| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1558882.7474 | 1602093.6804 | -43210.933 | 162928.6218 | 519888.3214 | -356959.6996 |
| Total P&L (%) | 1558.8827 | 1602.0937 | -43.2109 | 162.9286 | 519.8883 | -356.9597 |
| Avg Daily Profit (%) | 0.8585 | 0.8823 | -0.0238 | 0.0533 | 0.1005 | 0 |
| Buy And Hold Return (%) | 535.4575 | 535.4575 | 535.4575 | 535.4575 | 535.4575 | 535.4575 |
| Max Trade Drawdown | -241913 | -194266 | -64084 | -2383843 | -2019614 | -477095 |
| Profit Factor | 2.8415 | 3.4667 | 0.7807 | 1.0317 | 1.1282 | 0.6701 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
| Profitability (%) | 44.0994 | 45 | 43.2099 | 44.0994 | 45 | 43.2099 |
| Ratio Avg Win / Avg Loss | 3.6019 | 4.2371 | 1.0261 | 1.3078 | 1.3789 | 0.8807 |
| Largest Winning Trade | 849854 | 849854 | 13998 | 2137885 | 2137885 | 102591 |
| Largest Losing Trade | -45808 | -45808 | -21336 | -873175 | -873175 | -345269 |
| Avg Bars in Trades | 129 | 245 | 14 | 129 | 245 | 14 |
| Avg Bars in Winners | 178 | 336 | 14 | 178 | 336 | 14 |
| Avg Bars in Losers | 91 | 171 | 14 | 91 | 171 | 14 |
| Bars Traded | 20847 | 19660 | 1187 | 20847 | 19660 | 1187 |
| Profit Streak | 0 | 88.8627 | 0 | 0 | 88.8627 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 503991 | -4094 | -593432 | -474672 | -324485 | -595098 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21790,
"evaluation_days": 1815.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601539200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757680937133,
"expiration_time": 1763326368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 151,
"offset": 0,
"std": 1.83482
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 3.82306
}
}
}
{
"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": [
[
1558882.7474320491,
1602093.6804327313,
-43210.9330006818,
162928.6218286583,
519888.3213913511,
-356959.6995626932
],
[
1558.882747,
1602.09368,
-43.210933,
162.928622,
519.888321,
-356.9597
],
[
0.858496,
0.882293,
-0.023797,
0.053252,
0.100521,
0
],
[
535.457498,
535.457498,
535.457498,
535.457498,
535.457498,
535.457498
],
[
-241913,
-194266,
-64084,
-2383843,
-2019614,
-477095
],
[
2.841497,
3.466698,
0.780701,
1.031716,
1.128205,
0.670113
],
[
161,
80,
81,
161,
80,
81
],
[
71,
36,
35,
71,
36,
35
],
[
90,
44,
46,
90,
44,
46
],
[
44.099379,
45,
43.209877,
44.099379,
45,
43.209877
],
[
3.601898,
4.237075,
1.026064,
1.307808,
1.378918,
0.88072
],
[
849854,
849854,
13998,
2137885,
2137885,
102591
],
[
-45808,
-45808,
-21336,
-873175,
-873175,
-345269
],
[
129,
245,
14,
129,
245,
14
],
[
178,
336,
14,
178,
336,
14
],
[
91,
171,
14,
91,
171,
14
],
[
20847,
19660,
1187,
20847,
19660,
1187
],
[
0,
88.862698,
0,
0,
88.862698,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503991,
-4094,
-593432,
-474672,
-324485,
-595098
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21790,
"evaluation_days": 1815.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601539200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757680937133,
"expiration_time": 1763326368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 151,
"offset": 0,
"std": 1.83482
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 3.82306
}
}
}
| # | 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) |
|---|