Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224450.4795 | 1037345.3813 | 187105.0981 | 43558044.059 | 28740383.3587 | 14817660.7003 |
Total P&L (%) | 1224.4505 | 1037.3454 | 187.1051 | 43558.0441 | 28740.3834 | 14817.6607 |
Avg Daily Profit (%) | 0.6702 | 0.5678 | 0.1024 | 0.3333 | 0.3105 | 0.2743 |
Buy And Hold Return (%) | 710.3461 | 710.3461 | 710.3461 | 710.3461 | 710.3461 | 710.3461 |
Max Trade Drawdown | -109064 | -52525 | -96378 | -12140576 | -19980199 | -6588836 |
Profit Factor | 2.2833 | 3.1302 | 1.4005 | 1.5272 | 1.6393 | 1.3933 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Profitability (%) | 42.4354 | 38.9706 | 45.9259 | 42.4354 | 38.9706 | 45.9259 |
Ratio Avg Win / Avg Loss | 3.0974 | 4.9021 | 1.649 | 2.0716 | 2.5672 | 1.6405 |
Largest Winning Trade | 282820 | 282820 | 57076 | 16700871 | 16700871 | 7659334 |
Largest Losing Trade | -29353 | -20579 | -29353 | -5726502 | -5726502 | -2721570 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5429 | 2720 | 2709 | 5429 | 2720 | 2709 |
Profit Streak | 20.3523 | 28.3523 | 0 | 20.3523 | 28.3523 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251306 | -9063 | -221729 | 398446 | 303186 | 321676 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758587235149, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.42625 } } }
{ "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": [ [ 1224450.479452038, 1037345.3813142558, 187105.0981377818, 43558044.059024446, 28740383.35869118, 14817660.700333249 ], [ 1224.450479, 1037.345381, 187.105098, 43558.044059, 28740.383359, 14817.6607 ], [ 0.670197, 0.567786, 0.102411, 0.333284, 0.310517, 0.274329 ], [ 710.346098, 710.346098, 710.346098, 710.346098, 710.346098, 710.346098 ], [ -109064, -52525, -96378, -12140576, -19980199, -6588836 ], [ 2.283321, 3.130245, 1.400511, 1.527162, 1.639322, 1.393323 ], [ 271, 136, 135, 271, 136, 135 ], [ 115, 53, 62, 115, 53, 62 ], [ 156, 83, 73, 156, 83, 73 ], [ 42.435424, 38.970588, 45.925926, 42.435424, 38.970588, 45.925926 ], [ 3.097374, 4.902082, 1.648989, 2.071628, 2.56724, 1.640525 ], [ 282820, 282820, 57076, 16700871, 16700871, 7659334 ], [ -29353, -20579, -29353, -5726502, -5726502, -2721570 ], [ 20, 20, 20, 20, 20, 20 ], [ 33, 36, 30, 33, 36, 30 ], [ 10, 9, 11, 10, 9, 11 ], [ 5429, 2720, 2709, 5429, 2720, 2709 ], [ 20.352259, 28.352259, 0, 20.352259, 28.352259, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 251306, -9063, -221729, 398446, 303186, 321676 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5481, "evaluation_days": 1827, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758587235149, "expiration_time": 1763292384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.42625 } } }
# | 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) |
---|