Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310940.0016 | 1268618.4135 | 42321.5882 | 2535046.5738 | 2903421.8527 | -368375.2789 |
Total P&L (%) | 1310.94 | 1268.6184 | 42.3216 | 2535.0466 | 2903.4219 | -368.3753 |
Avg Daily Profit (%) | 0.7175 | 0.6944 | 0.0232 | 0.1792 | 0.1864 | 0 |
Buy And Hold Return (%) | 714.2735 | 714.2735 | 714.2735 | 714.2735 | 714.2735 | 714.2735 |
Max Trade Drawdown | -131103 | -75267 | -108606 | -3401761 | -1833544 | -2667034 |
Profit Factor | 3.0965 | 5.3966 | 1.1257 | 1.2273 | 1.611 | 0.9425 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 39.1304 | 44.6809 | 41.9355 | 39.1304 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.2874 | 8.3948 | 1.3937 | 1.6993 | 2.5061 | 1.1669 |
Largest Winning Trade | 736295 | 736295 | 71764 | 2042090 | 2042090 | 1960247 |
Largest Losing Trade | -39112 | -31731 | -39112 | -1006336 | -851972 | -1006336 |
Avg Bars in Trades | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Winners | 127 | 128 | 126 | 127 | 128 | 126 |
Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
Bars Traded | 7151 | 3557 | 3593 | 7151 | 3557 | 3593 |
Profit Streak | 0 | 26.1193 | 0 | 0 | 26.1193 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270093 | 300809 | -411975 | 111578 | 187020 | -581098 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7308, "evaluation_days": 1827, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758595904754, "expiration_time": 1763321184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.70181 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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": [ [ 1310940.0016453578, 1268618.41348844, 42321.5881569178, 2535046.5737703503, 2903421.8527158815, -368375.2789455315 ], [ 1310.940002, 1268.618413, 42.321588, 2535.046574, 2903.421853, -368.375279 ], [ 0.717537, 0.694372, 0.023165, 0.179224, 0.186399, 0 ], [ 714.273536, 714.273536, 714.273536, 714.273536, 714.273536, 714.273536 ], [ -131103, -75267, -108606, -3401761, -1833544, -2667034 ], [ 3.096466, 5.396642, 1.12567, 1.227254, 1.611048, 0.942473 ], [ 93, 46, 47, 93, 46, 47 ], [ 39, 18, 21, 39, 18, 21 ], [ 54, 28, 26, 54, 28, 26 ], [ 41.935484, 39.130435, 44.680851, 41.935484, 39.130435, 44.680851 ], [ 4.287414, 8.394776, 1.393687, 1.699275, 2.506075, 1.166872 ], [ 736295, 736295, 71764, 2042090, 2042090, 1960247 ], [ -39112, -31731, -39112, -1006336, -851972, -1006336 ], [ 76, 77, 76, 76, 77, 76 ], [ 127, 128, 126, 127, 128, 126 ], [ 40, 44, 36, 40, 44, 36 ], [ 7151, 3557, 3593, 7151, 3557, 3593 ], [ 0, 26.119268, 0, 0, 26.119268, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 270093, 300809, -411975, 111578, 187020, -581098 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7308, "evaluation_days": 1827, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758595904754, "expiration_time": 1763321184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.70181 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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) |
---|