Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530583.6292 | 1387110.6955 | 143472.9337 | 22590539.2502 | 17223523.6785 | 5367015.5717 |
Total P&L (%) | 1530.5836 | 1387.1107 | 143.4729 | 22590.5393 | 17223.5237 | 5367.0156 |
Avg Daily Profit (%) | 0.8402 | 0.7615 | 0.0788 | 0.2982 | 0.2834 | 0.2199 |
Buy And Hold Return (%) | 584.6818 | 584.6818 | 584.6818 | 584.6818 | 584.6818 | 584.6818 |
Max Trade Drawdown | -78128 | -50098 | -64600 | -26763604 | -13705415 | -17690126 |
Profit Factor | 3.5658 | 5.7083 | 1.4752 | 1.3085 | 1.5 | 1.1384 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 30.5195 | 28.5714 | 32.4675 | 30.5195 | 28.5714 | 32.4675 |
Ratio Avg Win / Avg Loss | 8.118 | 14.2706 | 3.0685 | 2.9789 | 3.7499 | 2.3679 |
Largest Winning Trade | 793668 | 793668 | 77281 | 14618609 | 14618609 | 14476826 |
Largest Losing Trade | -24163 | -21177 | -24163 | -5087970 | -3232120 | -5087970 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 167 | 158 | 175 | 167 | 158 | 175 |
Avg Bars in Losers | 26 | 27 | 26 | 26 | 27 | 26 |
Bars Traded | 10734 | 4986 | 5748 | 10734 | 4986 | 5748 |
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 | 350082 | -39287 | -300082 | 120793 | -44864 | -107743 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601539200000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758139253743, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.19431 } }, "second_band": { "type": "wma", "factors": { "length": 6, "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": [ [ 1530583.62924424, 1387110.695511601, 143472.9337326389, 22590539.250219226, 17223523.678522576, 5367015.5716966465 ], [ 1530.583629, 1387.110696, 143.472934, 22590.53925, 17223.523679, 5367.015572 ], [ 0.840209, 0.76145, 0.078759, 0.298222, 0.283364, 0.219892 ], [ 584.681811, 584.681811, 584.681811, 584.681811, 584.681811, 584.681811 ], [ -78128, -50098, -64600, -26763604, -13705415, -17690126 ], [ 3.565845, 5.708255, 1.475218, 1.308496, 1.499968, 1.138401 ], [ 154, 77, 77, 154, 77, 77 ], [ 47, 22, 25, 47, 22, 25 ], [ 107, 55, 52, 107, 55, 52 ], [ 30.519481, 28.571429, 32.467532, 30.519481, 28.571429, 32.467532 ], [ 8.117988, 14.270637, 3.068453, 2.978917, 3.74992, 2.367874 ], [ 793668, 793668, 77281, 14618609, 14618609, 14476826 ], [ -24163, -21177, -24163, -5087970, -3232120, -5087970 ], [ 69, 64, 74, 69, 64, 74 ], [ 167, 158, 175, 167, 158, 175 ], [ 26, 27, 26, 26, 27, 26 ], [ 10734, 4986, 5748, 10734, 4986, 5748 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350082, -39287, -300082, 120793, -44864, -107743 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10930, "evaluation_days": 1821.67, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1601539200000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758139253743, "expiration_time": 1762846560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.19431 } }, "second_band": { "type": "wma", "factors": { "length": 6, "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) |
---|