Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99115.9519 | 44008.1898 | 55107.7622 | 113256.6343 | 62247.7048 | 51008.9296 |
Total P&L (%) | 99.116 | 44.0082 | 55.1078 | 113.2566 | 62.2477 | 51.0089 |
Avg Daily Profit (%) | 0.3806 | 0.169 | 0.2116 | 0.2912 | 0.186 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32842 | -34188 | -29613 | -44776 | -40811 | -57706 |
Profit Factor | 1.4854 | 1.3983 | 1.5879 | 1.3652 | 1.3894 | 1.3395 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9424 | 1.9135 | 1.9849 | 1.7853 | 1.9013 | 1.6744 |
Largest Winning Trade | 25067 | 25067 | 21888 | 31587 | 31587 | 25343 |
Largest Losing Trade | -11155 | -10169 | -11155 | -21420 | -13970 | -21420 |
Avg Bars in Trades | 267 | 285 | 249 | 267 | 285 | 249 |
Avg Bars in Winners | 346 | 369 | 325 | 346 | 369 | 325 |
Avg Bars in Losers | 206 | 223 | 188 | 206 | 223 | 188 |
Bars Traded | 24050 | 12828 | 11222 | 24050 | 12828 | 11222 |
Profit Streak | 8.9617 | 14.9304 | 0 | 8.9617 | 14.9304 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302863 | 144163 | 222909 | 248936 | 196004 | 142044 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735565400000, "first_datapoint_time": 1735755300000, "last_datapoint_time": 1758064500000, "evaluation_time": 1758064788593, "expiration_time": 1764544500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.82713 } }, "second_band": { "type": "ema", "factors": { "length": 167, "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": [ [ 99115.9519109016, 44008.1897531222, 55107.7621577793, 113256.6343431844, 62247.7047687802, 51008.9295744042 ], [ 99.115952, 44.00819, 55.107762, 113.256634, 62.247705, 51.00893 ], [ 0.3806, 0.168989, 0.211611, 0.291233, 0.186009, 0.158396 ], [ 10, 10, 10, 10, 10, 10 ], [ -32842, -34188, -29613, -44776, -40811, -57706 ], [ 1.485354, 1.398338, 1.587914, 1.365223, 1.38941, 1.33949 ], [ 90, 45, 45, 90, 45, 45 ], [ 39, 19, 20, 39, 19, 20 ], [ 51, 26, 25, 51, 26, 25 ], [ 43.333333, 42.222222, 44.444444, 43.333333, 42.222222, 44.444444 ], [ 1.942386, 1.913515, 1.984893, 1.785291, 1.901298, 1.674363 ], [ 25067, 25067, 21888, 31587, 31587, 25343 ], [ -11155, -10169, -11155, -21420, -13970, -21420 ], [ 267, 285, 249, 267, 285, 249 ], [ 346, 369, 325, 346, 369, 325 ], [ 206, 223, 188, 206, 223, 188 ], [ 24050, 12828, 11222, 24050, 12828, 11222 ], [ 8.961673, 14.930423, 0, 8.961673, 14.930424, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302863, 144163, 222909, 248936, 196004, 142044 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735565400000, "first_datapoint_time": 1735755300000, "last_datapoint_time": 1758064500000, "evaluation_time": 1758064788593, "expiration_time": 1764544500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.82713 } }, "second_band": { "type": "ema", "factors": { "length": 167, "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) |
---|