Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141306.3969 | 94192.2476 | 47114.1493 | 150882.2279 | 132237.7857 | 18644.4422 |
Total P&L (%) | 141.3064 | 94.1922 | 47.1141 | 150.8822 | 132.2378 | 18.6444 |
Avg Daily Profit (%) | 0.2713 | 0.1809 | 0.0905 | 0.1768 | 0.1619 | 0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52720 | -45757 | -44465 | -84305 | -55917 | -83426 |
Profit Factor | 1.3151 | 1.476 | 1.188 | 1.2673 | 1.5971 | 1.0544 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 51.7949 | 54.0816 | 49.4845 | 51.7949 | 54.0816 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.2239 | 1.2532 | 1.2127 | 1.1795 | 1.356 | 1.0763 |
Largest Winning Trade | 26962 | 22453 | 26962 | 33980 | 33980 | 26675 |
Largest Losing Trade | -22306 | -22306 | -19058 | -43431 | -21848 | -43431 |
Avg Bars in Trades | 125 | 134 | 117 | 125 | 134 | 117 |
Avg Bars in Winners | 122 | 125 | 120 | 122 | 125 | 120 |
Avg Bars in Losers | 129 | 145 | 114 | 129 | 145 | 114 |
Bars Traded | 24541 | 13172 | 11369 | 24541 | 13172 | 11369 |
Profit Streak | 3.9464 | 4.6339 | 0 | 3.9464 | 4.6339 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317576 | 311644 | -88586 | 277979 | 332465 | -318623 |
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713502800000, "first_datapoint_time": 1713870000000, "last_datapoint_time": 1758501000000, "evaluation_time": 1758501768970, "expiration_time": 1764981000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.56958 } }, "second_band": { "type": "wma", "factors": { "length": 205, "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": [ [ 141306.3969101602, 94192.2476042686, 47114.1493058915, 150882.2279007565, 132237.7857426657, 18644.4421580909 ], [ 141.306397, 94.192248, 47.114149, 150.882228, 132.237786, 18.644442 ], [ 0.27131, 0.18085, 0.09046, 0.176761, 0.16191, 0.03283 ], [ 10, 10, 10, 10, 10, 10 ], [ -52720, -45757, -44465, -84305, -55917, -83426 ], [ 1.315055, 1.475978, 1.187989, 1.267303, 1.597106, 1.054358 ], [ 195, 98, 97, 195, 98, 97 ], [ 101, 53, 48, 101, 53, 48 ], [ 94, 45, 49, 94, 45, 49 ], [ 51.794872, 54.081633, 49.484536, 51.794872, 54.081633, 49.484536 ], [ 1.223913, 1.253189, 1.212739, 1.17947, 1.356033, 1.076323 ], [ 26962, 22453, 26962, 33980, 33980, 26675 ], [ -22306, -22306, -19058, -43431, -21848, -43431 ], [ 125, 134, 117, 125, 134, 117 ], [ 122, 125, 120, 122, 125, 120 ], [ 129, 145, 114, 129, 145, 114 ], [ 24541, 13172, 11369, 24541, 13172, 11369 ], [ 3.9464, 4.6339, 0, 3.9464, 4.6339, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317576, 311644, -88586, 277979, 332465, -318623 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713502800000, "first_datapoint_time": 1713870000000, "last_datapoint_time": 1758501000000, "evaluation_time": 1758501768970, "expiration_time": 1764981000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.56958 } }, "second_band": { "type": "wma", "factors": { "length": 205, "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) |
---|