Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815093.669 | 920601.5228 | -105507.8538 | -21168.4795 | 176289.9442 | -197458.4237 |
Total P&L (%) | 815.0937 | 920.6015 | -105.5079 | -21.1685 | 176.2899 | -197.4584 |
Avg Daily Profit (%) | 0.4474 | 0.5053 | -0.0579 | -0.0131 | 0.0558 | 0 |
Buy And Hold Return (%) | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 |
Max Trade Drawdown | -213618 | -114509 | -170968 | -241373 | -96220 | -175421 |
Profit Factor | 2.2044 | 3.9501 | 0.7107 | 0.9647 | 1.6539 | 0.4007 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 43.1034 | 44.8276 | 41.3793 | 43.1034 | 44.8276 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9098 | 4.8617 | 1.0068 | 1.2734 | 2.0356 | 0.5677 |
Largest Winning Trade | 471948 | 471948 | 79533 | 207664 | 207664 | 35588 |
Largest Losing Trade | -74525 | -58797 | -74525 | -90977 | -54699 | -90977 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 93 | 90 | 95 | 93 | 90 | 95 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 3530 | 1733 | 1797 | 3530 | 1733 | 1797 |
Profit Streak | 0 | 163.3574 | 0 | 0 | 163.3574 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175149 | 393397 | -582518 | -761293 | -282160 | -584185 |
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "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": [ [ 815093.6689836198, 920601.52282328, -105507.8538396599, -21168.4795033111, 176289.9442021344, -197458.4237054455 ], [ 815.093669, 920.601523, -105.507854, -21.16848, 176.289944, -197.458424 ], [ 0.447362, 0.50527, -0.057908, -0.013054, 0.055794, 0 ], [ 420.986841, 420.986841, 420.986841, 420.986841, 420.986841, 420.986841 ], [ -213618, -114509, -170968, -241373, -96220, -175421 ], [ 2.204388, 3.950132, 0.710712, 0.964665, 1.653896, 0.400699 ], [ 58, 29, 29, 58, 29, 29 ], [ 25, 13, 12, 25, 13, 12 ], [ 33, 16, 17, 33, 16, 17 ], [ 43.103448, 44.827586, 41.37931, 43.103448, 44.827586, 41.37931 ], [ 2.909792, 4.861701, 1.006842, 1.273358, 2.035564, 0.567657 ], [ 471948, 471948, 79533, 207664, 207664, 35588 ], [ -74525, -58797, -74525, -90977, -54699, -90977 ], [ 60, 59, 61, 60, 59, 61 ], [ 93, 90, 95, 93, 90, 95 ], [ 36, 34, 38, 36, 34, 38 ], [ 3530, 1733, 1797, 3530, 1733, 1797 ], [ 0, 163.357397, 0, 0, 163.357397, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -175149, 393397, -582518, -761293, -282160, -584185 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758141279124, "expiration_time": 1762833024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "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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