Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138431.8512 | 56140.5153 | 82291.3359 | 231824.8306 | 116478.3441 | 115346.4865 |
Total P&L (%) | 138.4319 | 56.1405 | 82.2913 | 231.8248 | 116.4783 | 115.3465 |
Avg Daily Profit (%) | 0.5316 | 0.2156 | 0.316 | 0.4616 | 0.297 | 0.295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30224 | -17815 | -30224 | -82116 | -27496 | -82116 |
Profit Factor | 2.3197 | 2.1458 | 2.4721 | 2.0358 | 2.2498 | 1.883 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 70.6897 | 68.9655 | 72.4138 | 70.6897 | 68.9655 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.9618 | 0.9656 | 0.9418 | 0.8441 | 1.0124 | 0.7173 |
Largest Winning Trade | 20482 | 10219 | 20482 | 35386 | 20216 | 35386 |
Largest Losing Trade | -30224 | -17815 | -30224 | -82116 | -27496 | -82116 |
Avg Bars in Trades | 412 | 440 | 384 | 412 | 440 | 384 |
Avg Bars in Winners | 314 | 352 | 277 | 314 | 352 | 277 |
Avg Bars in Losers | 648 | 634 | 664 | 648 | 634 | 664 |
Bars Traded | 23917 | 12761 | 11156 | 23917 | 12761 | 11156 |
Profit Streak | 24.3968 | 24.3968 | 30.1677 | 24.3968 | 24.3968 | 30.1677 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164463 | 383291 | 487330 | -165609 | 508840 | 439941 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735105500000, "first_datapoint_time": 1735253100000, "last_datapoint_time": 1757604600000, "evaluation_time": 1757605585288, "expiration_time": 1764084600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.89545 } }, "second_band": { "type": "t3", "factors": { "length": 158, "offset": 0, "a": 0.67247 } } }
{ "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": [ [ 138431.8512070464, 56140.5152694385, 82291.3359376078, 231824.8305585319, 116478.3440645566, 115346.4864939753 ], [ 138.431851, 56.140515, 82.291336, 231.824831, 116.478344, 115.346486 ], [ 0.531572, 0.215577, 0.315995, 0.46164, 0.297007, 0.294988 ], [ 10, 10, 10, 10, 10, 10 ], [ -30224, -17815, -30224, -82116, -27496, -82116 ], [ 2.319676, 2.145761, 2.472119, 2.035767, 2.249846, 1.883034 ], [ 58, 29, 29, 58, 29, 29 ], [ 41, 20, 21, 41, 20, 21 ], [ 17, 9, 8, 17, 9, 8 ], [ 70.689655, 68.965517, 72.413793, 70.689655, 68.965517, 72.413793 ], [ 0.961817, 0.965592, 0.94176, 0.844099, 1.012431, 0.717346 ], [ 20482, 10219, 20482, 35386, 20216, 35386 ], [ -30224, -17815, -30224, -82116, -27496, -82116 ], [ 412, 440, 384, 412, 440, 384 ], [ 314, 352, 277, 314, 352, 277 ], [ 648, 634, 664, 648, 634, 664 ], [ 23917, 12761, 11156, 23917, 12761, 11156 ], [ 24.39682, 24.39682, 30.167654, 24.39682, 24.39682, 30.167654 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164463, 383291, 487330, -165609, 508840, 439941 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735105500000, "first_datapoint_time": 1735253100000, "last_datapoint_time": 1757604600000, "evaluation_time": 1757605585288, "expiration_time": 1764084600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.89545 } }, "second_band": { "type": "t3", "factors": { "length": 158, "offset": 0, "a": 0.67247 } } }
# | 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) |
---|