| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -715633.9338 | 1216.4272 | -716850.361 | 5059744.3094 | 1517218.9864 | 3542525.323 |
| Total P&L (%) | -715.6339 | 1.2164 | -716.8504 | 5059.7443 | 1517.219 | 3542.5253 |
| Avg Daily Profit (%) | -0.3914 | 0.0007 | -0.3921 | 0.2159 | 0.1524 | 0.1968 |
| Buy And Hold Return (%) | 841.7931 | 841.7931 | 841.7931 | 841.7931 | 841.7931 | 841.7931 |
| Max Trade Drawdown | -880575 | -70033 | -841292 | -1640682 | -421569 | -1976980 |
| Profit Factor | 0.387 | 1.0093 | 0.3088 | 1.9147 | 2.0767 | 1.8593 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 101 | 45 | 56 | 67 | 35 | 32 |
| Losing Trades | 34 | 23 | 11 | 68 | 33 | 35 |
| Profitability (%) | 74.8148 | 66.1765 | 83.5821 | 49.6296 | 51.4706 | 47.7612 |
| Ratio Avg Win / Avg Loss | 0.1303 | 0.5159 | 0.0607 | 1.9432 | 1.958 | 2.0336 |
| Largest Winning Trade | 28281 | 13106 | 28281 | 3357555 | 771151 | 3357555 |
| Largest Losing Trade | -659643 | -66953 | -659643 | -1492349 | -215211 | -1492349 |
| Avg Bars in Trades | 44 | 11 | 77 | 44 | 11 | 77 |
| Avg Bars in Winners | 21 | 4 | 34 | 41 | 14 | 71 |
| Avg Bars in Losers | 111 | 25 | 293 | 46 | 8 | 82 |
| Bars Traded | 5969 | 787 | 5182 | 5969 | 787 | 5182 |
| Profit Streak | 92.8428 | 93.0928 | 0 | 92.8428 | 93.0928 | 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 | -576366 | -675861 | -693221 | 429208 | -104780 | -108326 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7313,
"evaluation_days": 1828.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758693600000,
"evaluation_time": 1758701615944,
"expiration_time": 1763432424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 166,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
-715633.9338398937,
1216.427169362,
-716850.3610092555,
5059744.3093869295,
1517218.9863781587,
3542525.3230087715
],
[
-715.633934,
1.216427,
-716.850361,
5059.744309,
1517.218986,
3542.525323
],
[
-0.391431,
0.000665,
-0.392096,
0.215929,
0.152354,
0.196844
],
[
841.793103,
841.793103,
841.793103,
841.793103,
841.793103,
841.793103
],
[
-880575,
-70033,
-841292,
-1640682,
-421569,
-1976980
],
[
0.386976,
1.009342,
0.308844,
1.914671,
2.07669,
1.859292
],
[
135,
68,
67,
135,
68,
67
],
[
101,
45,
56,
67,
35,
32
],
[
34,
23,
11,
68,
33,
35
],
[
74.814815,
66.176471,
83.58209,
49.62963,
51.470588,
47.761194
],
[
0.130269,
0.515886,
0.060666,
1.943248,
1.958022,
2.0336
],
[
28281,
13106,
28281,
3357555,
771151,
3357555
],
[
-659643,
-66953,
-659643,
-1492349,
-215211,
-1492349
],
[
44,
11,
77,
44,
11,
77
],
[
21,
4,
34,
41,
14,
71
],
[
111,
25,
293,
46,
8,
82
],
[
5969,
787,
5182,
5969,
787,
5182
],
[
92.842777,
93.092777,
0,
92.842777,
93.092777,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576366,
-675861,
-693221,
429208,
-104780,
-108326
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7313,
"evaluation_days": 1828.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758693600000,
"evaluation_time": 1758701615944,
"expiration_time": 1763432424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 166,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|