Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157282.0812 | 79046.2338 | 78235.8474 | 274999.5902 | 162439.5999 | 112559.9903 |
Total P&L (%) | 157.2821 | 79.0462 | 78.2358 | 274.9996 | 162.4396 | 112.56 |
Avg Daily Profit (%) | 0.604 | 0.3035 | 0.3004 | 0.5088 | 0.3712 | 0.29 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30712 | -33953 | -17345 | -42855 | -46616 | -39514 |
Profit Factor | 1.8447 | 1.701 | 2.0654 | 1.7992 | 1.8072 | 1.788 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 49.4505 | 47.8261 | 51.1111 | 49.4505 | 47.8261 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.8857 | 1.8556 | 1.9756 | 1.8392 | 1.9715 | 1.7102 |
Largest Winning Trade | 28067 | 28067 | 17294 | 60007 | 60007 | 38565 |
Largest Losing Trade | -10312 | -9052 | -10312 | -22993 | -22993 | -18247 |
Avg Bars in Trades | 267 | 284 | 249 | 267 | 284 | 249 |
Avg Bars in Winners | 313 | 329 | 297 | 313 | 329 | 297 |
Avg Bars in Losers | 221 | 242 | 198 | 221 | 242 | 198 |
Bars Traded | 24298 | 13079 | 11219 | 24298 | 13079 | 11219 |
Profit Streak | 16.18 | 17.8259 | 16.18 | 16.18 | 17.8259 | 16.18 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528859 | 382622 | 424690 | 496432 | 410816 | 402198 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735515000000, "first_datapoint_time": 1735713000000, "last_datapoint_time": 1758014100000, "evaluation_time": 1758014354587, "expiration_time": 1764494100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.83787 } }, "second_band": { "type": "wma", "factors": { "length": 221, "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": [ [ 157282.0811679545, 79046.2337746538, 78235.8473933007, 274999.5902141319, 162439.5999293675, 112559.9902847643 ], [ 157.282081, 79.046234, 78.235847, 274.99959, 162.4396, 112.55999 ], [ 0.603955, 0.303534, 0.300422, 0.508838, 0.371185, 0.289973 ], [ 10, 10, 10, 10, 10, 10 ], [ -30712, -33953, -17345, -42855, -46616, -39514 ], [ 1.844718, 1.700986, 2.065441, 1.799209, 1.807189, 1.787966 ], [ 91, 46, 45, 91, 46, 45 ], [ 45, 22, 23, 45, 22, 23 ], [ 46, 24, 22, 46, 24, 22 ], [ 49.450549, 47.826087, 51.111111, 49.450549, 47.826087, 51.111111 ], [ 1.885711, 1.855621, 1.975639, 1.839191, 1.971479, 1.710229 ], [ 28067, 28067, 17294, 60007, 60007, 38565 ], [ -10312, -9052, -10312, -22993, -22993, -18247 ], [ 267, 284, 249, 267, 284, 249 ], [ 313, 329, 297, 313, 329, 297 ], [ 221, 242, 198, 221, 242, 198 ], [ 24298, 13079, 11219, 24298, 13079, 11219 ], [ 16.18003, 17.825863, 16.18003, 16.18003, 17.825863, 16.18003 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528859, 382622, 424690, 496432, 410816, 402198 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735515000000, "first_datapoint_time": 1735713000000, "last_datapoint_time": 1758014100000, "evaluation_time": 1758014354587, "expiration_time": 1764494100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.83787 } }, "second_band": { "type": "wma", "factors": { "length": 221, "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) |
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