Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156509.1236 | 1152624.4174 | 3884.7062 | 1099853.917 | 1665429.2567 | -565575.3397 |
Total P&L (%) | 1156.5091 | 1152.6244 | 3.8847 | 1099.8539 | 1665.4293 | -565.5753 |
Avg Daily Profit (%) | 0.6375 | 0.6354 | 0.0021 | 0.1371 | 0.1584 | 0 |
Buy And Hold Return (%) | 528.0576 | 528.0576 | 528.0576 | 528.0576 | 528.0576 | 528.0576 |
Max Trade Drawdown | -120762 | -79386 | -83815 | -1931206 | -1271840 | -1068403 |
Profit Factor | 3.1218 | 5.1697 | 1.0145 | 1.1922 | 1.5851 | 0.8033 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 40.625 | 39.3939 | 40 | 40.625 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.6826 | 7.5558 | 1.5607 | 1.7883 | 2.3166 | 1.2359 |
Largest Winning Trade | 613655 | 613655 | 73368 | 1593118 | 1593118 | 621268 |
Largest Losing Trade | -40787 | -40787 | -27592 | -495062 | -495062 | -321659 |
Avg Bars in Trades | 161 | 148 | 173 | 161 | 148 | 173 |
Avg Bars in Winners | 273 | 240 | 306 | 273 | 240 | 306 |
Avg Bars in Losers | 86 | 86 | 86 | 86 | 86 | 86 |
Bars Traded | 10483 | 4761 | 5722 | 10483 | 4761 | 5722 |
Profit Streak | 0 | 100.9599 | 0 | 0 | 100.9599 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128045 | 392048 | -563387 | -164117 | 162968 | -583260 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10884, "evaluation_days": 1814, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757473335534, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.71881 } } }
{ "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": [ [ 1156509.1236022545, 1152624.4174139374, 3884.706188317, 1099853.9169966083, 1665429.2567173364, -565575.3397207278 ], [ 1156.509124, 1152.624417, 3.884706, 1099.853917, 1665.429257, -565.57534 ], [ 0.637546, 0.635405, 0.002142, 0.137072, 0.158393, 0 ], [ 528.057554, 528.057554, 528.057554, 528.057554, 528.057554, 528.057554 ], [ -120762, -79386, -83815, -1931206, -1271840, -1068403 ], [ 3.121766, 5.169747, 1.01446, 1.192208, 1.585058, 0.803318 ], [ 65, 32, 33, 65, 32, 33 ], [ 26, 13, 13, 26, 13, 13 ], [ 39, 19, 20, 39, 19, 20 ], [ 40, 40.625, 39.393939, 40, 40.625, 39.393939 ], [ 4.682649, 7.555783, 1.560708, 1.788313, 2.316623, 1.235874 ], [ 613655, 613655, 73368, 1593118, 1593118, 621268 ], [ -40787, -40787, -27592, -495062, -495062, -321659 ], [ 161, 148, 173, 161, 148, 173 ], [ 273, 240, 306, 273, 240, 306 ], [ 86, 86, 86, 86, 86, 86 ], [ 10483, 4761, 5722, 10483, 4761, 5722 ], [ 0, 100.959902, 0, 0, 100.959902, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128045, 392048, -563387, -164117, 162968, -583260 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10884, "evaluation_days": 1814, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757473335534, "expiration_time": 1762164288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.71881 } } }
# | 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) |
---|