Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455113.5108 | 1359299.4386 | 95814.0722 | 7670893.4891 | 6303652.3808 | 1367241.1084 |
Total P&L (%) | 1455.1135 | 1359.2994 | 95.8141 | 7670.8935 | 6303.6524 | 1367.2411 |
Avg Daily Profit (%) | 0.8011 | 0.7483 | 0.0527 | 0.2399 | 0.2292 | 0.148 |
Buy And Hold Return (%) | 600.2787 | 600.2787 | 600.2787 | 600.2787 | 600.2787 | 600.2787 |
Max Trade Drawdown | -100276 | -79803 | -56345 | -9684993 | -5202423 | -5196991 |
Profit Factor | 3.8745 | 6.1734 | 1.3936 | 1.3275 | 1.5674 | 1.1111 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 6.4576 | 11.7856 | 2.0367 | 2.2126 | 2.9924 | 1.6239 |
Largest Winning Trade | 655158 | 655158 | 66026 | 5448895 | 5448895 | 4223105 |
Largest Losing Trade | -41175 | -41175 | -31360 | -2475044 | -2475044 | -2050462 |
Avg Bars in Trades | 164 | 167 | 161 | 164 | 167 | 161 |
Avg Bars in Winners | 283 | 299 | 269 | 283 | 299 | 269 |
Avg Bars in Losers | 93 | 97 | 88 | 93 | 97 | 88 |
Bars Traded | 10524 | 5347 | 5177 | 10524 | 5347 | 5177 |
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 | -132564 | 360638 | -290166 | -138896 | 180297 | -101054 |
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10899, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682800305, "expiration_time": 1762386768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 140, "offset": 0, "a": 0.75383 } }, "second_band": { "type": "zlma", "factors": { "length": 127, "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": [ [ 1455113.5108056543, 1359299.4385646612, 95814.0722409937, 7670893.489129942, 6303652.38075126, 1367241.1083786795 ], [ 1455.113511, 1359.299439, 95.814072, 7670.893489, 6303.652381, 1367.241108 ], [ 0.801053, 0.748307, 0.052747, 0.239922, 0.229244, 0.147974 ], [ 600.27873, 600.27873, 600.27873, 600.27873, 600.27873, 600.27873 ], [ -100276, -79803, -56345, -9684993, -5202423, -5196991 ], [ 3.874547, 6.173431, 1.393552, 1.327544, 1.567443, 1.111062 ], [ 64, 32, 32, 64, 32, 32 ], [ 24, 11, 13, 24, 11, 13 ], [ 40, 21, 19, 40, 21, 19 ], [ 37.5, 34.375, 40.625, 37.5, 34.375, 40.625 ], [ 6.457578, 11.78564, 2.036729, 2.212573, 2.99239, 1.623861 ], [ 655158, 655158, 66026, 5448895, 5448895, 4223105 ], [ -41175, -41175, -31360, -2475044, -2475044, -2050462 ], [ 164, 167, 161, 164, 167, 161 ], [ 283, 299, 269, 283, 299, 269 ], [ 93, 97, 88, 93, 97, 88 ], [ 10524, 5347, 5177, 10524, 5347, 5177 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132564, 360638, -290166, -138896, 180297, -101054 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10899, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682800305, "expiration_time": 1762386768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 140, "offset": 0, "a": 0.75383 } }, "second_band": { "type": "zlma", "factors": { "length": 127, "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) |
---|