Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100919.1469 | 50504.516 | 50414.6309 | 115479.2197 | 96747.1897 | 18732.03 |
Total P&L (%) | 100.9191 | 50.5045 | 50.4146 | 115.4792 | 96.7472 | 18.732 |
Avg Daily Profit (%) | 0.3875 | 0.1939 | 0.1936 | 0.2952 | 0.2602 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33762 | -28817 | -40744 | -94624 | -54974 | -115711 |
Profit Factor | 1.428 | 1.4066 | 1.4519 | 1.2378 | 1.4333 | 1.0714 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 55.9441 | 54.1667 | 57.7465 | 55.9441 | 54.1667 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.1246 | 1.1902 | 1.0623 | 0.9747 | 1.2128 | 0.7839 |
Largest Winning Trade | 26295 | 14851 | 26295 | 30027 | 24594 | 30027 |
Largest Losing Trade | -16947 | -15722 | -16947 | -51259 | -32779 | -51259 |
Avg Bars in Trades | 172 | 179 | 164 | 172 | 179 | 164 |
Avg Bars in Winners | 160 | 178 | 142 | 160 | 178 | 142 |
Avg Bars in Losers | 187 | 180 | 194 | 187 | 180 | 194 |
Bars Traded | 24624 | 12938 | 11686 | 24624 | 12938 | 11686 |
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 | 354365 | -73031 | -79799 | 224112 | -71001 | -343348 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735885800000, "first_datapoint_time": 1736129700000, "last_datapoint_time": 1758384900000, "evaluation_time": 1758385458852, "expiration_time": 1764864900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 39, "offset": 171 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 75, "a": 0.08904 } } }
{ "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": [ [ 100919.1469468562, 50504.5160204596, 50414.6309263967, 115479.2196828314, 96747.1897186031, 18732.0299642283 ], [ 100.919147, 50.504516, 50.414631, 115.47922, 96.74719, 18.73203 ], [ 0.387525, 0.193935, 0.19359, 0.295226, 0.260206, 0.065953 ], [ 10, 10, 10, 10, 10, 10 ], [ -33762, -28817, -40744, -94624, -54974, -115711 ], [ 1.428003, 1.406572, 1.451863, 1.237763, 1.433318, 1.071382 ], [ 143, 72, 71, 143, 72, 71 ], [ 80, 39, 41, 80, 39, 41 ], [ 63, 33, 30, 63, 33, 30 ], [ 55.944056, 54.166667, 57.746479, 55.944056, 54.166667, 57.746479 ], [ 1.124552, 1.190176, 1.062339, 0.974738, 1.212808, 0.783938 ], [ 26295, 14851, 26295, 30027, 24594, 30027 ], [ -16947, -15722, -16947, -51259, -32779, -51259 ], [ 172, 179, 164, 172, 179, 164 ], [ 160, 178, 142, 160, 178, 142 ], [ 187, 180, 194, 187, 180, 194 ], [ 24624, 12938, 11686, 24624, 12938, 11686 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354365, -73031, -79799, 224112, -71001, -343348 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735885800000, "first_datapoint_time": 1736129700000, "last_datapoint_time": 1758384900000, "evaluation_time": 1758385458852, "expiration_time": 1764864900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 39, "offset": 171 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 75, "a": 0.08904 } } }
# | 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) |
---|