Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995525.7628 | 1056005.4185 | -60479.6557 | 149986.6274 | 890998.594 | -741011.9666 |
Total P&L (%) | 995.5258 | 1056.0054 | -60.4797 | 149.9866 | 890.9986 | -741.012 |
Avg Daily Profit (%) | 0.5476 | 0.5809 | -0.0333 | 0.0504 | 0.1262 | 0 |
Buy And Hold Return (%) | 623.7209 | 623.7209 | 623.7209 | 623.7209 | 623.7209 | 623.7209 |
Max Trade Drawdown | -168140 | -72441 | -135418 | -1189746 | -590775 | -772354 |
Profit Factor | 2.6958 | 5.648 | 0.8319 | 1.067 | 2.0305 | 0.4601 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0677 | 7.8203 | 0.7799 | 1.2142 | 2.8114 | 0.4313 |
Largest Winning Trade | 499609 | 499609 | 75149 | 990689 | 990689 | 89454 |
Largest Losing Trade | -53553 | -51100 | -53553 | -280037 | -280037 | -245020 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 3559 | 1680 | 1879 | 3559 | 1680 | 1879 |
Profit Streak | 0 | 103.1196 | 0 | 0 | 103.1196 | 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 | -153184 | 317064 | -580608 | -597901 | -54495 | -580608 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757775135124, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.77076 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 995525.7628102761, 1056005.418507339, -60479.6556970622, 149986.6274220675, 890998.5940453582, -741011.9666232901 ], [ 995.525763, 1056.005419, -60.479656, 149.986627, 890.998594, -741.011967 ], [ 0.547594, 0.580861, -0.033267, 0.050411, 0.126237, 0 ], [ 623.720885, 623.720885, 623.720885, 623.720885, 623.720885, 623.720885 ], [ -168140, -72441, -135418, -1189746, -590775, -772354 ], [ 2.695821, 5.648015, 0.831932, 1.067045, 2.030482, 0.460081 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 13, 16, 29, 13, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 46.774194, 41.935484, 51.612903, 46.774194, 41.935484, 51.612903 ], [ 3.067658, 7.820328, 0.779936, 1.214224, 2.811437, 0.431326 ], [ 499609, 499609, 75149, 990689, 990689, 89454 ], [ -53553, -51100, -53553, -280037, -280037, -245020 ], [ 57, 54, 60, 57, 54, 60 ], [ 79, 74, 84, 79, 74, 84 ], [ 37, 39, 35, 37, 39, 35 ], [ 3559, 1680, 1879, 3559, 1680, 1879 ], [ 0, 103.119619, 0, 0, 103.119619, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153184, 317064, -580608, -597901, -54495, -580608 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757775135124, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.77076 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|