Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148133.3583 | 1151186.7088 | -3053.3505 | 777809.2598 | 1048459.4368 | -270650.177 |
Total P&L (%) | 1148.1334 | 1151.1867 | -3.0534 | 777.8093 | 1048.4594 | -270.6502 |
Avg Daily Profit (%) | 0.6286 | 0.6303 | -0.0017 | 0.119 | 0.1337 | 0 |
Buy And Hold Return (%) | 663.2945 | 663.2945 | 663.2945 | 663.2945 | 663.2945 | 663.2945 |
Max Trade Drawdown | -145920 | -86754 | -109923 | -2047365 | -989141 | -1200701 |
Profit Factor | 2.8926 | 5.1205 | 0.9907 | 1.1835 | 1.5586 | 0.8854 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.0556 | 44.4444 | 41.6667 | 43.0556 | 44.4444 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.8258 | 6.4007 | 1.3869 | 1.5653 | 1.9482 | 1.2396 |
Largest Winning Trade | 524806 | 524806 | 69297 | 989521 | 989521 | 475251 |
Largest Losing Trade | -48494 | -46232 | -48494 | -814995 | -814995 | -798794 |
Avg Bars in Trades | 99 | 101 | 96 | 99 | 101 | 96 |
Avg Bars in Winners | 145 | 144 | 145 | 145 | 144 | 145 |
Avg Bars in Losers | 64 | 67 | 61 | 64 | 67 | 61 |
Bars Traded | 7156 | 3671 | 3485 | 7156 | 3671 | 3485 |
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 | -77936 | 316229 | -582354 | -249827 | -23150 | -582354 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602698400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758554086340, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.69366 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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": [ [ 1148133.3583477456, 1151186.7088250627, -3053.3504773175, 777809.2598364118, 1048459.4367979637, -270650.1769615521 ], [ 1148.133358, 1151.186709, -3.05335, 777.80926, 1048.459437, -270.650177 ], [ 0.628598, 0.630269, -0.001672, 0.119001, 0.133733, 0 ], [ 663.294548, 663.294548, 663.294548, 663.294548, 663.294548, 663.294548 ], [ -145920, -86754, -109923, -2047365, -989141, -1200701 ], [ 2.892642, 5.120527, 0.99067, 1.183504, 1.558588, 0.885399 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 16, 15, 31, 16, 15 ], [ 41, 20, 21, 41, 20, 21 ], [ 43.055556, 44.444444, 41.666667, 43.055556, 44.444444, 41.666667 ], [ 3.825752, 6.400659, 1.386938, 1.565279, 1.948235, 1.239558 ], [ 524806, 524806, 69297, 989521, 989521, 475251 ], [ -48494, -46232, -48494, -814995, -814995, -798794 ], [ 99, 101, 96, 99, 101, 96 ], [ 145, 144, 145, 145, 144, 145 ], [ 64, 67, 61, 64, 67, 61 ], [ 7156, 3671, 3485, 7156, 3671, 3485 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77936, 316229, -582354, -249827, -23150, -582354 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7306, "evaluation_days": 1826.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602698400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758554086340, "expiration_time": 1763276688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.69366 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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) |
---|