Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -895117.6526 | 98405.934 | -993523.5866 | -1607371.0581 | -7394791.1707 | 5787420.1126 |
Total P&L (%) | -895.1177 | 98.4059 | -993.5236 | -1607.3711 | -7394.7912 | 5787.4201 |
Avg Daily Profit (%) | -0.4929 | 0.0542 | -0.5471 | 0 | 0 | 0.2247 |
Buy And Hold Return (%) | 618.6853 | 618.6853 | 618.6853 | 618.6853 | 618.6853 | 618.6853 |
Max Trade Drawdown | -1057761 | -134806 | -1068500 | -13623447 | -10382851 | -4948082 |
Profit Factor | 0.4299 | 1.3854 | 0.2444 | 0.9403 | 0.4843 | 1.4603 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 28 | 13 | 15 |
Losing Trades | 25 | 12 | 13 | 34 | 18 | 16 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2905 | 0.875 | 0.1765 | 1.1418 | 0.6705 | 1.5577 |
Largest Winning Trade | 72625 | 72625 | 58268 | 13274582 | 1794516 | 13274582 |
Largest Losing Trade | -517289 | -79820 | -517289 | -9166182 | -9166182 | -4905701 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 34 | 37 | 32 | 59 | 61 | 58 |
Avg Bars in Losers | 88 | 91 | 86 | 53 | 55 | 51 |
Bars Traded | 3503 | 1801 | 1702 | 3503 | 1801 | 1702 |
Profit Streak | 34.9951 | 168.4951 | 0 | 0 | 0 | 157.9951 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737480 | -284616 | -579772 | -739492 | -583954 | 385951 |
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757634772297, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.67704 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } } }
{ "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": [ [ -895117.6525671016, 98405.9339834012, -993523.5865505032, -1607371.058071474, -7394791.170676945, 5787420.112605469 ], [ -895.117653, 98.405934, -993.523587, -1607.371058, -7394.791171, 5787.420113 ], [ -0.492906, 0.054188, -0.547094, 0, 0, 0.224668 ], [ 618.685326, 618.685326, 618.685326, 618.685326, 618.685326, 618.685326 ], [ -1057761, -134806, -1068500, -13623447, -10382851, -4948082 ], [ 0.429925, 1.385437, 0.244392, 0.940272, 0.484283, 1.460317 ], [ 62, 31, 31, 62, 31, 31 ], [ 37, 19, 18, 28, 13, 15 ], [ 25, 12, 13, 34, 18, 16 ], [ 59.677419, 61.290323, 58.064516, 45.16129, 41.935484, 48.387097 ], [ 0.29049, 0.875013, 0.176505, 1.141759, 0.670546, 1.557672 ], [ 72625, 72625, 58268, 13274582, 1794516, 13274582 ], [ -517289, -79820, -517289, -9166182, -9166182, -4905701 ], [ 56, 58, 54, 56, 58, 54 ], [ 34, 37, 32, 59, 61, 58 ], [ 88, 91, 86, 53, 55, 51 ], [ 3503, 1801, 1702, 3503, 1801, 1702 ], [ 34.99505, 168.49505, 0, 0, 0, 157.99505 ], [ 1, 3, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -737480, -284616, -579772, -739492, -583954, 385951 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757634772297, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.67704 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } } }
# | 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) |
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