Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226976.6595 | 1194409.7478 | 32566.9117 | 1560246.9881 | 1498957.0288 | 61289.9592 |
Total P&L (%) | 1226.9767 | 1194.4097 | 32.5669 | 1560.247 | 1498.957 | 61.29 |
Avg Daily Profit (%) | 0.6759 | 0.658 | 0.0179 | 0.1549 | 0.1528 | 0.0263 |
Buy And Hold Return (%) | 602.6005 | 602.6005 | 602.6005 | 602.6005 | 602.6005 | 602.6005 |
Max Trade Drawdown | -155313 | -89495 | -123731 | -1135091 | -715486 | -543305 |
Profit Factor | 2.8052 | 4.483 | 1.0967 | 1.3562 | 1.7069 | 1.0271 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 45.1613 | 43.5484 | 46.7742 | 45.1613 | 43.5484 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.4064 | 5.8113 | 1.248 | 1.6468 | 2.2126 | 1.1688 |
Largest Winning Trade | 631037 | 631037 | 67486 | 1035483 | 1035483 | 421583 |
Largest Losing Trade | -48963 | -48963 | -34974 | -310534 | -264382 | -310534 |
Avg Bars in Trades | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Winners | 118 | 116 | 121 | 118 | 116 | 121 |
Avg Bars in Losers | 59 | 66 | 52 | 59 | 66 | 52 |
Bars Traded | 10711 | 5464 | 5247 | 10711 | 5464 | 5247 |
Profit Streak | 15.9057 | 20.9057 | 15.9057 | 15.9057 | 20.9057 | 15.9057 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386738 | -143552 | -603666 | 203243 | -148681 | -669012 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10892, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757583856367, "expiration_time": 1762282944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.79646 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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": [ [ 1226976.659525492, 1194409.7478187482, 32566.911706744, 1560246.9880568834, 1498957.0288197282, 61289.9592371557 ], [ 1226.97666, 1194.409748, 32.566912, 1560.246988, 1498.957029, 61.289959 ], [ 0.675897, 0.657957, 0.01794, 0.154888, 0.152813, 0.026337 ], [ 602.600519, 602.600519, 602.600519, 602.600519, 602.600519, 602.600519 ], [ -155313, -89495, -123731, -1135091, -715486, -543305 ], [ 2.805243, 4.482995, 1.09671, 1.356214, 1.70686, 1.027126 ], [ 124, 62, 62, 124, 62, 62 ], [ 56, 27, 29, 56, 27, 29 ], [ 68, 35, 33, 68, 35, 33 ], [ 45.16129, 43.548387, 46.774194, 45.16129, 43.548387, 46.774194 ], [ 3.406367, 5.81129, 1.24798, 1.646832, 2.212596, 1.168798 ], [ 631037, 631037, 67486, 1035483, 1035483, 421583 ], [ -48963, -48963, -34974, -310534, -264382, -310534 ], [ 86, 88, 84, 86, 88, 84 ], [ 118, 116, 121, 118, 116, 121 ], [ 59, 66, 52, 59, 66, 52 ], [ 10711, 5464, 5247, 10711, 5464, 5247 ], [ 15.905745, 20.905745, 15.905745, 15.905745, 20.905745, 15.905745 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386738, -143552, -603666, 203243, -148681, -669012 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10892, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757583856367, "expiration_time": 1762282944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.79646 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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) |
---|