Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155084.5059 | 1212466.142 | -57381.6361 | 138051.6841 | 1085303.2719 | -947251.5878 |
Total P&L (%) | 1155.0845 | 1212.4661 | -57.3816 | 138.0517 | 1085.3033 | -947.2516 |
Avg Daily Profit (%) | 0.6348 | 0.6664 | -0.0315 | 0.0477 | 0.136 | 0 |
Buy And Hold Return (%) | 411.9714 | 411.9714 | 411.9714 | 411.9714 | 411.9714 | 411.9714 |
Max Trade Drawdown | -173951 | -112373 | -104086 | -989992 | -689121 | -1038789 |
Profit Factor | 2.6724 | 4.3711 | 0.8267 | 1.0372 | 1.6 | 0.5026 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.1814 | 5.6824 | 0.9018 | 1.2347 | 2.0801 | 0.5483 |
Largest Winning Trade | 770545 | 770545 | 65059 | 770545 | 770545 | 252572 |
Largest Losing Trade | -53256 | -53256 | -49962 | -359048 | -234959 | -359048 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 51 | 43 | 58 | 51 | 43 | 58 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3342 | 1510 | 1832 | 3342 | 1510 | 1832 |
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 | 436359 | 494396 | -581549 | -476088 | -13945 | -581549 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757904478315, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1155084.5058615026, 1212466.1419842998, -57381.6361227971, 138051.6840623573, 1085303.2718803834, -947251.5878180263 ], [ 1155.084506, 1212.466142, -57.381636, 138.051684, 1085.303272, -947.251588 ], [ 0.634836, 0.666373, -0.031537, 0.047679, 0.135986, 0 ], [ 411.971428, 411.971428, 411.971428, 411.971428, 411.971428, 411.971428 ], [ -173951, -112373, -104086, -989992, -689121, -1038789 ], [ 2.672351, 4.371079, 0.826656, 1.037178, 1.600045, 0.502642 ], [ 92, 46, 46, 92, 46, 46 ], [ 42, 20, 22, 42, 20, 22 ], [ 50, 26, 24, 50, 26, 24 ], [ 45.652174, 43.478261, 47.826087, 45.652174, 43.478261, 47.826087 ], [ 3.18137, 5.682403, 0.901807, 1.234736, 2.080059, 0.548337 ], [ 770545, 770545, 65059, 770545, 770545, 252572 ], [ -53256, -53256, -49962, -359048, -234959, -359048 ], [ 36, 32, 39, 36, 32, 39 ], [ 51, 43, 58, 51, 43, 58 ], [ 23, 24, 22, 23, 24, 22 ], [ 3342, 1510, 1832, 3342, 1510, 1832 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436359, 494396, -581549, -476088, -13945, -581549 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1600732800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757904478315, "expiration_time": 1762610544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|