Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191682.9232 | 1200308.8389 | -8625.9157 | 907163.0504 | 906651.3189 | 511.7315 |
Total P&L (%) | 1191.6829 | 1200.3088 | -8.6259 | 907.1631 | 906.6513 | 0.5117 |
Avg Daily Profit (%) | 0.6561 | 0.6608 | -0.0047 | 0.1272 | 0.1272 | 0.0003 |
Buy And Hold Return (%) | 562.2084 | 562.2084 | 562.2084 | 562.2084 | 562.2084 | 562.2084 |
Max Trade Drawdown | -102173 | -72704 | -89487 | -1057573 | -755502 | -459169 |
Profit Factor | 3.1583 | 5.555 | 0.9701 | 1.2647 | 1.5317 | 1.0003 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 36.6197 | 37.1429 | 36.1111 | 36.6197 | 37.1429 | 36.1111 |
Ratio Avg Win / Avg Loss | 5.4663 | 9.4007 | 1.7164 | 2.1889 | 2.5921 | 1.7698 |
Largest Winning Trade | 735926 | 735926 | 79096 | 1003962 | 1003962 | 585680 |
Largest Losing Trade | -39604 | -39604 | -31000 | -346274 | -327453 | -346274 |
Avg Bars in Trades | 144 | 190 | 99 | 144 | 190 | 99 |
Avg Bars in Winners | 239 | 307 | 172 | 239 | 307 | 172 |
Avg Bars in Losers | 89 | 121 | 57 | 89 | 121 | 57 |
Bars Traded | 10245 | 6676 | 3569 | 10245 | 6676 | 3569 |
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 | -84600 | 330474 | -583403 | -127696 | -34636 | -582702 |
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{ "first_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.66982 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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": [ [ 1191682.9232165886, 1200308.8388874514, -8625.9156708621, 907163.0503825576, 906651.3188999572, 511.7314826 ], [ 1191.682923, 1200.308839, -8.625916, 907.16305, 906.651319, 0.511731 ], [ 0.656094, 0.660843, -0.004749, 0.127245, 0.127217, 0.000281 ], [ 562.208449, 562.208449, 562.208449, 562.208449, 562.208449, 562.208449 ], [ -102173, -72704, -89487, -1057573, -755502, -459169 ], [ 3.15833, 5.554959, 0.970113, 1.264686, 1.531699, 1.000297 ], [ 71, 35, 36, 71, 35, 36 ], [ 26, 13, 13, 26, 13, 13 ], [ 45, 22, 23, 45, 22, 23 ], [ 36.619718, 37.142857, 36.111111, 36.619718, 37.142857, 36.111111 ], [ 5.46634, 9.4007, 1.716353, 2.188879, 2.592106, 1.769756 ], [ 735926, 735926, 79096, 1003962, 1003962, 585680 ], [ -39604, -39604, -31000, -346274, -327453, -346274 ], [ 144, 190, 99, 144, 190, 99 ], [ 239, 307, 172, 239, 307, 172 ], [ 89, 121, 57, 89, 121, 57 ], [ 10245, 6676, 3569, 10245, 6676, 3569 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84600, 330474, -583403, -127696, -34636, -582702 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10898, "evaluation_days": 1816.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757674254659, "expiration_time": 1762371936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.66982 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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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