Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211207.9122 | 1009053.9197 | 202153.9925 | 49208058.4725 | 38210890.3612 | 10997168.1113 |
Total P&L (%) | 1211.2079 | 1009.0539 | 202.154 | 49208.0585 | 38210.8904 | 10997.1681 |
Avg Daily Profit (%) | 0.6642 | 0.5534 | 0.1109 | 0.3406 | 0.3267 | 0.2586 |
Buy And Hold Return (%) | 703.5545 | 703.5545 | 703.5545 | 703.5545 | 703.5545 | 703.5545 |
Max Trade Drawdown | -101927 | -83989 | -60278 | -44774559 | -31952508 | -32275068 |
Profit Factor | 2.7702 | 4.0186 | 1.5777 | 1.2542 | 1.3752 | 1.1199 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 44.0789 | 40.7895 | 47.3684 | 44.0789 | 40.7895 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.5144 | 5.8335 | 1.753 | 1.5912 | 1.9962 | 1.2443 |
Largest Winning Trade | 292922 | 292922 | 56232 | 30029183 | 30029183 | 22203131 |
Largest Losing Trade | -28734 | -24799 | -28734 | -11916272 | -9517683 | -11916272 |
Avg Bars in Trades | 141 | 137 | 145 | 141 | 137 | 145 |
Avg Bars in Winners | 217 | 221 | 213 | 217 | 221 | 213 |
Avg Bars in Losers | 81 | 79 | 83 | 81 | 79 | 83 |
Bars Traded | 21464 | 10412 | 11052 | 21464 | 10412 | 11052 |
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 | 253465 | -65593 | -258360 | 311354 | -42264 | -130572 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21882, "evaluation_days": 1823.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602338400000, "last_datapoint_time": 1758340800000, "evaluation_time": 1758343837267, "expiration_time": 1764012614400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.64716 } }, "second_band": { "type": "hma", "factors": { "length": 208, "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": [ [ 1211207.912216359, 1009053.9197476979, 202153.992468661, 49208058.47250054, 38210890.36119256, 10997168.111307995 ], [ 1211.207912, 1009.05392, 202.153992, 49208.058473, 38210.890361, 10997.168111 ], [ 0.664222, 0.553361, 0.11086, 0.340621, 0.326736, 0.258588 ], [ 703.554502, 703.554502, 703.554502, 703.554502, 703.554502, 703.554502 ], [ -101927, -83989, -60278, -44774559, -31952508, -32275068 ], [ 2.770183, 4.018632, 1.577661, 1.254219, 1.375164, 1.119907 ], [ 152, 76, 76, 152, 76, 76 ], [ 67, 31, 36, 67, 31, 36 ], [ 85, 45, 40, 85, 45, 40 ], [ 44.078947, 40.789474, 47.368421, 44.078947, 40.789474, 47.368421 ], [ 3.514411, 5.833499, 1.752957, 1.591173, 1.996206, 1.244341 ], [ 292922, 292922, 56232, 30029183, 30029183, 22203131 ], [ -28734, -24799, -28734, -11916272, -9517683, -11916272 ], [ 141, 137, 145, 141, 137, 145 ], [ 217, 221, 213, 217, 221, 213 ], [ 81, 79, 83, 81, 79, 83 ], [ 21464, 10412, 11052, 21464, 10412, 11052 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 253465, -65593, -258360, 311354, -42264, -130572 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21882, "evaluation_days": 1823.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602338400000, "last_datapoint_time": 1758340800000, "evaluation_time": 1758343837267, "expiration_time": 1764012614400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.64716 } }, "second_band": { "type": "hma", "factors": { "length": 208, "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) |
---|