Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119060.8912 | 60074.1636 | 58986.7276 | 119390.9029 | 64917.4873 | 54473.4156 |
Total P&L (%) | 119.0609 | 60.0742 | 58.9867 | 119.3909 | 64.9175 | 54.4734 |
Avg Daily Profit (%) | 0.2286 | 0.1153 | 0.1133 | 0.151 | 0.0961 | 0.0835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37502 | -36390 | -40007 | -81900 | -77601 | -77401 |
Profit Factor | 1.4512 | 1.4012 | 1.5169 | 1.2439 | 1.2457 | 1.2417 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 57.2727 | 58.1818 | 56.3636 | 57.2727 | 58.1818 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.0827 | 1.0071 | 1.1744 | 0.928 | 0.8954 | 0.9613 |
Largest Winning Trade | 21444 | 21444 | 17127 | 32236 | 32236 | 28087 |
Largest Losing Trade | -25702 | -25702 | -25546 | -60181 | -51180 | -60181 |
Avg Bars in Trades | 220 | 234 | 207 | 220 | 234 | 207 |
Avg Bars in Winners | 191 | 211 | 171 | 191 | 211 | 171 |
Avg Bars in Losers | 259 | 266 | 253 | 259 | 266 | 253 |
Bars Traded | 24301 | 12898 | 11403 | 24301 | 12898 | 11403 |
Profit Streak | 9.7222 | 18.3472 | 0 | 9.7222 | 18.3472 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367365 | -217472 | -220923 | 237858 | -245423 | -264210 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713169800000, "first_datapoint_time": 1713623400000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758169195729, "expiration_time": 1764648000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.90437 } }, "second_band": { "type": "rma", "factors": { "length": 12, "offset": 241 } } }
{ "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": [ [ 119060.8911793705, 60074.1636105652, 58986.7275688053, 119390.9028539104, 64917.4872869307, 54473.4155669797 ], [ 119.060891, 60.074164, 58.986728, 119.390903, 64.917487, 54.473416 ], [ 0.228598, 0.115343, 0.113255, 0.150966, 0.0961, 0.083527 ], [ 10, 10, 10, 10, 10, 10 ], [ -37502, -36390, -40007, -81900, -77601, -77401 ], [ 1.451237, 1.401188, 1.516911, 1.243873, 1.245716, 1.241713 ], [ 110, 55, 55, 110, 55, 55 ], [ 63, 32, 31, 63, 32, 31 ], [ 47, 23, 24, 47, 23, 24 ], [ 57.272727, 58.181818, 56.363636, 57.272727, 58.181818, 56.363636 ], [ 1.082669, 1.007104, 1.174382, 0.927969, 0.895359, 0.961326 ], [ 21444, 21444, 17127, 32236, 32236, 28087 ], [ -25702, -25702, -25546, -60181, -51180, -60181 ], [ 220, 234, 207, 220, 234, 207 ], [ 191, 211, 171, 191, 211, 171 ], [ 259, 266, 253, 259, 266, 253 ], [ 24301, 12898, 11403, 24301, 12898, 11403 ], [ 9.722173, 18.347173, 0, 9.722173, 18.347173, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367365, -217472, -220923, 237858, -245423, -264210 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713169800000, "first_datapoint_time": 1713623400000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758169195729, "expiration_time": 1764648000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.90437 } }, "second_band": { "type": "rma", "factors": { "length": 12, "offset": 241 } } }
# | 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) |
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