Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487311.0178 | 1399240.6067 | 88070.4111 | 6586349.6354 | 6202049.7671 | 384299.8683 |
Total P&L (%) | 1487.311 | 1399.2406 | 88.0704 | 6586.3496 | 6202.0498 | 384.2999 |
Avg Daily Profit (%) | 0.8179 | 0.7694 | 0.0484 | 0.2314 | 0.2281 | 0.0868 |
Buy And Hold Return (%) | 686.8088 | 686.8088 | 686.8088 | 686.8088 | 686.8088 | 686.8088 |
Max Trade Drawdown | -111266 | -90800 | -89415 | -3390049 | -2625328 | -2195027 |
Profit Factor | 3.6155 | 5.8903 | 1.3117 | 1.5269 | 2.0155 | 1.0601 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 38.5417 | 33.3333 | 43.75 | 38.5417 | 33.3333 | 43.75 |
Ratio Avg Win / Avg Loss | 5.7653 | 11.7806 | 1.6865 | 2.4349 | 4.031 | 1.363 |
Largest Winning Trade | 696709 | 696709 | 69225 | 4653655 | 4653655 | 2301484 |
Largest Losing Trade | -29969 | -29969 | -25293 | -1080821 | -991905 | -1080821 |
Avg Bars in Trades | 111 | 107 | 114 | 111 | 107 | 114 |
Avg Bars in Winners | 197 | 208 | 188 | 197 | 208 | 188 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 10684 | 5181 | 5503 | 10684 | 5181 | 5503 |
Profit Streak | 0 | 25.5636 | 0 | 0 | 25.5636 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359124 | 336285 | -295085 | 240751 | 242528 | -399599 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10911, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757856698656, "expiration_time": 1762564752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.78139 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1487311.0178273118, 1399240.606696222, 88070.4111310902, 6586349.635404126, 6202049.767078968, 384299.8683251584 ], [ 1487.311018, 1399.240607, 88.070411, 6586.349635, 6202.049767, 384.299868 ], [ 0.817878, 0.769448, 0.04843, 0.231373, 0.22811, 0.086787 ], [ 686.80883, 686.80883, 686.80883, 686.80883, 686.80883, 686.80883 ], [ -111266, -90800, -89415, -3390049, -2625328, -2195027 ], [ 3.615538, 5.890277, 1.311735, 1.526941, 2.015484, 1.060125 ], [ 96, 48, 48, 96, 48, 48 ], [ 37, 16, 21, 37, 16, 21 ], [ 59, 32, 27, 59, 32, 27 ], [ 38.541667, 33.333333, 43.75, 38.541667, 33.333333, 43.75 ], [ 5.765318, 11.780555, 1.686516, 2.434852, 4.030968, 1.363017 ], [ 696709, 696709, 69225, 4653655, 4653655, 2301484 ], [ -29969, -29969, -25293, -1080821, -991905, -1080821 ], [ 111, 107, 114, 111, 107, 114 ], [ 197, 208, 188, 197, 208, 188 ], [ 57, 57, 57, 57, 57, 57 ], [ 10684, 5181, 5503, 10684, 5181, 5503 ], [ 0, 25.563642, 0, 0, 25.563642, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359124, 336285, -295085, 240751, 242528, -399599 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10911, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757856698656, "expiration_time": 1762564752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.78139 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|