Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242813.9899 | 1235171.5203 | 7642.4697 | 1097648.5027 | 1677164.6563 | -579516.1536 |
Total P&L (%) | 1242.814 | 1235.1715 | 7.6425 | 1097.6485 | 1677.1647 | -579.5162 |
Avg Daily Profit (%) | 0.6847 | 0.6805 | 0.0042 | 0.1369 | 0.1587 | 0 |
Buy And Hold Return (%) | 585.7264 | 585.7264 | 585.7264 | 585.7264 | 585.7264 | 585.7264 |
Max Trade Drawdown | -151681 | -83895 | -122750 | -1293362 | -980080 | -755426 |
Profit Factor | 3.1716 | 5.2492 | 1.0271 | 1.2582 | 1.814 | 0.7354 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 34.6154 | 33.3333 | 35.8974 | 34.6154 | 33.3333 | 35.8974 |
Ratio Avg Win / Avg Loss | 5.9909 | 10.4985 | 1.8342 | 2.3767 | 3.628 | 1.3132 |
Largest Winning Trade | 668388 | 668388 | 73915 | 1727557 | 1727557 | 520257 |
Largest Losing Trade | -35859 | -25665 | -35859 | -386036 | -347082 | -386036 |
Avg Bars in Trades | 136 | 128 | 144 | 136 | 128 | 144 |
Avg Bars in Winners | 272 | 284 | 261 | 272 | 284 | 261 |
Avg Bars in Losers | 64 | 50 | 78 | 64 | 50 | 78 |
Bars Traded | 10645 | 5013 | 5632 | 10645 | 5013 | 5632 |
Profit Streak | 0 | 157.6899 | 0 | 0 | 157.6899 | 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 | -32595 | 304662 | -547997 | -61412 | 86297 | -584575 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10890, "evaluation_days": 1815, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603483200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550803203, "expiration_time": 1762253280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 191, "offset": 0, "a": 0.61423 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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": [ [ 1242813.9899179444, 1235171.5202647573, 7642.4696531874, 1097648.5027155965, 1677164.6563320037, -579516.1536164061 ], [ 1242.81399, 1235.17152, 7.64247, 1097.648503, 1677.164656, -579.516154 ], [ 0.684746, 0.680535, 0.004211, 0.136895, 0.158671, 0 ], [ 585.726367, 585.726367, 585.726367, 585.726367, 585.726367, 585.726367 ], [ -151681, -83895, -122750, -1293362, -980080, -755426 ], [ 3.17164, 5.249239, 1.027138, 1.258239, 1.814018, 0.735401 ], [ 78, 39, 39, 78, 39, 39 ], [ 27, 13, 14, 27, 13, 14 ], [ 51, 26, 25, 51, 26, 25 ], [ 34.615385, 33.333333, 35.897436, 34.615385, 33.333333, 35.897436 ], [ 5.990876, 10.498478, 1.834176, 2.376673, 3.628035, 1.313216 ], [ 668388, 668388, 73915, 1727557, 1727557, 520257 ], [ -35859, -25665, -35859, -386036, -347082, -386036 ], [ 136, 128, 144, 136, 128, 144 ], [ 272, 284, 261, 272, 284, 261 ], [ 64, 50, 78, 64, 50, 78 ], [ 10645, 5013, 5632, 10645, 5013, 5632 ], [ 0, 157.689852, 0, 0, 157.689852, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32595, 304662, -547997, -61412, 86297, -584575 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10890, "evaluation_days": 1815, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603483200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550803203, "expiration_time": 1762253280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 191, "offset": 0, "a": 0.61423 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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) |
---|