Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1211367.407 | -33117.5243 | -1178249.8826 | -713670.2031 | -3782738.051 | 3069067.8479 |
Total P&L (%) | -1211.3674 | -33.1175 | -1178.2499 | -713.6702 | -3782.7381 | 3069.0678 |
Avg Daily Profit (%) | -0.6639 | -0.0182 | -0.6458 | 0 | 0 | 0.1896 |
Buy And Hold Return (%) | 625.69 | 625.69 | 625.69 | 625.69 | 625.69 | 625.69 |
Max Trade Drawdown | -1273409 | -172271 | -1222565 | -10001492 | -7922807 | -2377748 |
Profit Factor | 0.2897 | 0.8848 | 0.1691 | 0.9579 | 0.6134 | 1.4287 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 18 | 16 | 25 | 11 | 14 |
Losing Trades | 24 | 11 | 13 | 33 | 18 | 15 |
Profitability (%) | 58.6207 | 62.069 | 55.1724 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2045 | 0.5407 | 0.1374 | 1.2644 | 1.0038 | 1.5308 |
Largest Winning Trade | 40555 | 40555 | 29282 | 6561686 | 1795601 | 6561686 |
Largest Losing Trade | -636967 | -74390 | -636967 | -6606407 | -6606407 | -2016943 |
Avg Bars in Trades | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Winners | 27 | 29 | 26 | 60 | 56 | 63 |
Avg Bars in Losers | 107 | 118 | 98 | 61 | 67 | 54 |
Bars Traded | 3524 | 1829 | 1695 | 3524 | 1829 | 1695 |
Profit Streak | 18.4088 | 177.9088 | 0 | 0 | 0 | 170.9088 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758597 | -577912 | -580162 | -761293 | -583859 | 315195 |
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{ "first_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.12279 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "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": [ [ -1211367.4069547062, -33117.5243232572, -1178249.8826314495, -713670.203135684, -3782738.051022193, 3069067.84788651 ], [ -1211.367407, -33.117524, -1178.249883, -713.670203, -3782.738051, 3069.067848 ], [ -0.663945, -0.018152, -0.645793, 0, 0, 0.189603 ], [ 625.69003, 625.69003, 625.69003, 625.69003, 625.69003, 625.69003 ], [ -1273409, -172271, -1222565, -10001492, -7922807, -2377748 ], [ 0.289741, 0.884776, 0.16914, 0.95788, 0.613428, 1.428742 ], [ 58, 29, 29, 58, 29, 29 ], [ 34, 18, 16, 25, 11, 14 ], [ 24, 11, 13, 33, 18, 15 ], [ 58.62069, 62.068966, 55.172414, 43.103448, 37.931034, 48.275862 ], [ 0.204523, 0.540697, 0.137426, 1.264401, 1.003791, 1.530795 ], [ 40555, 40555, 29282, 6561686, 1795601, 6561686 ], [ -636967, -74390, -636967, -6606407, -6606407, -2016943 ], [ 60, 63, 58, 60, 63, 58 ], [ 27, 29, 26, 60, 56, 63 ], [ 107, 118, 98, 61, 67, 54 ], [ 3524, 1829, 1695, 3524, 1829, 1695 ], [ 18.408764, 177.908765, 0, 0, 0, 170.908765 ], [ 1, 3, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758597, -577912, -580162, -761293, -583859, 315195 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3649, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758361717260, "expiration_time": 1763055504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.12279 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "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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