Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308840.5963 | 1367614.024 | -58773.4278 | 77406.6454 | 724847.5141 | -647440.8687 |
Total P&L (%) | 1308.8406 | 1367.614 | -58.7734 | 77.4066 | 724.8475 | -647.4409 |
Avg Daily Profit (%) | 0.7167 | 0.7489 | -0.0322 | 0.0314 | 0.1156 | 0 |
Buy And Hold Return (%) | 644.5016 | 644.5016 | 644.5016 | 644.5016 | 644.5016 | 644.5016 |
Max Trade Drawdown | -193527 | -163889 | -92402 | -3683926 | -3133318 | -867322 |
Profit Factor | 2.4928 | 3.1965 | 0.7687 | 1.0094 | 1.119 | 0.7025 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 43.7909 | 40.7895 | 46.7532 | 43.7909 | 40.7895 | 46.7532 |
Ratio Avg Win / Avg Loss | 3.1997 | 4.64 | 0.8755 | 1.2956 | 1.6243 | 0.8001 |
Largest Winning Trade | 904503 | 904503 | 18589 | 1747123 | 1747123 | 255209 |
Largest Losing Trade | -53087 | -53087 | -18004 | -1218882 | -1218882 | -248756 |
Avg Bars in Trades | 138 | 254 | 24 | 138 | 254 | 24 |
Avg Bars in Winners | 173 | 343 | 26 | 173 | 343 | 26 |
Avg Bars in Losers | 111 | 192 | 22 | 111 | 192 | 22 |
Bars Traded | 21168 | 19314 | 1854 | 21168 | 19314 | 1854 |
Profit Streak | 0 | 98.6302 | 0 | 0 | 98.6302 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320726 | -39717 | -623720 | -528559 | -306233 | -623720 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601481600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758568052776, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 102, "offset": 0, "a": 0.44056 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.79392 } } }
{ "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": [ [ 1308840.5962761994, 1367614.024046072, -58773.4277698731, 77406.6454156599, 724847.5141392705, -647440.868723611 ], [ 1308.840596, 1367.614024, -58.773428, 77.406645, 724.847514, -647.440869 ], [ 0.716749, 0.748934, -0.032186, 0.031399, 0.115616, 0 ], [ 644.501638, 644.501638, 644.501638, 644.501638, 644.501638, 644.501638 ], [ -193527, -163889, -92402, -3683926, -3133318, -867322 ], [ 2.492815, 3.196474, 0.768717, 1.009363, 1.118992, 0.702485 ], [ 153, 76, 77, 153, 76, 77 ], [ 67, 31, 36, 67, 31, 36 ], [ 86, 45, 41, 86, 45, 41 ], [ 43.79085, 40.789474, 46.753247, 43.79085, 40.789474, 46.753247 ], [ 3.199733, 4.640043, 0.875483, 1.2956, 1.624344, 0.800052 ], [ 904503, 904503, 18589, 1747123, 1747123, 255209 ], [ -53087, -53087, -18004, -1218882, -1218882, -248756 ], [ 138, 254, 24, 138, 254, 24 ], [ 173, 343, 26, 173, 343, 26 ], [ 111, 192, 22, 111, 192, 22 ], [ 21168, 19314, 1854, 21168, 19314, 1854 ], [ 0, 98.63024, 0, 0, 98.63024, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320726, -39717, -623720, -528559, -306233, -623720 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21913, "evaluation_days": 1826.08, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601481600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758568052776, "expiration_time": 1764243849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 102, "offset": 0, "a": 0.44056 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 4.79392 } } }
# | 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) |
---|