Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532367.4818 | 1416624.7028 | 115742.779 | 9210094.7373 | 6789034.1554 | 2421060.5819 |
Total P&L (%) | 1532.3675 | 1416.6247 | 115.7428 | 9210.0947 | 6789.0342 | 2421.0606 |
Avg Daily Profit (%) | 0.8449 | 0.7811 | 0.0638 | 0.2503 | 0.2336 | 0.1781 |
Buy And Hold Return (%) | 549.5335 | 549.5335 | 549.5335 | 549.5335 | 549.5335 | 549.5335 |
Max Trade Drawdown | -136366 | -110646 | -61145 | -4562635 | -3697257 | -2801177 |
Profit Factor | 3.7294 | 5.5175 | 1.467 | 1.4504 | 1.61 | 1.2597 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.2212 | 7.7245 | 2.0538 | 2.0305 | 2.2541 | 1.7636 |
Largest Winning Trade | 653905 | 653905 | 66859 | 4492707 | 4492707 | 2929371 |
Largest Losing Trade | -34755 | -32283 | -34755 | -2392473 | -2392473 | -1815755 |
Avg Bars in Trades | 55 | 61 | 49 | 55 | 61 | 49 |
Avg Bars in Winners | 82 | 95 | 69 | 82 | 95 | 69 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 5348 | 2949 | 2399 | 5348 | 2949 | 2399 |
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 | 496227 | 523453 | -274431 | 273471 | 295952 | 136283 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 3.18583 } } }
{ "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": [ [ 1532367.4817598497, 1416624.7027669805, 115742.7789928693, 9210094.737302167, 6789034.155396112, 2421060.581906056 ], [ 1532.367482, 1416.624703, 115.742779, 9210.094737, 6789.034155, 2421.060582 ], [ 0.844899, 0.781082, 0.063817, 0.250286, 0.23364, 0.1781 ], [ 549.533533, 549.533533, 549.533533, 549.533533, 549.533533, 549.533533 ], [ -136366, -110646, -61145, -4562635, -3697257, -2801177 ], [ 3.729405, 5.517523, 1.466997, 1.450356, 1.610048, 1.259714 ], [ 96, 48, 48, 96, 48, 48 ], [ 40, 20, 20, 40, 20, 20 ], [ 56, 28, 28, 56, 28, 28 ], [ 41.666667, 41.666667, 41.666667, 41.666667, 41.666667, 41.666667 ], [ 5.221168, 7.724532, 2.053796, 2.030498, 2.254067, 1.7636 ], [ 653905, 653905, 66859, 4492707, 4492707, 2929371 ], [ -34755, -32283, -34755, -2392473, -2392473, -1815755 ], [ 55, 61, 49, 55, 61, 49 ], [ 82, 95, 69, 82, 95, 69 ], [ 36, 37, 36, 36, 37, 36 ], [ 5348, 2949, 2399, 5348, 2949, 2399 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496227, 523453, -274431, 273471, 295952, 136283 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757429235365, "expiration_time": 1762105824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 3.18583 } } }
# | 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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