| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1454869.3177 | 1434779.8327 | 20089.485 | 603704.5005 | 597970.5455 | 5733.955 |
| Total P&L (%) | 1454.8693 | 1434.7798 | 20.0895 | 603.7045 | 597.9705 | 5.734 |
| Avg Daily Profit (%) | 0.7998 | 0.7887 | 0.011 | 0.1073 | 0.1069 | 0.0031 |
| Buy And Hold Return (%) | 697.3422 | 697.3422 | 697.3422 | 697.3422 | 697.3422 | 697.3422 |
| Max Trade Drawdown | -151412 | -148852 | -25135 | -3253782 | -3102020 | -362876 |
| Profit Factor | 3.5698 | 4.1063 | 1.1927 | 1.0829 | 1.0968 | 1.0052 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 47.8261 | 38.2353 | 57.1429 | 47.8261 | 38.2353 | 57.1429 |
| Ratio Avg Win / Avg Loss | 3.8944 | 6.6332 | 0.8946 | 1.1813 | 1.7718 | 0.7539 |
| Largest Winning Trade | 723366 | 723366 | 18830 | 3086217 | 3086217 | 150245 |
| Largest Losing Trade | -54192 | -54192 | -12647 | -1346550 | -1346550 | -292078 |
| Avg Bars in Trades | 290 | 555 | 32 | 290 | 555 | 32 |
| Avg Bars in Winners | 342 | 820 | 31 | 342 | 820 | 31 |
| Avg Bars in Losers | 242 | 391 | 34 | 242 | 391 | 34 |
| Bars Traded | 20036 | 18896 | 1140 | 20036 | 18896 | 1140 |
| Profit Streak | 78.3098 | 0 | 158.3931 | 78.3098 | 0 | 158.3931 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -92968 | 328005 | -352158 | -451031 | -333183 | -569129 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21829,
"evaluation_days": 1819.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601978400000,
"last_datapoint_time": 1757959200000,
"evaluation_time": 1757964362917,
"expiration_time": 1763617276800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 81,
"offset": 0,
"std": 1.50447
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 171,
"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": [
[
1454869.3177315868,
1434779.8326983403,
20089.4850332459,
603704.5004649869,
597970.5454511911,
5733.9550137949
],
[
1454.869318,
1434.779833,
20.089485,
603.7045,
597.970545,
5.733955
],
[
0.799783,
0.788739,
0.011044,
0.10732,
0.10687,
0.003065
],
[
697.342193,
697.342193,
697.342193,
697.342193,
697.342193,
697.342193
],
[
-151412,
-148852,
-25135,
-3253782,
-3102020,
-362876
],
[
3.569841,
4.106252,
1.192739,
1.08285,
1.096817,
1.005164
],
[
69,
34,
35,
69,
34,
35
],
[
33,
13,
20,
33,
13,
20
],
[
36,
21,
15,
36,
21,
15
],
[
47.826087,
38.235294,
57.142857,
47.826087,
38.235294,
57.142857
],
[
3.894372,
6.633177,
0.894554,
1.181291,
1.771781,
0.753873
],
[
723366,
723366,
18830,
3086217,
3086217,
150245
],
[
-54192,
-54192,
-12647,
-1346550,
-1346550,
-292078
],
[
290,
555,
32,
290,
555,
32
],
[
342,
820,
31,
342,
820,
31
],
[
242,
391,
34,
242,
391,
34
],
[
20036,
18896,
1140,
20036,
18896,
1140
],
[
78.309756,
0,
158.393089,
78.309756,
0,
158.393089
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-92968,
328005,
-352158,
-451031,
-333183,
-569129
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21829,
"evaluation_days": 1819.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601978400000,
"last_datapoint_time": 1757959200000,
"evaluation_time": 1757964362917,
"expiration_time": 1763617276800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 81,
"offset": 0,
"std": 1.50447
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 171,
"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) |
|---|