Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474976.7317 | 1373264.3025 | 101712.4292 | 7864354.0099 | 4841724.7784 | 3022629.2316 |
Total P&L (%) | 1474.9767 | 1373.2643 | 101.7124 | 7864.354 | 4841.7248 | 3022.6292 |
Avg Daily Profit (%) | 0.8138 | 0.7577 | 0.0561 | 0.2418 | 0.2154 | 0.19 |
Buy And Hold Return (%) | 499.5769 | 499.5769 | 499.5769 | 499.5769 | 499.5769 | 499.5769 |
Max Trade Drawdown | -110439 | -77668 | -70865 | -17731525 | -13343009 | -8485650 |
Profit Factor | 3.0838 | 4.7207 | 1.3003 | 1.1642 | 1.1902 | 1.1346 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 30.1136 | 27.2727 | 32.9545 | 30.1136 | 27.2727 | 32.9545 |
Ratio Avg Win / Avg Loss | 7.1568 | 12.5885 | 2.6454 | 2.7017 | 3.1738 | 2.3084 |
Largest Winning Trade | 812575 | 812575 | 70294 | 9448423 | 9448423 | 5017829 |
Largest Losing Trade | -27749 | -18996 | -27749 | -3583653 | -3583653 | -1752758 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 46 | 50 | 43 | 46 | 50 | 43 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3579 | 1758 | 1820 | 3579 | 1758 | 1820 |
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 | 337763 | -2779 | -289234 | -36975 | -21875 | -70653 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757301073013, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.6519 } }, "second_band": { "type": "hl2", "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": [ [ 1474976.7317358423, 1373264.3025213128, 101712.4292145298, 7864354.009936858, 4841724.778367356, 3022629.2315694937 ], [ 1474.976732, 1373.264303, 101.712429, 7864.35401, 4841.724778, 3022.629232 ], [ 0.81378, 0.757663, 0.056117, 0.241812, 0.215421, 0.190043 ], [ 499.576882, 499.576882, 499.576882, 499.576882, 499.576882, 499.576882 ], [ -110439, -77668, -70865, -17731525, -13343009, -8485650 ], [ 3.08382, 4.720691, 1.300271, 1.164163, 1.190191, 1.134648 ], [ 176, 88, 88, 176, 88, 88 ], [ 53, 24, 29, 53, 24, 29 ], [ 123, 64, 59, 123, 64, 59 ], [ 30.113636, 27.272727, 32.954545, 30.113636, 27.272727, 32.954545 ], [ 7.15679, 12.588508, 2.64538, 2.701738, 3.173842, 2.308421 ], [ 812575, 812575, 70294, 9448423, 9448423, 5017829 ], [ -27749, -18996, -27749, -3583653, -3583653, -1752758 ], [ 20, 19, 20, 20, 19, 20 ], [ 46, 50, 43, 46, 50, 43 ], [ 8, 8, 9, 8, 8, 9 ], [ 3579, 1758, 1820, 3579, 1758, 1820 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337763, -2779, -289234, -36975, -21875, -70653 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757301073013, "expiration_time": 1761987600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.6519 } }, "second_band": { "type": "hl2", "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) |
---|