Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805351.1228 | 928160.3521 | -122809.2293 | -49991.2469 | 116958.1646 | -166949.4116 |
Total P&L (%) | 805.3511 | 928.1604 | -122.8092 | -49.9912 | 116.9582 | -166.9494 |
Avg Daily Profit (%) | 0.4446 | 0.5124 | -0.0678 | -0.0382 | 0.0428 | 0 |
Buy And Hold Return (%) | 458.6162 | 458.6162 | 458.6162 | 458.6162 | 458.6162 | 458.6162 |
Max Trade Drawdown | -226798 | -108291 | -204711 | -184019 | -82282 | -175072 |
Profit Factor | 2.1475 | 3.9697 | 0.6845 | 0.9 | 1.5481 | 0.4168 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 48.3871 | 40 | 44.2623 | 48.3871 | 40 |
Ratio Avg Win / Avg Loss | 2.7043 | 4.2343 | 1.0268 | 1.1333 | 1.6513 | 0.6252 |
Largest Winning Trade | 442415 | 442415 | 79786 | 155114 | 155114 | 28380 |
Largest Losing Trade | -74981 | -63909 | -74981 | -60835 | -45389 | -60835 |
Avg Bars in Trades | 116 | 112 | 121 | 116 | 112 | 121 |
Avg Bars in Winners | 183 | 167 | 202 | 183 | 167 | 202 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 7120 | 3477 | 3643 | 7120 | 3477 | 3643 |
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 | -162533 | 372590 | -583047 | -747342 | -299518 | -584714 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7246, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757253590760, "expiration_time": 1761941808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.57471 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } } }
{ "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": [ [ 805351.1227530146, 928160.3520812882, -122809.229328274, -49991.2469179389, 116958.1646325207, -166949.4115504597 ], [ 805.351123, 928.160352, -122.809229, -49.991247, 116.958165, -166.949412 ], [ 0.444577, 0.512371, -0.067794, -0.038247, 0.042766, 0 ], [ 458.616155, 458.616155, 458.616155, 458.616155, 458.616155, 458.616155 ], [ -226798, -108291, -204711, -184019, -82282, -175072 ], [ 2.147549, 3.969661, 0.684501, 0.899953, 1.548079, 0.416831 ], [ 61, 31, 30, 61, 31, 30 ], [ 27, 15, 12, 27, 15, 12 ], [ 34, 16, 18, 34, 16, 18 ], [ 44.262295, 48.387097, 40, 44.262295, 48.387097, 40 ], [ 2.704321, 4.234305, 1.026751, 1.133274, 1.651284, 0.625246 ], [ 442415, 442415, 79786, 155114, 155114, 28380 ], [ -74981, -63909, -74981, -60835, -45389, -60835 ], [ 116, 112, 121, 116, 112, 121 ], [ 183, 167, 202, 183, 167, 202 ], [ 63, 59, 67, 63, 59, 67 ], [ 7120, 3477, 3643, 7120, 3477, 3643 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162533, 372590, -583047, -747342, -299518, -584714 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7246, "evaluation_days": 1811.5, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757253590760, "expiration_time": 1761941808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.57471 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } } }
# | 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) |
---|