Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536094.508 | 1448452.6445 | 87641.8635 | 6357007.5033 | 5367403.2319 | 989604.2714 |
Total P&L (%) | 1536.0945 | 1448.4526 | 87.6419 | 6357.0075 | 5367.4032 | 989.6043 |
Avg Daily Profit (%) | 0.8391 | 0.7912 | 0.0479 | 0.2279 | 0.2188 | 0.1306 |
Buy And Hold Return (%) | 576.1279 | 576.1279 | 576.1279 | 576.1279 | 576.1279 | 576.1279 |
Max Trade Drawdown | -104919 | -72938 | -83070 | -12691039 | -10095572 | -6411963 |
Profit Factor | 2.9188 | 4.4146 | 1.2329 | 1.1447 | 1.2264 | 1.0489 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 31.3084 | 28.0374 | 34.5794 | 31.3084 | 28.0374 | 34.5794 |
Ratio Avg Win / Avg Loss | 6.4039 | 11.3309 | 2.3324 | 2.5114 | 3.1477 | 1.9844 |
Largest Winning Trade | 1008884 | 1008884 | 67019 | 7144998 | 7144998 | 3726440 |
Largest Losing Trade | -30457 | -23464 | -30457 | -1699617 | -1699617 | -1222347 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 60 | 67 | 53 | 60 | 67 | 53 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5421 | 2821 | 2600 | 5421 | 2821 | 2600 |
Profit Streak | 18.4522 | 21.1188 | 0 | 18.4522 | 21.1188 | 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 | 362045 | 37649 | -299955 | -57310 | -6924 | -198688 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883867630, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.76621 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.69895, "nb": 0.1, "nc": 0.63614 } } }
{ "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": [ [ 1536094.5080212508, 1448452.6444878923, 87641.8635333599, 6357007.503309833, 5367403.231943793, 989604.2713660519 ], [ 1536.094508, 1448.452644, 87.641864, 6357.007503, 5367.403232, 989.604271 ], [ 0.839089, 0.791214, 0.047874, 0.227922, 0.218814, 0.130551 ], [ 576.127898, 576.127898, 576.127898, 576.127898, 576.127898, 576.127898 ], [ -104919, -72938, -83070, -12691039, -10095572, -6411963 ], [ 2.91879, 4.414622, 1.232866, 1.144671, 1.22637, 1.048917 ], [ 214, 107, 107, 214, 107, 107 ], [ 67, 30, 37, 67, 30, 37 ], [ 147, 77, 70, 147, 77, 70 ], [ 31.308411, 28.037383, 34.579439, 31.308411, 28.037383, 34.579439 ], [ 6.403913, 11.330864, 2.332448, 2.511443, 3.147682, 1.984438 ], [ 1008884, 1008884, 67019, 7144998, 7144998, 3726440 ], [ -30457, -23464, -30457, -1699617, -1699617, -1222347 ], [ 25, 26, 24, 25, 26, 24 ], [ 60, 67, 53, 60, 67, 53 ], [ 9, 10, 8, 9, 10, 8 ], [ 5421, 2821, 2600, 5421, 2821, 2600 ], [ 18.452172, 21.118838, 0, 18.452172, 21.118838, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362045, 37649, -299955, -57310, -6924, -198688 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5492, "evaluation_days": 1830.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758883867630, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.76621 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.69895, "nb": 0.1, "nc": 0.63614 } } }
# | 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) |
---|