Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297442.7568 | 1220042.7373 | 77400.0195 | 2901327.7232 | 1985097.8545 | 916229.8687 |
Total P&L (%) | 1297.4428 | 1220.0427 | 77.4 | 2901.3277 | 1985.0979 | 916.2299 |
Avg Daily Profit (%) | 0.7133 | 0.6707 | 0.0426 | 0.1872 | 0.1671 | 0.1276 |
Buy And Hold Return (%) | 628.3044 | 628.3044 | 628.3044 | 628.3044 | 628.3044 | 628.3044 |
Max Trade Drawdown | -112905 | -89563 | -93209 | -1365253 | -1396700 | -796682 |
Profit Factor | 1.9364 | 2.5046 | 1.1347 | 1.1844 | 1.2099 | 1.1459 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 190 | 90 | 100 | 190 | 90 | 100 |
Losing Trades | 220 | 115 | 105 | 220 | 115 | 105 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.2422 | 3.2004 | 1.1914 | 1.3714 | 1.5459 | 1.2032 |
Largest Winning Trade | 816676 | 816676 | 30809 | 1108439 | 1108439 | 330213 |
Largest Losing Trade | -34387 | -33577 | -34387 | -504517 | -504517 | -288234 |
Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
Avg Bars in Winners | 14 | 21 | 8 | 14 | 21 | 8 |
Avg Bars in Losers | 11 | 16 | 7 | 11 | 16 | 7 |
Bars Traded | 5389 | 3833 | 1556 | 5389 | 3833 | 1556 |
Profit Streak | 0 | 27.8648 | 0 | 0 | 27.8648 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383210 | 323748 | -373900 | -10469 | 175187 | -105195 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757882722688, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.61096 } } }
{ "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": [ [ 1297442.7567745931, 1220042.7372744032, 77400.0195001908, 2901327.723160605, 1985097.8545012113, 916229.8686593935 ], [ 1297.442757, 1220.042737, 77.40002, 2901.327723, 1985.097855, 916.229869 ], [ 0.713273, 0.670722, 0.042551, 0.187181, 0.167121, 0.127552 ], [ 628.304389, 628.304389, 628.304389, 628.304389, 628.304389, 628.304389 ], [ -112905, -89563, -93209, -1365253, -1396700, -796682 ], [ 1.936425, 2.50463, 1.134686, 1.184368, 1.209869, 1.145945 ], [ 410, 205, 205, 410, 205, 205 ], [ 190, 90, 100, 190, 90, 100 ], [ 220, 115, 105, 220, 115, 105 ], [ 46.341463, 43.902439, 48.780488, 46.341463, 43.902439, 48.780488 ], [ 2.242176, 3.200361, 1.191421, 1.371373, 1.545944, 1.203242 ], [ 816676, 816676, 30809, 1108439, 1108439, 330213 ], [ -34387, -33577, -34387, -504517, -504517, -288234 ], [ 13, 18, 7, 13, 18, 7 ], [ 14, 21, 8, 14, 21, 8 ], [ 11, 16, 7, 11, 16, 7 ], [ 5389, 3833, 1556, 5389, 3833, 1556 ], [ 0, 27.864846, 0, 0, 27.864846, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383210, 323748, -373900, -10469, 175187, -105195 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5457, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601366400000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757882722688, "expiration_time": 1762580448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.61096 } } }
# | 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) |
---|