| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1177469.0027 | 1124576.2569 | 52892.7458 | 2453289.7352 | 3173035.0603 | -719745.325 |
| Total P&L (%) | 1177.469 | 1124.5763 | 52.8927 | 2453.2897 | 3173.0351 | -719.7453 |
| Avg Daily Profit (%) | 0.6446 | 0.6156 | 0.029 | 0.1775 | 0.1911 | 0 |
| Buy And Hold Return (%) | 607.2884 | 607.2884 | 607.2884 | 607.2884 | 607.2884 | 607.2884 |
| Max Trade Drawdown | -82138 | -57036 | -93047 | -2907531 | -1779898 | -1824540 |
| Profit Factor | 2.9016 | 5.42 | 1.145 | 1.2219 | 1.6555 | 0.8842 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 46.4 | 45.1613 | 47.619 | 46.4 | 45.1613 | 47.619 |
| Ratio Avg Win / Avg Loss | 3.3519 | 6.5815 | 1.2595 | 1.4115 | 2.0103 | 0.9726 |
| Largest Winning Trade | 648448 | 648448 | 77902 | 2790053 | 2790053 | 1030059 |
| Largest Losing Trade | -64646 | -26413 | -64646 | -833493 | -592228 | -833493 |
| Avg Bars in Trades | 85 | 77 | 93 | 85 | 77 | 93 |
| Avg Bars in Winners | 121 | 111 | 130 | 121 | 111 | 130 |
| Avg Bars in Losers | 55 | 49 | 60 | 55 | 49 | 60 |
| Bars Traded | 10722 | 4828 | 5894 | 10722 | 4828 | 5894 |
| Profit Streak | 0 | 117.381 | 0 | 0 | 117.381 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324476 | -142822 | -528600 | 151083 | -144724 | -728384 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758589720560,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"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": [
[
1177469.0026745773,
1124576.256920369,
52892.7457542082,
2453289.735224515,
3173035.0602618908,
-719745.3250373775
],
[
1177.469003,
1124.576257,
52.892746,
2453.289735,
3173.03506,
-719.745325
],
[
0.644599,
0.615643,
0.028956,
0.177528,
0.191148,
0
],
[
607.288358,
607.288358,
607.288358,
607.288358,
607.288358,
607.288358
],
[
-82138,
-57036,
-93047,
-2907531,
-1779898,
-1824540
],
[
2.901644,
5.420037,
1.145008,
1.22188,
1.65551,
0.884216
],
[
125,
62,
63,
125,
62,
63
],
[
58,
28,
30,
58,
28,
30
],
[
67,
34,
33,
67,
34,
33
],
[
46.4,
45.16129,
47.619048,
46.4,
45.16129,
47.619048
],
[
3.351899,
6.581473,
1.259509,
1.411482,
2.010263,
0.972638
],
[
648448,
648448,
77902,
2790053,
2790053,
1030059
],
[
-64646,
-26413,
-64646,
-833493,
-592228,
-833493
],
[
85,
77,
93,
85,
77,
93
],
[
121,
111,
130,
121,
111,
130
],
[
55,
49,
60,
55,
49,
60
],
[
10722,
4828,
5894,
10722,
4828,
5894
],
[
0,
117.381025,
0,
0,
117.381025,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324476,
-142822,
-528600,
151083,
-144724,
-728384
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758589720560,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"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) |
|---|