Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210809.8617 | 1193572.1443 | 17237.7174 | 1407249.4777 | 1385454.7001 | 21794.7775 |
Total P&L (%) | 1210.8099 | 1193.5721 | 17.2377 | 1407.2495 | 1385.4547 | 21.7948 |
Avg Daily Profit (%) | 0.6651 | 0.6556 | 0.0095 | 0.1491 | 0.1483 | 0.0108 |
Buy And Hold Return (%) | 662.2551 | 662.2551 | 662.2551 | 662.2551 | 662.2551 | 662.2551 |
Max Trade Drawdown | -144083 | -87058 | -130035 | -2110632 | -1223424 | -1045995 |
Profit Factor | 3.0556 | 5.3068 | 1.0553 | 1.3583 | 1.731 | 1.0107 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.8705 | 6.722 | 1.3367 | 1.7205 | 2.1926 | 1.2802 |
Largest Winning Trade | 619953 | 619953 | 75295 | 899146 | 899146 | 515632 |
Largest Losing Trade | -45899 | -29131 | -45899 | -496741 | -496741 | -380360 |
Avg Bars in Trades | 104 | 100 | 109 | 104 | 100 | 109 |
Avg Bars in Winners | 167 | 158 | 176 | 167 | 158 | 176 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 7137 | 3422 | 3715 | 7137 | 3422 | 3715 |
Profit Streak | 0 | 162.8766 | 0 | 0 | 162.8766 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106248 | 389611 | -507993 | -114121 | 52717 | -555180 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.49918 } }, "second_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 2.79695 } } }
{ "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": [ [ 1210809.861695133, 1193572.1442835976, 17237.7174115355, 1407249.477667455, 1385454.7001207338, 21794.7775467206 ], [ 1210.809862, 1193.572144, 17.237717, 1407.249478, 1385.4547, 21.794778 ], [ 0.665097, 0.655629, 0.009469, 0.149129, 0.148328, 0.010831 ], [ 662.25509, 662.25509, 662.25509, 662.25509, 662.25509, 662.25509 ], [ -144083, -87058, -130035, -2110632, -1223424, -1045995 ], [ 3.055648, 5.306836, 1.05527, 1.358263, 1.731017, 1.010722 ], [ 68, 34, 34, 68, 34, 34 ], [ 30, 15, 15, 30, 15, 15 ], [ 38, 19, 19, 38, 19, 19 ], [ 44.117647, 44.117647, 44.117647, 44.117647, 44.117647, 44.117647 ], [ 3.870488, 6.721992, 1.336675, 1.720467, 2.192621, 1.280248 ], [ 619953, 619953, 75295, 899146, 899146, 515632 ], [ -45899, -29131, -45899, -496741, -496741, -380360 ], [ 104, 100, 109, 104, 100, 109 ], [ 167, 158, 176, 167, 158, 176 ], [ 55, 54, 55, 55, 54, 55 ], [ 7137, 3422, 3715, 7137, 3422, 3715 ], [ 0, 162.876579, 0, 0, 162.876579, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106248, 389611, -507993, -114121, 52717, -555180 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7282, "evaluation_days": 1820.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602180000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758034936396, "expiration_time": 1762742736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.49918 } }, "second_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 2.79695 } } }
# | 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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