Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1286608.2859 | -9410.6649 | -1277197.621 | -968011.3022 | -3641628.8469 | 2673617.5448 |
Total P&L (%) | -1286.6083 | -9.4107 | -1277.1976 | -968.0113 | -3641.6288 | 2673.6175 |
Avg Daily Profit (%) | -0.7042 | -0.0052 | -0.6991 | 0 | 0 | 0.182 |
Buy And Hold Return (%) | 452.5408 | 452.5408 | 452.5408 | 452.5408 | 452.5408 | 452.5408 |
Max Trade Drawdown | -1341964 | -141374 | -1290197 | -10610984 | -7040857 | -4010379 |
Profit Factor | 0.3217 | 0.9722 | 0.1805 | 0.9449 | 0.627 | 1.3423 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 22 | 21 | 40 | 19 | 21 |
Losing Trades | 33 | 16 | 17 | 36 | 19 | 17 |
Profitability (%) | 56.5789 | 57.8947 | 55.2632 | 52.6316 | 50 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.2469 | 0.707 | 0.1461 | 0.8504 | 0.627 | 1.0867 |
Largest Winning Trade | 49761 | 49761 | 35897 | 5185624 | 1721971 | 5185624 |
Largest Losing Trade | -770171 | -76736 | -770171 | -6428412 | -6428412 | -3351930 |
Avg Bars in Trades | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Winners | 28 | 29 | 27 | 45 | 49 | 41 |
Avg Bars in Losers | 68 | 71 | 66 | 47 | 45 | 48 |
Bars Traded | 3509 | 1804 | 1705 | 3509 | 1804 | 1705 |
Profit Streak | 48.721 | 77.221 | 0 | 0 | 0 | 117.221 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632862 | -579183 | -580082 | -634214 | -580764 | 315294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } } }
{ "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": [ [ -1286608.285899606, -9410.6648761155, -1277197.621023491, -968011.302153964, -3641628.846913652, 2673617.5447596866 ], [ -1286.608286, -9.410665, -1277.197621, -968.011302, -3641.628847, 2673.617545 ], [ -0.704219, -0.005151, -0.699068, 0, 0, 0.182034 ], [ 452.540786, 452.540786, 452.540786, 452.540786, 452.540786, 452.540786 ], [ -1341964, -141374, -1290197, -10610984, -7040857, -4010379 ], [ 0.321685, 0.97218, 0.180495, 0.944917, 0.627035, 1.342348 ], [ 76, 38, 38, 76, 38, 38 ], [ 43, 22, 21, 40, 19, 21 ], [ 33, 16, 17, 36, 19, 17 ], [ 56.578947, 57.894737, 55.263158, 52.631579, 50, 55.263158 ], [ 0.246875, 0.70704, 0.146115, 0.850425, 0.627035, 1.086663 ], [ 49761, 49761, 35897, 5185624, 1721971, 5185624 ], [ -770171, -76736, -770171, -6428412, -6428412, -3351930 ], [ 46, 47, 44, 46, 47, 44 ], [ 28, 29, 27, 45, 49, 41 ], [ 68, 71, 66, 47, 45, 48 ], [ 3509, 1804, 1705, 3509, 1804, 1705 ], [ 48.72102, 77.22102, 0, 0, 0, 117.22102 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -632862, -579183, -580082, -634214, -580764, 315294 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3654, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758561496165, "expiration_time": 1763277984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } } }
# | 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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