Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116989.7621 | 954858.5682 | 162131.1939 | 17146357.9017 | 23898040.7448 | -6751682.843 |
Total P&L (%) | 1116.9898 | 954.8586 | 162.1312 | 17146.3579 | 23898.0407 | -6751.6828 |
Avg Daily Profit (%) | 0.612 | 0.5232 | 0.0888 | 0.2826 | 0.3008 | 0 |
Buy And Hold Return (%) | 477.5065 | 477.5065 | 477.5065 | 477.5065 | 477.5065 | 477.5065 |
Max Trade Drawdown | -92547 | -68031 | -68966 | -26786375 | -20405094 | -13692496 |
Profit Factor | 2.4673 | 3.5911 | 1.4128 | 1.1611 | 1.4375 | 0.8697 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 47.2527 | 43.956 | 50.5495 | 47.2527 | 43.956 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.7541 | 4.5786 | 1.3821 | 1.2961 | 1.8328 | 0.8508 |
Largest Winning Trade | 302143 | 302143 | 55649 | 18098940 | 18098940 | 4674739 |
Largest Losing Trade | -59711 | -25865 | -59711 | -7700087 | -7700087 | -4812134 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3593 | 1752 | 1841 | 3593 | 1752 | 1841 |
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 | 424675 | 298340 | -239320 | -34396 | 307818 | -580740 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3650, "evaluation_days": 1825, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758401948661, "expiration_time": 1763100000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 19, "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": [ [ 1116989.7621079567, 954858.5682044516, 162131.1939035044, 17146357.901732955, 23898040.744765397, -6751682.843032445 ], [ 1116.989762, 954.858568, 162.131194, 17146.357902, 23898.040745, -6751.682843 ], [ 0.612049, 0.52321, 0.088839, 0.282601, 0.300756, 0 ], [ 477.506545, 477.506545, 477.506545, 477.506545, 477.506545, 477.506545 ], [ -92547, -68031, -68966, -26786375, -20405094, -13692496 ], [ 2.467257, 3.591085, 1.412799, 1.161113, 1.437513, 0.869663 ], [ 182, 91, 91, 182, 91, 91 ], [ 86, 40, 46, 86, 40, 46 ], [ 96, 51, 45, 96, 51, 45 ], [ 47.252747, 43.956044, 50.549451, 47.252747, 43.956044, 50.549451 ], [ 2.754147, 4.578634, 1.382086, 1.296127, 1.832829, 0.850757 ], [ 302143, 302143, 55649, 18098940, 18098940, 4674739 ], [ -59711, -25865, -59711, -7700087, -7700087, -4812134 ], [ 19, 19, 20, 19, 19, 20 ], [ 29, 30, 28, 29, 30, 28 ], [ 11, 10, 12, 11, 10, 12 ], [ 3593, 1752, 1841, 3593, 1752, 1841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424675, 298340, -239320, -34396, 307818, -580740 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3650, "evaluation_days": 1825, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758401948661, "expiration_time": 1763100000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 19, "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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