Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63724.2164 | 18306.9161 | 45417.3003 | 57136.8606 | 20112.3337 | 37024.527 |
Total P&L (%) | 63.7242 | 18.3069 | 45.4173 | 57.1369 | 20.1123 | 37.0245 |
Avg Daily Profit (%) | 0.2447 | 0.0703 | 0.1744 | 0.1737 | 0.0704 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36173 | -28418 | -33151 | -46749 | -33522 | -45482 |
Profit Factor | 1.4594 | 1.2866 | 1.6068 | 1.3478 | 1.2803 | 1.4002 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 61.7647 | 55.8824 | 67.6471 | 61.7647 | 55.8824 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.9034 | 1.0157 | 0.7685 | 0.8344 | 1.0108 | 0.6696 |
Largest Winning Trade | 19241 | 12040 | 19241 | 21295 | 13024 | 21295 |
Largest Losing Trade | -32453 | -18668 | -32453 | -42260 | -22049 | -42260 |
Avg Bars in Trades | 351 | 376 | 326 | 351 | 376 | 326 |
Avg Bars in Winners | 233 | 240 | 228 | 233 | 240 | 228 |
Avg Bars in Losers | 542 | 549 | 532 | 542 | 549 | 532 |
Bars Traded | 23916 | 12811 | 11105 | 23916 | 12811 | 11105 |
Profit Streak | 30.1058 | 37.2829 | 30.1058 | 30.1058 | 37.2829 | 30.1058 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104681 | -106175 | 300103 | -106408 | -104880 | -32482 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735076700000, "first_datapoint_time": 1735281000000, "last_datapoint_time": 1757575800000, "evaluation_time": 1757575941591, "expiration_time": 1764055800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.98115 } }, "second_band": { "type": "swma", "factors": { "length": 228, "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": [ [ 63724.2163609705, 18306.9160839827, 45417.3002769877, 57136.8606297779, 20112.3336793008, 37024.5269504771 ], [ 63.724216, 18.306916, 45.4173, 57.136861, 20.112334, 37.024527 ], [ 0.244698, 0.070298, 0.1744, 0.173696, 0.070395, 0.121028 ], [ 10, 10, 10, 10, 10, 10 ], [ -36173, -28418, -33151, -46749, -33522, -45482 ], [ 1.459359, 1.286586, 1.60682, 1.347831, 1.280337, 1.400167 ], [ 68, 34, 34, 68, 34, 34 ], [ 42, 19, 23, 42, 19, 23 ], [ 26, 15, 11, 26, 15, 11 ], [ 61.764706, 55.882353, 67.647059, 61.764706, 55.882353, 67.647059 ], [ 0.903413, 1.015726, 0.768479, 0.834372, 1.010792, 0.669645 ], [ 19241, 12040, 19241, 21295, 13024, 21295 ], [ -32453, -18668, -32453, -42260, -22049, -42260 ], [ 351, 376, 326, 351, 376, 326 ], [ 233, 240, 228, 233, 240, 228 ], [ 542, 549, 532, 542, 549, 532 ], [ 23916, 12811, 11105, 23916, 12811, 11105 ], [ 30.105805, 37.282889, 30.105805, 30.105805, 37.282889, 30.105805 ], [ 11, 6, 5, 11, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -104681, -106175, 300103, -106408, -104880, -32482 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735076700000, "first_datapoint_time": 1735281000000, "last_datapoint_time": 1757575800000, "evaluation_time": 1757575941591, "expiration_time": 1764055800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.98115 } }, "second_band": { "type": "swma", "factors": { "length": 228, "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) |
---|