| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 940238.9002 | 832791.381 | 107447.5192 | 13821303.2447 | 13657826.1829 | 163477.0618 |
| Total P&L (%) | 940.2389 | 832.7914 | 107.4475 | 13821.3032 | 13657.8262 | 163.4771 |
| Avg Daily Profit (%) | 0.5145 | 0.4557 | 0.0588 | 0.2705 | 0.2698 | 0.053 |
| Buy And Hold Return (%) | 738.0661 | 738.0661 | 738.0661 | 738.0661 | 738.0661 | 738.0661 |
| Max Trade Drawdown | -89199 | -31280 | -89191 | -8589710 | -3327519 | -5262190 |
| Profit Factor | 2.4266 | 4.6004 | 1.2512 | 1.4305 | 2.1768 | 1.008 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
| Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
| Profitability (%) | 42.328 | 45.2632 | 39.3617 | 42.328 | 45.2632 | 39.3617 |
| Ratio Avg Win / Avg Loss | 3.3062 | 5.5633 | 1.9275 | 1.9491 | 2.6324 | 1.5528 |
| Largest Winning Trade | 221823 | 221823 | 74085 | 5436099 | 4188861 | 5436099 |
| Largest Losing Trade | -20630 | -14237 | -20630 | -2155026 | -1305631 | -2155026 |
| Avg Bars in Trades | 28 | 13 | 43 | 28 | 13 | 43 |
| Avg Bars in Winners | 52 | 23 | 85 | 52 | 23 | 85 |
| Avg Bars in Losers | 10 | 5 | 15 | 10 | 5 | 15 |
| Bars Traded | 5384 | 1308 | 4076 | 5384 | 1308 | 4076 |
| Profit Streak | 15.0586 | 19.0586 | 0 | 15.0586 | 19.0586 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -66338 | -109428 | -283727 | 342092 | 412940 | -502960 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5482,
"evaluation_days": 1827.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758619460419,
"expiration_time": 1763322048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 79,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.85299,
"nc": 0.1
}
}
} {
"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": [
[
940238.9001871891,
832791.3809985843,
107447.5191886054,
13821303.244696967,
13657826.182894524,
163477.0618024365
],
[
940.2389,
832.791381,
107.447519,
13821.303245,
13657.826183,
163.477062
],
[
0.514542,
0.455742,
0.0588,
0.270486,
0.269838,
0.053031
],
[
738.066148,
738.066148,
738.066148,
738.066148,
738.066148,
738.066148
],
[
-89199,
-31280,
-89191,
-8589710,
-3327519,
-5262190
],
[
2.426591,
4.600436,
1.251176,
1.43052,
2.176781,
1.007975
],
[
189,
95,
94,
189,
95,
94
],
[
80,
43,
37,
80,
43,
37
],
[
109,
52,
57,
109,
52,
57
],
[
42.328042,
45.263158,
39.361702,
42.328042,
45.263158,
39.361702
],
[
3.30623,
5.563318,
1.927487,
1.949083,
2.632386,
1.552827
],
[
221823,
221823,
74085,
5436099,
4188861,
5436099
],
[
-20630,
-14237,
-20630,
-2155026,
-1305631,
-2155026
],
[
28,
13,
43,
28,
13,
43
],
[
52,
23,
85,
52,
23,
85
],
[
10,
5,
15,
10,
5,
15
],
[
5384,
1308,
4076,
5384,
1308,
4076
],
[
15.05857,
19.05857,
0,
15.05857,
19.05857,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-66338,
-109428,
-283727,
342092,
412940,
-502960
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5482,
"evaluation_days": 1827.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758619460419,
"expiration_time": 1763322048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 79,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.85299,
"nc": 0.1
}
}
}
| # | 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) |
|---|