Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290162.6987 | 1174788.7922 | 115373.9066 | 9082993.3414 | 6734669.3087 | 2348324.0327 |
Total P&L (%) | 1290.1627 | 1174.7888 | 115.3739 | 9082.9933 | 6734.6693 | 2348.324 |
Avg Daily Profit (%) | 0.7093 | 0.6458 | 0.0634 | 0.2488 | 0.2325 | 0.176 |
Buy And Hold Return (%) | 588.5095 | 588.5095 | 588.5095 | 588.5095 | 588.5095 | 588.5095 |
Max Trade Drawdown | -74746 | -57356 | -50862 | -3550056 | -1453495 | -3238490 |
Profit Factor | 4.7955 | 8.0819 | 1.663 | 1.8478 | 2.3009 | 1.4241 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 37.931 | 46.6667 | 42.3729 | 37.931 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.5219 | 13.2249 | 1.9005 | 2.513 | 3.7651 | 1.6276 |
Largest Winning Trade | 538160 | 538160 | 69758 | 5496529 | 5496529 | 3054077 |
Largest Losing Trade | -32066 | -30008 | -32066 | -1310688 | -758270 | -1310688 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 3352 | 1647 | 1705 | 3352 | 1647 | 1705 |
Profit Streak | 88.5213 | 0 | 264.0213 | 88.5213 | 0 | 264.0213 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167479 | 313701 | -271238 | -169946 | 286126 | 258529 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757853041711, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.77342 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.16977 } } }
{ "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": [ [ 1290162.6987445506, 1174788.7921728063, 115373.9065717441, 9082993.3414271, 6734669.308706904, 2348324.0327201975 ], [ 1290.162699, 1174.788792, 115.373907, 9082.993341, 6734.669309, 2348.324033 ], [ 0.70927, 0.645843, 0.063427, 0.248794, 0.232518, 0.175965 ], [ 588.50946, 588.50946, 588.50946, 588.50946, 588.50946, 588.50946 ], [ -74746, -57356, -50862, -3550056, -1453495, -3238490 ], [ 4.795545, 8.081866, 1.662961, 1.847793, 2.300882, 1.424139 ], [ 59, 29, 30, 59, 29, 30 ], [ 25, 11, 14, 25, 11, 14 ], [ 34, 18, 16, 34, 18, 16 ], [ 42.372881, 37.931034, 46.666667, 42.372881, 37.931034, 46.666667 ], [ 6.521941, 13.224872, 1.900527, 2.512999, 3.76508, 1.627587 ], [ 538160, 538160, 69758, 5496529, 5496529, 3054077 ], [ -32066, -30008, -32066, -1310688, -758270, -1310688 ], [ 56, 56, 56, 56, 56, 56 ], [ 97, 95, 99, 97, 95, 99 ], [ 27, 33, 19, 27, 33, 19 ], [ 3352, 1647, 1705, 3352, 1647, 1705 ], [ 88.521316, 0, 264.021316, 88.521316, 0, 264.021316 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167479, 313701, -271238, -169946, 286126, 258529 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757853041711, "expiration_time": 1762566048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.77342 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.16977 } } }
# | 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) |
---|