Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462314.5087 | 1378387.92 | 83926.5886 | 6174739.6534 | 7179212.4053 | -1004472.7519 |
Total P&L (%) | 1462.3145 | 1378.3879 | 83.9266 | 6174.7397 | 7179.2124 | -1004.4728 |
Avg Daily Profit (%) | 0.8068 | 0.7605 | 0.0463 | 0.2286 | 0.2368 | 0 |
Buy And Hold Return (%) | 647.8182 | 647.8182 | 647.8182 | 647.8182 | 647.8182 | 647.8182 |
Max Trade Drawdown | -84016 | -66647 | -59680 | -8806821 | -4735364 | -6542977 |
Profit Factor | 4.4229 | 7.3342 | 1.4004 | 1.215 | 1.4956 | 0.9295 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.2531 | 11.0013 | 1.8672 | 1.7177 | 2.2435 | 1.2393 |
Largest Winning Trade | 732555 | 732555 | 64770 | 9212997 | 9212997 | 3577323 |
Largest Losing Trade | -32159 | -32159 | -21639 | -2901044 | -2901044 | -2110759 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3464 | 1617 | 1847 | 3464 | 1617 | 1847 |
Profit Streak | 0 | 83.3321 | 0 | 0 | 83.3321 | 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 | -86740 | 431233 | -297824 | -93153 | 266492 | -581898 |
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{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 86, "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": [ [ 1462314.508691084, 1378387.9200491097, 83926.5886419741, 6174739.653368109, 7179212.405290973, -1004472.7519228689 ], [ 1462.314509, 1378.38792, 83.926589, 6174.739653, 7179.212405, -1004.472752 ], [ 0.806794, 0.76049, 0.046304, 0.228626, 0.236838, 0 ], [ 647.818237, 647.818237, 647.818237, 647.818237, 647.818237, 647.818237 ], [ -84016, -66647, -59680, -8806821, -4735364, -6542977 ], [ 4.422908, 7.33421, 1.400405, 1.214964, 1.495636, 0.92946 ], [ 70, 35, 35, 70, 35, 35 ], [ 29, 14, 15, 29, 14, 15 ], [ 41, 21, 20, 41, 21, 20 ], [ 41.428571, 40, 42.857143, 41.428571, 40, 42.857143 ], [ 6.253076, 11.001315, 1.867207, 1.717708, 2.243454, 1.239279 ], [ 732555, 732555, 64770, 9212997, 9212997, 3577323 ], [ -32159, -32159, -21639, -2901044, -2901044, -2110759 ], [ 49, 46, 52, 49, 46, 52 ], [ 80, 75, 85, 80, 75, 85 ], [ 27, 26, 28, 27, 26, 28 ], [ 3464, 1617, 1847, 3464, 1617, 1847 ], [ 0, 83.332107, 0, 0, 83.332107, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86740, 431233, -297824, -93153, 266492, -581898 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604404800000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757318294037, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 86, "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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