Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275026.8865 | 1274733.715 | 293.1714 | 1069593.1103 | 1909452.2071 | -839859.0968 |
Total P&L (%) | 1275.0269 | 1274.7337 | 0.2932 | 1069.5931 | 1909.4522 | -839.8591 |
Avg Daily Profit (%) | 0.7031 | 0.703 | 0.0002 | 0.1357 | 0.1656 | 0 |
Buy And Hold Return (%) | 526.0217 | 526.0217 | 526.0217 | 526.0217 | 526.0217 | 526.0217 |
Max Trade Drawdown | -111510 | -76111 | -70419 | -3011119 | -1804840 | -1329689 |
Profit Factor | 2.9442 | 5.0514 | 1.0009 | 1.1149 | 1.4256 | 0.8257 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 35.443 | 30.7692 | 40 | 35.443 | 30.7692 | 40 |
Ratio Avg Win / Avg Loss | 5.3627 | 11.3657 | 1.5013 | 2.0308 | 3.2076 | 1.2386 |
Largest Winning Trade | 720557 | 720557 | 77421 | 1918038 | 1918038 | 783421 |
Largest Losing Trade | -35653 | -21805 | -35653 | -520267 | -520267 | -499874 |
Avg Bars in Trades | 135 | 127 | 142 | 135 | 127 | 142 |
Avg Bars in Winners | 249 | 240 | 256 | 249 | 240 | 256 |
Avg Bars in Losers | 72 | 77 | 67 | 72 | 77 | 67 |
Bars Traded | 10698 | 4985 | 5713 | 10698 | 4985 | 5713 |
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 | -23041 | 311211 | -580700 | -148019 | -302 | -582972 |
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{ "first_band": { "type": "t3", "factors": { "length": 98, "offset": 0, "a": 0.65428 } }, "second_band": { "type": "dema", "factors": { "length": 137, "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": [ [ 1275026.8864577205, 1274733.715046051, 293.1714116698, 1069593.1103050234, 1909452.2071144842, -839859.0968094597 ], [ 1275.026886, 1274.733715, 0.293171, 1069.59311, 1909.452207, -839.859097 ], [ 0.703141, 0.702979, 0.000162, 0.135712, 0.165603, 0 ], [ 526.021733, 526.021733, 526.021733, 526.021733, 526.021733, 526.021733 ], [ -111510, -76111, -70419, -3011119, -1804840, -1329689 ], [ 2.944212, 5.051403, 1.000859, 1.114947, 1.425592, 0.825702 ], [ 79, 39, 40, 79, 39, 40 ], [ 28, 12, 16, 28, 12, 16 ], [ 51, 27, 24, 51, 27, 24 ], [ 35.443038, 30.769231, 40, 35.443038, 30.769231, 40 ], [ 5.362671, 11.365657, 1.501289, 2.030796, 3.207581, 1.238553 ], [ 720557, 720557, 77421, 1918038, 1918038, 783421 ], [ -35653, -21805, -35653, -520267, -520267, -499874 ], [ 135, 127, 142, 135, 127, 142 ], [ 249, 240, 256, 249, 240, 256 ], [ 72, 77, 67, 72, 77, 67 ], [ 10698, 4985, 5713, 10698, 4985, 5713 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23041, 311211, -580700, -148019, -302, -582972 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10880, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602705600000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757410367728, "expiration_time": 1762104960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 98, "offset": 0, "a": 0.65428 } }, "second_band": { "type": "dema", "factors": { "length": 137, "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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