Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107988.2395 | 1098457.2652 | 9530.9743 | 1426610.5043 | 2521248.1116 | -1094637.6073 |
Total P&L (%) | 1107.9882 | 1098.4573 | 9.531 | 1426.6105 | 2521.2481 | -1094.6376 |
Avg Daily Profit (%) | 0.6112 | 0.6059 | 0.0053 | 0.1505 | 0.1803 | 0 |
Buy And Hold Return (%) | 533.9443 | 533.9443 | 533.9443 | 533.9443 | 533.9443 | 533.9443 |
Max Trade Drawdown | -118791 | -73305 | -80898 | -4320731 | -2624648 | -2544608 |
Profit Factor | 2.7806 | 5.1261 | 1.0268 | 1.1362 | 1.5654 | 0.8179 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.6966 | 40.9091 | 44.4444 | 42.6966 | 40.9091 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.7318 | 7.4044 | 1.2835 | 1.525 | 2.2611 | 1.0224 |
Largest Winning Trade | 630142 | 630142 | 78783 | 2274266 | 2274266 | 1145950 |
Largest Losing Trade | -38914 | -21348 | -38914 | -812637 | -621289 | -812637 |
Avg Bars in Trades | 119 | 110 | 127 | 119 | 110 | 127 |
Avg Bars in Winners | 188 | 166 | 209 | 188 | 166 | 209 |
Avg Bars in Losers | 67 | 72 | 62 | 67 | 72 | 62 |
Bars Traded | 10627 | 4883 | 5744 | 10627 | 4883 | 5744 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283246 | 338781 | -544749 | -67943 | 202639 | -581205 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603872000000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364269717, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.70614 } } }
{ "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": [ [ 1107988.2394604627, 1098457.2651729907, 9530.9742874715, 1426610.5042669333, 2521248.111616685, -1094637.6073497534 ], [ 1107.988239, 1098.457265, 9.530974, 1426.610504, 2521.248112, -1094.637607 ], [ 0.611193, 0.605935, 0.005258, 0.150466, 0.180336, 0 ], [ 533.944263, 533.944263, 533.944263, 533.944263, 533.944263, 533.944263 ], [ -118791, -73305, -80898, -4320731, -2624648, -2544608 ], [ 2.780567, 5.126136, 1.026769, 1.13624, 1.565364, 0.817917 ], [ 89, 44, 45, 89, 44, 45 ], [ 38, 18, 20, 38, 18, 20 ], [ 51, 26, 25, 51, 26, 25 ], [ 42.696629, 40.909091, 44.444444, 42.696629, 40.909091, 44.444444 ], [ 3.731814, 7.404419, 1.283461, 1.524954, 2.261081, 1.022397 ], [ 630142, 630142, 78783, 2274266, 2274266, 1145950 ], [ -38914, -21348, -38914, -812637, -621289, -812637 ], [ 119, 110, 127, 119, 110, 127 ], [ 188, 166, 209, 188, 166, 209 ], [ 67, 72, 62, 67, 72, 62 ], [ 10627, 4883, 5744, 10627, 4883, 5744 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 283246, 338781, -544749, -67943, 202639, -581205 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10877, "evaluation_days": 1812.83, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603872000000, "last_datapoint_time": 1757361600000, "evaluation_time": 1757364269717, "expiration_time": 1762060464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.70614 } } }
# | 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) |
---|