Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110096.6582 | 48109.7581 | 61986.9001 | 144838.9254 | 71324.032 | 73514.8933 |
Total P&L (%) | 110.0967 | 48.1098 | 61.9869 | 144.8389 | 71.324 | 73.5149 |
Avg Daily Profit (%) | 0.4228 | 0.1847 | 0.238 | 0.3444 | 0.207 | 0.2118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68248 | -27941 | -44645 | -110543 | -48023 | -69126 |
Profit Factor | 1.358 | 1.3366 | 1.3765 | 1.2808 | 1.3052 | 1.2605 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Losing Trades | 223 | 108 | 115 | 223 | 108 | 115 |
Profitability (%) | 46.2651 | 48.0769 | 44.4444 | 46.2651 | 48.0769 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.5772 | 1.4435 | 1.7206 | 1.4876 | 1.4097 | 1.5756 |
Largest Winning Trade | 21551 | 11384 | 21551 | 27026 | 22243 | 27026 |
Largest Losing Trade | -15291 | -11785 | -15291 | -25481 | -19849 | -25481 |
Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Winners | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Losers | 45 | 54 | 38 | 45 | 54 | 38 |
Bars Traded | 24285 | 12817 | 11468 | 24285 | 12817 | 11468 |
Profit Streak | 4.0509 | 4.1968 | 0 | 4.0509 | 4.1968 | 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 | 368021 | 167394 | 217672 | 286937 | 221381 | 203325 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 150 } }, "second_band": { "type": "t3", "factors": { "length": 88, "offset": 246, "a": 0.12792 } } }
{ "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": [ [ 110096.6582123691, 48109.7581302757, 61986.9000820935, 144838.9253530195, 71324.0320244446, 73514.8933285749 ], [ 110.096658, 48.109758, 61.9869, 144.838925, 71.324032, 73.514893 ], [ 0.422766, 0.184739, 0.238027, 0.344433, 0.206952, 0.211841 ], [ 10, 10, 10, 10, 10, 10 ], [ -68248, -27941, -44645, -110543, -48023, -69126 ], [ 1.357953, 1.336582, 1.376508, 1.280765, 1.305233, 1.260505 ], [ 415, 208, 207, 415, 208, 207 ], [ 192, 100, 92, 192, 100, 92 ], [ 223, 108, 115, 223, 108, 115 ], [ 46.26506, 48.076923, 44.444444, 46.26506, 48.076923, 44.444444 ], [ 1.577206, 1.443508, 1.720635, 1.487555, 1.409651, 1.575632 ], [ 21551, 11384, 21551, 27026, 22243, 27026 ], [ -15291, -11785, -15291, -25481, -19849, -25481 ], [ 58, 61, 55, 58, 61, 55 ], [ 73, 69, 76, 73, 69, 76 ], [ 45, 54, 38, 45, 54, 38 ], [ 24285, 12817, 11468, 24285, 12817, 11468 ], [ 4.050928, 4.196761, 0, 4.050928, 4.196761, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368021, 167394, 217672, 286937, 221381, 203325 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735249500000, "first_datapoint_time": 1735549200000, "last_datapoint_time": 1757748600000, "evaluation_time": 1757749400157, "expiration_time": 1764228600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 150 } }, "second_band": { "type": "t3", "factors": { "length": 88, "offset": 246, "a": 0.12792 } } }
# | 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) |
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