Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197445.4528 | 1179409.0865 | 18036.3663 | 1487618.7972 | 2428983.44 | -941364.6428 |
Total P&L (%) | 1197.4455 | 1179.4091 | 18.0364 | 1487.6188 | 2428.9834 | -941.3646 |
Avg Daily Profit (%) | 0.6587 | 0.6487 | 0.0099 | 0.1522 | 0.1778 | 0 |
Buy And Hold Return (%) | 622.9264 | 622.9264 | 622.9264 | 622.9264 | 622.9264 | 622.9264 |
Max Trade Drawdown | -123660 | -73102 | -77888 | -3151800 | -1640032 | -1711483 |
Profit Factor | 2.8698 | 5.3362 | 1.049 | 1.1701 | 1.7079 | 0.8229 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 44.9438 | 50 | 40 | 44.9438 | 50 | 40 |
Ratio Avg Win / Avg Loss | 3.5155 | 5.3362 | 1.5734 | 1.4333 | 1.7079 | 1.2344 |
Largest Winning Trade | 661965 | 661965 | 76108 | 2089005 | 2089005 | 916929 |
Largest Losing Trade | -43656 | -35059 | -43656 | -1095875 | -607410 | -1095875 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 118 | 109 | 130 | 118 | 109 | 130 |
Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
Bars Traded | 7085 | 3316 | 3769 | 7085 | 3316 | 3769 |
Profit Streak | 0 | 105.3725 | 0 | 0 | 105.3725 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298835 | 494200 | -514744 | -31845 | 366709 | -582934 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757818585343, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.74047 } } }
{ "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": [ [ 1197445.4527556575, 1179409.0864985613, 18036.3662570956, 1487618.797200651, 2428983.4399965876, -941364.6427959368 ], [ 1197.445453, 1179.409086, 18.036366, 1487.618797, 2428.98344, -941.364643 ], [ 0.658661, 0.64874, 0.009921, 0.152196, 0.177848, 0 ], [ 622.926406, 622.926406, 622.926406, 622.926406, 622.926406, 622.926406 ], [ -123660, -73102, -77888, -3151800, -1640032, -1711483 ], [ 2.869771, 5.336183, 1.048955, 1.170075, 1.707902, 0.822904 ], [ 89, 44, 45, 89, 44, 45 ], [ 40, 22, 18, 40, 22, 18 ], [ 49, 22, 27, 49, 22, 27 ], [ 44.94382, 50, 40, 44.94382, 50, 40 ], [ 3.515469, 5.336183, 1.573432, 1.433342, 1.707902, 1.234357 ], [ 661965, 661965, 76108, 2089005, 2089005, 916929 ], [ -43656, -35059, -43656, -1095875, -607410, -1095875 ], [ 79, 75, 83, 79, 75, 83 ], [ 118, 109, 130, 118, 109, 130 ], [ 47, 41, 52, 47, 41, 52 ], [ 7085, 3316, 3769, 7085, 3316, 3769 ], [ 0, 105.372515, 0, 0, 105.372516, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 298835, 494200, -514744, -31845, 366709, -582934 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7272, "evaluation_days": 1818, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757818585343, "expiration_time": 1762520256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.74047 } } }
# | 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) |
---|