Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240210.553 | 1206375.9303 | 33834.6227 | 1686972.6745 | 2161422.8982 | -474450.2237 |
Total P&L (%) | 1240.2106 | 1206.3759 | 33.8346 | 1686.9727 | 2161.4229 | -474.4502 |
Avg Daily Profit (%) | 0.6813 | 0.6628 | 0.0186 | 0.1585 | 0.1715 | 0 |
Buy And Hold Return (%) | 644.9708 | 644.9708 | 644.9708 | 644.9708 | 644.9708 | 644.9708 |
Max Trade Drawdown | -114905 | -73060 | -101982 | -1459680 | -930616 | -1065745 |
Profit Factor | 2.5234 | 4.0328 | 1.0813 | 1.2001 | 1.5516 | 0.8948 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 45.7831 | 42.1687 | 49.3976 | 45.7831 | 42.1687 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.9883 | 5.5307 | 1.1076 | 1.4212 | 2.1279 | 0.9167 |
Largest Winning Trade | 695765 | 695765 | 72248 | 1203261 | 1203261 | 530583 |
Largest Losing Trade | -39459 | -39459 | -34354 | -653134 | -332055 | -653134 |
Avg Bars in Trades | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Winners | 173 | 164 | 181 | 173 | 164 | 181 |
Avg Bars in Losers | 92 | 105 | 77 | 92 | 105 | 77 |
Bars Traded | 21512 | 10826 | 10687 | 21512 | 10826 | 10687 |
Profit Streak | 0 | 29.5839 | 0 | 0 | 29.5839 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316403 | 340183 | -465493 | 105607 | 210641 | -581344 |
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21843, "evaluation_days": 1820.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602360000000, "last_datapoint_time": 1758060000000, "evaluation_time": 1758067245634, "expiration_time": 1763721705600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 224, "offset": 0, "a": 0.6687 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "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": [ [ 1240210.5529777429, 1206375.9302974949, 33834.6226802485, 1686972.6745200977, 2161422.89817356, -474450.2236534606 ], [ 1240.210553, 1206.37593, 33.834623, 1686.972675, 2161.422898, -474.450224 ], [ 0.681341, 0.662753, 0.018588, 0.158516, 0.171474, 0 ], [ 644.970766, 644.970766, 644.970766, 644.970766, 644.970766, 644.970766 ], [ -114905, -73060, -101982, -1459680, -930616, -1065745 ], [ 2.523437, 4.032769, 1.081273, 1.200113, 1.551599, 0.894838 ], [ 166, 83, 83, 166, 83, 83 ], [ 76, 35, 41, 76, 35, 41 ], [ 90, 48, 42, 90, 48, 42 ], [ 45.783133, 42.168675, 49.39759, 45.783133, 42.168675, 49.39759 ], [ 2.98828, 5.530654, 1.107646, 1.421186, 2.127907, 0.916664 ], [ 695765, 695765, 72248, 1203261, 1203261, 530583 ], [ -39459, -39459, -34354, -653134, -332055, -653134 ], [ 129, 130, 128, 129, 130, 128 ], [ 173, 164, 181, 173, 164, 181 ], [ 92, 105, 77, 92, 105, 77 ], [ 21512, 10826, 10687, 21512, 10826, 10687 ], [ 0, 29.583861, 0, 0, 29.583861, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316403, 340183, -465493, 105607, 210641, -581344 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21843, "evaluation_days": 1820.25, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602360000000, "last_datapoint_time": 1758060000000, "evaluation_time": 1758067245634, "expiration_time": 1763721705600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 224, "offset": 0, "a": 0.6687 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "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) |
---|