Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67780.2617 | 18785.8238 | 48994.438 | 66385.1671 | 19514.9305 | 46870.2366 |
Total P&L (%) | 67.7803 | 18.7858 | 48.9944 | 66.3852 | 19.5149 | 46.8702 |
Avg Daily Profit (%) | 0.2603 | 0.0721 | 0.1881 | 0.1957 | 0.0685 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34968 | -29760 | -31474 | -59102 | -42074 | -52451 |
Profit Factor | 1.5439 | 1.2943 | 1.8058 | 1.3763 | 1.2233 | 1.5266 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5832 | 0.6163 | 0.5267 | 0.5199 | 0.5825 | 0.4452 |
Largest Winning Trade | 18530 | 7770 | 18530 | 23366 | 9681 | 23366 |
Largest Losing Trade | -30789 | -18445 | -30789 | -47067 | -24844 | -47067 |
Avg Bars in Trades | 384 | 416 | 352 | 384 | 416 | 352 |
Avg Bars in Winners | 247 | 251 | 244 | 247 | 251 | 244 |
Avg Bars in Losers | 746 | 762 | 723 | 746 | 762 | 723 |
Bars Traded | 23844 | 12908 | 10936 | 23844 | 12908 | 10936 |
Profit Streak | 32.1628 | 39.3295 | 32.1628 | 32.1628 | 39.3295 | 32.1628 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147359 | -103478 | 374349 | -149028 | -108303 | 215394 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735272900000, "first_datapoint_time": 1735481700000, "last_datapoint_time": 1757772000000, "evaluation_time": 1757772565586, "expiration_time": 1764252000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 181, "offset": 0, "std": 4.62225 } }, "second_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.0245 } } }
{ "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": [ [ 67780.2617416277, 18785.8237819962, 48994.4379596315, 66385.167087985, 19514.9304537963, 46870.2366341887 ], [ 67.780262, 18.785824, 48.994438, 66.385167, 19.51493, 46.870237 ], [ 0.260273, 0.072137, 0.188136, 0.195697, 0.068479, 0.147709 ], [ 10, 10, 10, 10, 10, 10 ], [ -34968, -29760, -31474, -59102, -42074, -52451 ], [ 1.543863, 1.294324, 1.805826, 1.376331, 1.223313, 1.526557 ], [ 62, 31, 31, 62, 31, 31 ], [ 45, 21, 24, 45, 21, 24 ], [ 17, 10, 7, 17, 10, 7 ], [ 72.580645, 67.741935, 77.419355, 72.580645, 67.741935, 77.419355 ], [ 0.583237, 0.616345, 0.526699, 0.519947, 0.58253, 0.445246 ], [ 18530, 7770, 18530, 23366, 9681, 23366 ], [ -30789, -18445, -30789, -47067, -24844, -47067 ], [ 384, 416, 352, 384, 416, 352 ], [ 247, 251, 244, 247, 251, 244 ], [ 746, 762, 723, 746, 762, 723 ], [ 23844, 12908, 10936, 23844, 12908, 10936 ], [ 32.162796, 39.329463, 32.162796, 32.162796, 39.329463, 32.162796 ], [ 11, 7, 5, 11, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147359, -103478, 374349, -149028, -108303, 215394 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735272900000, "first_datapoint_time": 1735481700000, "last_datapoint_time": 1757772000000, "evaluation_time": 1757772565586, "expiration_time": 1764252000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 181, "offset": 0, "std": 4.62225 } }, "second_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.0245 } } }
# | 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) |
---|