Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -769200.6055 | 124452.6615 | -893653.267 | -1416386.5171 | -7048133.0242 | 5631746.5071 |
Total P&L (%) | -769.2006 | 124.4527 | -893.6533 | -1416.3865 | -7048.133 | 5631.7465 |
Avg Daily Profit (%) | -0.4212 | 0.0682 | -0.4894 | 0 | 0 | 0.2219 |
Buy And Hold Return (%) | 723.2426 | 723.2426 | 723.2426 | 723.2426 | 723.2426 | 723.2426 |
Max Trade Drawdown | -900757 | -125804 | -945921 | -12836139 | -9403129 | -3546350 |
Profit Factor | 0.4863 | 1.4541 | 0.2696 | 0.9398 | 0.4488 | 1.524 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 22 | 19 | 34 | 17 | 17 |
Losing Trades | 26 | 12 | 14 | 33 | 17 | 16 |
Profitability (%) | 61.194 | 64.7059 | 57.5758 | 50.7463 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.3084 | 0.7932 | 0.1986 | 0.9122 | 0.4488 | 1.4344 |
Largest Winning Trade | 64791 | 64791 | 52411 | 10905953 | 1933394 | 10905953 |
Largest Losing Trade | -420022 | -79855 | -420022 | -8624269 | -8624269 | -3360680 |
Avg Bars in Trades | 156 | 167 | 145 | 156 | 167 | 145 |
Avg Bars in Winners | 93 | 96 | 89 | 160 | 184 | 136 |
Avg Bars in Losers | 256 | 296 | 222 | 152 | 150 | 155 |
Bars Traded | 10496 | 5681 | 4815 | 10496 | 5681 | 4815 |
Profit Streak | 46.8176 | 73.9843 | 0 | 0 | 0 | 113.651 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699767 | -265911 | -579820 | -701681 | -580795 | 374860 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10957, "evaluation_days": 1826.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1758513600000, "evaluation_time": 1758526644367, "expiration_time": 1763247024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.73847 } }, "second_band": { "type": "swma", "factors": { "length": 129, "offset": 43 } } }
{ "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": [ [ -769200.6055304058, 124452.6614557994, -893653.2669862055, -1416386.517066608, -7048133.0241737515, 5631746.507107145 ], [ -769.200606, 124.452661, -893.653267, -1416.386517, -7048.133024, 5631.746507 ], [ -0.42121, 0.06815, -0.489359, 0, 0, 0.221945 ], [ 723.242606, 723.242606, 723.242606, 723.242606, 723.242606, 723.242606 ], [ -900757, -125804, -945921, -12836139, -9403129, -3546350 ], [ 0.486343, 1.454122, 0.269561, 0.939819, 0.448831, 1.523997 ], [ 67, 34, 33, 67, 34, 33 ], [ 41, 22, 19, 34, 17, 17 ], [ 26, 12, 14, 33, 17, 16 ], [ 61.19403, 64.705882, 57.575758, 50.746269, 50, 51.515152 ], [ 0.308413, 0.793157, 0.198624, 0.912177, 0.448831, 1.43435 ], [ 64791, 64791, 52411, 10905953, 1933394, 10905953 ], [ -420022, -79855, -420022, -8624269, -8624269, -3360680 ], [ 156, 167, 145, 156, 167, 145 ], [ 93, 96, 89, 160, 184, 136 ], [ 256, 296, 222, 152, 150, 155 ], [ 10496, 5681, 4815, 10496, 5681, 4815 ], [ 46.817643, 73.98431, 0, 0, 0, 113.650976 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -699767, -265911, -579820, -701681, -580795, 374860 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10957, "evaluation_days": 1826.17, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1603209600000, "last_datapoint_time": 1758513600000, "evaluation_time": 1758526644367, "expiration_time": 1763247024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.73847 } }, "second_band": { "type": "swma", "factors": { "length": 129, "offset": 43 } } }
# | 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) |
---|