Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66592.6091 | 19940.6826 | 46651.9265 | 62482.3241 | 22956.2884 | 39526.0357 |
Total P&L (%) | 66.5926 | 19.9407 | 46.6519 | 62.4823 | 22.9563 | 39.526 |
Avg Daily Profit (%) | 0.2557 | 0.0766 | 0.1791 | 0.1866 | 0.0794 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33659 | -27544 | -33659 | -49479 | -35298 | -48796 |
Profit Factor | 1.5128 | 1.3241 | 1.6825 | 1.3704 | 1.3059 | 1.422 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.7059 | 58.8235 | 70.5882 | 64.7059 | 58.8235 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.8251 | 0.9269 | 0.701 | 0.7475 | 0.9141 | 0.5925 |
Largest Winning Trade | 14259 | 10333 | 14259 | 17100 | 12559 | 17100 |
Largest Losing Trade | -33659 | -18254 | -33659 | -48796 | -23369 | -48796 |
Avg Bars in Trades | 351 | 370 | 333 | 351 | 370 | 333 |
Avg Bars in Winners | 236 | 261 | 215 | 236 | 261 | 215 |
Avg Bars in Losers | 562 | 526 | 614 | 562 | 526 | 614 |
Bars Traded | 23928 | 12604 | 11324 | 23928 | 12604 | 11324 |
Profit Streak | 37.639 | 37.639 | 49.8161 | 37.639 | 37.639 | 49.8161 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103671 | -97777 | 326903 | -105406 | -92123 | -22405 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735103700000, "first_datapoint_time": 1735305300000, "last_datapoint_time": 1757602800000, "evaluation_time": 1757603107074, "expiration_time": 1764082800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.37393 } } }
{ "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": [ [ 66592.6090506563, 19940.6825720458, 46651.9264786106, 62482.3240783811, 22956.2883975135, 39526.0356808676 ], [ 66.592609, 19.940683, 46.651926, 62.482324, 22.956288, 39.526036 ], [ 0.255712, 0.076571, 0.179141, 0.186565, 0.079387, 0.127983 ], [ 10, 10, 10, 10, 10, 10 ], [ -33659, -27544, -33659, -49479, -35298, -48796 ], [ 1.512752, 1.324136, 1.682509, 1.370352, 1.305921, 1.421968 ], [ 68, 34, 34, 68, 34, 34 ], [ 44, 20, 24, 44, 20, 24 ], [ 24, 14, 10, 24, 14, 10 ], [ 64.705882, 58.823529, 70.588235, 64.705882, 58.823529, 70.588235 ], [ 0.825137, 0.926896, 0.701045, 0.747465, 0.914144, 0.592487 ], [ 14259, 10333, 14259, 17100, 12559, 17100 ], [ -33659, -18254, -33659, -48796, -23369, -48796 ], [ 351, 370, 333, 351, 370, 333 ], [ 236, 261, 215, 236, 261, 215 ], [ 562, 526, 614, 562, 526, 614 ], [ 23928, 12604, 11324, 23928, 12604, 11324 ], [ 37.638971, 37.638971, 49.816054, 37.638971, 37.638971, 49.816054 ], [ 12, 6, 7, 12, 6, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103671, -97777, 326903, -105406, -92123, -22405 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735103700000, "first_datapoint_time": 1735305300000, "last_datapoint_time": 1757602800000, "evaluation_time": 1757603107074, "expiration_time": 1764082800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.37393 } } }
# | 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) |
---|