Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1125920.5495 | 16443.5471 | -1142364.0967 | -1720835.2763 | -7837884.5599 | 6117049.2836 |
Total P&L (%) | -1125.9206 | 16.4435 | -1142.3641 | -1720.8353 | -7837.8846 | 6117.0493 |
Avg Daily Profit (%) | -0.6186 | 0.009 | -0.6277 | 0 | 0 | 0.2272 |
Buy And Hold Return (%) | 612.092 | 612.092 | 612.092 | 612.092 | 612.092 | 612.092 |
Max Trade Drawdown | -1233495 | -187476 | -1189785 | -31120834 | -21068144 | -10052689 |
Profit Factor | 0.3618 | 1.054 | 0.2176 | 0.9618 | 0.7043 | 1.3296 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 65 | 33 | 32 | 52 | 27 | 25 |
Losing Trades | 30 | 15 | 15 | 43 | 21 | 22 |
Profitability (%) | 68.4211 | 68.75 | 68.0851 | 54.7368 | 56.25 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.167 | 0.4791 | 0.102 | 0.7953 | 0.5478 | 1.17 |
Largest Winning Trade | 57043 | 57043 | 29781 | 9914493 | 3236247 | 9914493 |
Largest Losing Trade | -532052 | -78181 | -532052 | -18627735 | -18627735 | -7316251 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 26 | 29 | 23 | 47 | 47 | 48 |
Avg Bars in Losers | 119 | 121 | 117 | 65 | 72 | 59 |
Bars Traded | 5313 | 2801 | 2512 | 5313 | 2801 | 2512 |
Profit Streak | 43.5607 | 163.2274 | 43.5607 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576317 | -505319 | -577365 | -579910 | -579879 | 325060 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5460, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757971645170, "expiration_time": 1762669440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15173, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.7073 } } }
{ "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": [ [ -1125920.5495380356, 16443.5471366552, -1142364.096674691, -1720835.2762549056, -7837884.559866223, 6117049.2836113125 ], [ -1125.92055, 16.443547, -1142.364097, -1720.835276, -7837.88456, 6117.049284 ], [ -0.618638, 0.009035, -0.627673, 0, 0, 0.227174 ], [ 612.091993, 612.091993, 612.091993, 612.091993, 612.091993, 612.091993 ], [ -1233495, -187476, -1189785, -31120834, -21068144, -10052689 ], [ 0.361808, 1.054048, 0.217557, 0.961815, 0.704296, 1.329575 ], [ 95, 48, 47, 95, 48, 47 ], [ 65, 33, 32, 52, 27, 25 ], [ 30, 15, 15, 43, 21, 22 ], [ 68.421053, 68.75, 68.085106, 54.736842, 56.25, 53.191489 ], [ 0.166988, 0.479113, 0.10198, 0.795347, 0.547786, 1.170026 ], [ 57043, 57043, 29781, 9914493, 3236247, 9914493 ], [ -532052, -78181, -532052, -18627735, -18627735, -7316251 ], [ 55, 58, 53, 55, 58, 53 ], [ 26, 29, 23, 47, 47, 48 ], [ 119, 121, 117, 65, 72, 59 ], [ 5313, 2801, 2512, 5313, 2801, 2512 ], [ 43.560708, 163.227375, 43.560708, 0, 0, 0 ], [ 5, 6, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576317, -505319, -577365, -579910, -579879, 325060 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5460, "evaluation_days": 1820, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1757952000000, "evaluation_time": 1757971645170, "expiration_time": 1762669440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15173, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.7073 } } }
# | 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) |
---|