Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110683.0224 | 52396.0394 | 58286.983 | 143708.5328 | 87630.6055 | 56077.9273 |
Total P&L (%) | 110.683 | 52.396 | 58.287 | 143.7085 | 87.6306 | 56.0779 |
Avg Daily Profit (%) | 0.425 | 0.2012 | 0.2238 | 0.3427 | 0.2419 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30309 | -32657 | -27455 | -51492 | -37520 | -54873 |
Profit Factor | 1.7059 | 1.7466 | 1.6729 | 1.6144 | 1.9941 | 1.3847 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 68.2927 | 68.2927 | 68.2927 | 68.2927 | 68.2927 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.792 | 0.8109 | 0.7767 | 0.7495 | 0.9258 | 0.6429 |
Largest Winning Trade | 18538 | 16584 | 18538 | 24482 | 17121 | 24482 |
Largest Losing Trade | -27455 | -17262 | -27455 | -47916 | -21281 | -47916 |
Avg Bars in Trades | 298 | 298 | 298 | 298 | 298 | 298 |
Avg Bars in Winners | 215 | 231 | 199 | 215 | 231 | 199 |
Avg Bars in Losers | 478 | 444 | 512 | 478 | 444 | 512 |
Bars Traded | 24495 | 12241 | 12254 | 24495 | 12241 | 12254 |
Profit Streak | 3.2912 | 0 | 5.2079 | 3.2912 | 0 | 5.2079 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 57670 | 288098 | 329731 | 25968 | 360078 | 255783 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737604800000, "first_datapoint_time": 1737768600000, "last_datapoint_time": 1760103900000, "evaluation_time": 1760104759967, "expiration_time": 1766583900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.76274 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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": [ [ 110683.0223966803, 52396.0394180565, 58286.9829786238, 143708.532772213, 87630.6055133665, 56077.9272588464 ], [ 110.683022, 52.396039, 58.286983, 143.708533, 87.630606, 56.077927 ], [ 0.425017, 0.201198, 0.223819, 0.34265, 0.241942, 0.171095 ], [ 10, 10, 10, 10, 10, 10 ], [ -30309, -32657, -27455, -51492, -37520, -54873 ], [ 1.705907, 1.746649, 1.6729, 1.614389, 1.994126, 1.384737 ], [ 82, 41, 41, 82, 41, 41 ], [ 56, 28, 28, 56, 28, 28 ], [ 26, 13, 13, 26, 13, 13 ], [ 68.292683, 68.292683, 68.292683, 68.292683, 68.292683, 68.292683 ], [ 0.792028, 0.810944, 0.776704, 0.749538, 0.925844, 0.642914 ], [ 18538, 16584, 18538, 24482, 17121, 24482 ], [ -27455, -17262, -27455, -47916, -21281, -47916 ], [ 298, 298, 298, 298, 298, 298 ], [ 215, 231, 199, 215, 231, 199 ], [ 478, 444, 512, 478, 444, 512 ], [ 24495, 12241, 12254, 24495, 12241, 12254 ], [ 3.291203, 0, 5.20787, 3.291203, 0, 5.20787 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 57670, 288098, 329731, 25968, 360078, 255783 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737604800000, "first_datapoint_time": 1737768600000, "last_datapoint_time": 1760103900000, "evaluation_time": 1760104759967, "expiration_time": 1766583900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.76274 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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) |
---|