| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1170893.8233 | 999852.7516 | 171041.0716 | 26616544.8248 | 28048827.7556 | -1432282.9308 |
| Total P&L (%) | 1170.8938 | 999.8528 | 171.0411 | 26616.5448 | 28048.8278 | -1432.2829 |
| Avg Daily Profit (%) | 0.6457 | 0.5514 | 0.0943 | 0.3086 | 0.3115 | 0 |
| Buy And Hold Return (%) | 531.0843 | 531.0843 | 531.0843 | 531.0843 | 531.0843 | 531.0843 |
| Max Trade Drawdown | -91856 | -70310 | -65254 | -36073446 | -28571091 | -26246851 |
| Profit Factor | 2.4627 | 3.638 | 1.4058 | 1.194 | 1.4517 | 0.9809 |
| Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
| Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
| Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
| Profitability (%) | 42.7136 | 39.3939 | 46 | 42.7136 | 39.3939 | 46 |
| Ratio Avg Win / Avg Loss | 3.3029 | 5.597 | 1.6503 | 1.6013 | 2.2333 | 1.1515 |
| Largest Winning Trade | 302664 | 302664 | 64822 | 25411878 | 25411878 | 11644640 |
| Largest Losing Trade | -44964 | -23893 | -44964 | -7873988 | -5965866 | -7873988 |
| Avg Bars in Trades | 108 | 102 | 113 | 108 | 102 | 113 |
| Avg Bars in Winners | 187 | 187 | 188 | 187 | 187 | 188 |
| Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
| Bars Traded | 21563 | 10189 | 11374 | 21563 | 10189 | 11374 |
| 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 | 332077 | 207039 | -232825 | 41100 | 241120 | -580954 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21761,
"evaluation_days": 1813.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601589600000,
"last_datapoint_time": 1757469600000,
"evaluation_time": 1757474534023,
"expiration_time": 1763110051200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 38,
"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": [
[
1170893.823269948,
999852.7516350916,
171041.0716348568,
26616544.824788194,
28048827.75560423,
-1432282.930816026
],
[
1170.893823,
999.852752,
171.041072,
26616.544825,
28048.827756,
-1432.282931
],
[
0.645683,
0.551363,
0.09432,
0.308615,
0.311504,
0
],
[
531.084337,
531.084337,
531.084337,
531.084337,
531.084337,
531.084337
],
[
-91856,
-70310,
-65254,
-36073446,
-28571091,
-26246851
],
[
2.462719,
3.638019,
1.405816,
1.193985,
1.451664,
0.98093
],
[
199,
99,
100,
199,
99,
100
],
[
85,
39,
46,
85,
39,
46
],
[
114,
60,
54,
114,
60,
54
],
[
42.713568,
39.393939,
46,
42.713568,
39.393939,
46
],
[
3.302941,
5.596953,
1.650305,
1.601345,
2.233329,
1.151527
],
[
302664,
302664,
64822,
25411878,
25411878,
11644640
],
[
-44964,
-23893,
-44964,
-7873988,
-5965866,
-7873988
],
[
108,
102,
113,
108,
102,
113
],
[
187,
187,
188,
187,
187,
188
],
[
49,
48,
49,
49,
48,
49
],
[
21563,
10189,
11374,
21563,
10189,
11374
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332077,
207039,
-232825,
41100,
241120,
-580954
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21761,
"evaluation_days": 1813.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601589600000,
"last_datapoint_time": 1757469600000,
"evaluation_time": 1757474534023,
"expiration_time": 1763110051200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 38,
"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) |
|---|