Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929802.5312 | 1000637.6088 | -70835.0775 | 159098.3577 | 590692.1179 | -431593.7602 |
Total P&L (%) | 929.8025 | 1000.6376 | -70.8351 | 159.0984 | 590.6921 | -431.5938 |
Avg Daily Profit (%) | 0.5113 | 0.5503 | -0.039 | 0.0524 | 0.1063 | 0 |
Buy And Hold Return (%) | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 |
Max Trade Drawdown | -164085 | -96292 | -157806 | -697755 | -424886 | -430115 |
Profit Factor | 2.3065 | 4.0703 | 0.8164 | 1.0713 | 1.615 | 0.6602 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 36.25 | 40 | 32.5 | 36.25 | 40 | 32.5 |
Ratio Avg Win / Avg Loss | 4.0563 | 6.1054 | 1.6955 | 1.8841 | 2.4226 | 1.3712 |
Largest Winning Trade | 619953 | 619953 | 78351 | 465033 | 465033 | 186768 |
Largest Losing Trade | -38691 | -32187 | -38691 | -144267 | -140691 | -144267 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 72 | 67 | 78 | 72 | 67 | 78 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 3524 | 1697 | 1827 | 3524 | 1697 | 1827 |
Profit Streak | 0 | 107.454 | 0 | 0 | 107.454 | 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 | -19520 | 377361 | -584777 | -458844 | -90866 | -585888 |
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } } }
{ "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": [ [ 929802.5312347234, 1000637.6087776518, -70835.0775429284, 159098.3577230109, 590692.1179325513, -431593.7602095402 ], [ 929.802531, 1000.637609, -70.835078, 159.098358, 590.692118, -431.59376 ], [ 0.511302, 0.550254, -0.038952, 0.052367, 0.106327, 0 ], [ 420.640094, 420.640094, 420.640094, 420.640094, 420.640094, 420.640094 ], [ -164085, -96292, -157806, -697755, -424886, -430115 ], [ 2.306549, 4.070263, 0.816363, 1.071325, 1.615049, 0.66022 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 16, 13, 29, 16, 13 ], [ 51, 24, 27, 51, 24, 27 ], [ 36.25, 40, 32.5, 36.25, 40, 32.5 ], [ 4.056344, 6.105395, 1.695524, 1.884054, 2.422573, 1.371227 ], [ 619953, 619953, 78351, 465033, 465033, 186768 ], [ -38691, -32187, -38691, -144267, -140691, -144267 ], [ 44, 42, 45, 44, 42, 45 ], [ 72, 67, 78, 72, 67, 78 ], [ 27, 25, 30, 27, 25, 30 ], [ 3524, 1697, 1827, 3524, 1697, 1827 ], [ 0, 107.453996, 0, 0, 107.453996, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19520, 377361, -584777, -458844, -90866, -585888 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757847225223, "expiration_time": 1762521552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } } }
# | 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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