Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109138.9087 | 1149805.8394 | -40666.9307 | 367983.7432 | 1087755.6605 | -719771.9174 |
Total P&L (%) | 1109.1389 | 1149.8058 | -40.6669 | 367.9837 | 1087.7557 | -719.7719 |
Avg Daily Profit (%) | 0.6121 | 0.6346 | -0.0224 | 0.0852 | 0.1367 | 0 |
Buy And Hold Return (%) | 470.9294 | 470.9294 | 470.9294 | 470.9294 | 470.9294 | 470.9294 |
Max Trade Drawdown | -148856 | -101521 | -119066 | -1215608 | -731058 | -724924 |
Profit Factor | 2.5172 | 4.1876 | 0.8902 | 1.0847 | 1.528 | 0.6849 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 34.0426 | 34.0426 | 34.0426 | 34.0426 | 34.0426 | 34.0426 |
Ratio Avg Win / Avg Loss | 4.877 | 8.1134 | 1.7247 | 2.1016 | 2.9605 | 1.327 |
Largest Winning Trade | 732942 | 732942 | 74326 | 738061 | 738061 | 377535 |
Largest Losing Trade | -33893 | -33560 | -33893 | -218511 | -218511 | -215073 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 3559 | 1744 | 1815 | 3559 | 1744 | 1815 |
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 | 211769 | 319730 | -584124 | -377175 | -18531 | -585235 |
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 11, "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": [ [ 1109138.9086508201, 1149805.8393524392, -40666.9307016187, 367983.7431659531, 1087755.6605436215, -719771.9173776684 ], [ 1109.138909, 1149.805839, -40.666931, 367.983743, 1087.755661, -719.771917 ], [ 0.612108, 0.634551, -0.022443, 0.085205, 0.136663, 0 ], [ 470.92942, 470.92942, 470.92942, 470.92942, 470.92942, 470.92942 ], [ -148856, -101521, -119066, -1215608, -731058, -724924 ], [ 2.517183, 4.18758, 0.89019, 1.084703, 1.528021, 0.684913 ], [ 94, 47, 47, 94, 47, 47 ], [ 32, 16, 16, 32, 16, 16 ], [ 62, 31, 31, 62, 31, 31 ], [ 34.042553, 34.042553, 34.042553, 34.042553, 34.042553, 34.042553 ], [ 4.877041, 8.113437, 1.724742, 2.101611, 2.96054, 1.327019 ], [ 732942, 732942, 74326, 738061, 738061, 377535 ], [ -33893, -33560, -33893, -218511, -218511, -215073 ], [ 37, 37, 38, 37, 37, 38 ], [ 73, 67, 80, 73, 67, 80 ], [ 19, 21, 17, 19, 21, 17 ], [ 3559, 1744, 1815, 3559, 1744, 1815 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 211769, 319730, -584124, -377175, -18531, -585235 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757280369135, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 11, "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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