| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1725020.8624 | 1695784.5597 | 29236.3027 | 1071355.388 | 2059675.2441 | -988319.8562 |
| Total P&L (%) | 1725.0209 | 1695.7846 | 29.2363 | 1071.3554 | 2059.6752 | -988.3199 |
| Avg Daily Profit (%) | 0.9487 | 0.9326 | 0.0161 | 0.1354 | 0.1691 | 0 |
| Buy And Hold Return (%) | 661.5903 | 661.5903 | 661.5903 | 661.5903 | 661.5903 | 661.5903 |
| Max Trade Drawdown | -175905 | -139769 | -79543 | -6893013 | -4286014 | -2766755 |
| Profit Factor | 2.628 | 3.7008 | 1.0677 | 1.0399 | 1.1278 | 0.908 |
| Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
| Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Profitability (%) | 40.613 | 40 | 41.2214 | 40.613 | 40 | 41.2214 |
| Ratio Avg Win / Avg Loss | 3.8429 | 5.5512 | 1.5225 | 1.5206 | 1.6916 | 1.2947 |
| Largest Winning Trade | 1102954 | 1102954 | 35615 | 3068407 | 3068407 | 1041264 |
| Largest Losing Trade | -35743 | -35743 | -24149 | -974332 | -974332 | -760095 |
| Avg Bars in Trades | 81 | 117 | 46 | 81 | 117 | 46 |
| Avg Bars in Winners | 123 | 191 | 56 | 123 | 191 | 56 |
| Avg Bars in Losers | 53 | 67 | 39 | 53 | 67 | 39 |
| Bars Traded | 21388 | 15239 | 6149 | 21388 | 15239 | 6149 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452234 | 450925 | -485684 | -199068 | -78210 | -582731 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21819,
"evaluation_days": 1818.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601820000000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757892502337,
"expiration_time": 1763542684800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 240,
"offset": 0,
"std": 3.55358
}
}
}
{
"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": [
[
1725020.8623968181,
1695784.5596918254,
29236.3027049928,
1071355.3879599022,
2059675.2441315148,
-988319.8561716102
],
[
1725.020862,
1695.78456,
29.236303,
1071.355388,
2059.675244,
-988.319856
],
[
0.948726,
0.932647,
0.016079,
0.135428,
0.169126,
0
],
[
661.590252,
661.590252,
661.590252,
661.590252,
661.590252,
661.590252
],
[
-175905,
-139769,
-79543,
-6893013,
-4286014,
-2766755
],
[
2.628019,
3.700768,
1.067725,
1.039889,
1.127764,
0.907957
],
[
261,
130,
131,
261,
130,
131
],
[
106,
52,
54,
106,
52,
54
],
[
155,
78,
77,
155,
78,
77
],
[
40.613027,
40,
41.221374,
40.613027,
40,
41.221374
],
[
3.842858,
5.551152,
1.522496,
1.520592,
1.691647,
1.294679
],
[
1102954,
1102954,
35615,
3068407,
3068407,
1041264
],
[
-35743,
-35743,
-24149,
-974332,
-974332,
-760095
],
[
81,
117,
46,
81,
117,
46
],
[
123,
191,
56,
123,
191,
56
],
[
53,
67,
39,
53,
67,
39
],
[
21388,
15239,
6149,
21388,
15239,
6149
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452234,
450925,
-485684,
-199068,
-78210,
-582731
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21819,
"evaluation_days": 1818.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601820000000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757892502337,
"expiration_time": 1763542684800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 240,
"offset": 0,
"std": 3.55358
}
}
}
| # | 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) |
|---|