Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -937951.9937 | 38043.6578 | -975995.6515 | -840069.229 | -3989096.7409 | 3149027.5119 |
Total P&L (%) | -937.952 | 38.0437 | -975.9957 | -840.0692 | -3989.0967 | 3149.0275 |
Avg Daily Profit (%) | -0.5141 | 0.0209 | -0.535 | 0 | 0 | 0.191 |
Buy And Hold Return (%) | 649.8996 | 649.8996 | 649.8996 | 649.8996 | 649.8996 | 649.8996 |
Max Trade Drawdown | -1044494 | -145949 | -1029060 | -9982548 | -7073676 | -3411939 |
Profit Factor | 0.4015 | 1.1371 | 0.2432 | 0.9522 | 0.5726 | 1.3828 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 20 | 20 | 33 | 16 | 17 |
Losing Trades | 24 | 12 | 12 | 31 | 16 | 15 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2409 | 0.6822 | 0.1459 | 0.8945 | 0.5726 | 1.2201 |
Largest Winning Trade | 43966 | 37042 | 43966 | 6032982 | 1158518 | 6032982 |
Largest Losing Trade | -486463 | -74266 | -486463 | -6283068 | -6283068 | -1974377 |
Avg Bars in Trades | 164 | 179 | 149 | 164 | 179 | 149 |
Avg Bars in Winners | 84 | 90 | 78 | 164 | 182 | 146 |
Avg Bars in Losers | 298 | 328 | 267 | 165 | 177 | 152 |
Bars Traded | 10536 | 5755 | 4781 | 10536 | 5755 | 4781 |
Profit Streak | 44.9399 | 71.6065 | 0 | 0 | 0 | 169.1065 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722101 | -400041 | -579190 | -724075 | -580810 | 303126 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758364405255, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.22267 } } }
{ "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": [ [ -937951.9936943479, 38043.6578233872, -975995.6515177351, -840069.2289632589, -3989096.740867884, 3149027.511904623 ], [ -937.951994, 38.043658, -975.995652, -840.069229, -3989.096741, 3149.027512 ], [ -0.514135, 0.020853, -0.534989, 0, 0, 0.190989 ], [ 649.899567, 649.899567, 649.899567, 649.899567, 649.899567, 649.899567 ], [ -1044494, -145949, -1029060, -9982548, -7073676, -3411939 ], [ 0.4015, 1.137079, 0.243203, 0.952158, 0.572581, 1.382799 ], [ 64, 32, 32, 64, 32, 32 ], [ 40, 20, 20, 33, 16, 17 ], [ 24, 12, 12, 31, 16, 15 ], [ 62.5, 62.5, 62.5, 51.5625, 50, 53.125 ], [ 0.2409, 0.682247, 0.145922, 0.894452, 0.572581, 1.220116 ], [ 43966, 37042, 43966, 6032982, 1158518, 6032982 ], [ -486463, -74266, -486463, -6283068, -6283068, -1974377 ], [ 164, 179, 149, 164, 179, 149 ], [ 84, 90, 78, 164, 182, 146 ], [ 298, 328, 267, 165, 177, 152 ], [ 10536, 5755, 4781, 10536, 5755, 4781 ], [ 44.939876, 71.606542, 0, 0, 0, 169.106542 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722101, -400041, -579190, -724075, -580810, 303126 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10946, "evaluation_days": 1824.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758364405255, "expiration_time": 1763083872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.22267 } } }
# | 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) |
---|