 3.294551, 1.52782, 1.199858, 1.306136, 1.084678 ], [ 232, 116, 116, 232, 116, 116 ], [ 89, 42, 47, 89, 42, 47 ], [ 143, 74, 69, 143, 74, 69 ], [ 38.362069, 36.206897, 40.517241, 38.362069, 36.206897, 40.517241 ], [ 3.907826, 5.804685, 2.24297, 1.927861, 2.301288, 1.592399 ], [ 269412, 269412, 46184, 25171912, 25171912, 23458916 ], [ -19213, -14730, -19213, -22712029, -9982580, -22712029 ], [ 15, 14, 16, 15, 14, 16 ], [ 30, 30, 29, 30, 30, 29 ], [ 6, 5, 7, 6, 5, 7 ], [ 3610, 1703, 1907, 3610, 1703, 1907 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366597, 241829, -202966, 240597, 183006, -121380 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758524016992, "expiration_time": 1763233488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 43, "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) |
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