| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1319739.4084 | 1331440.1229 | -11700.7145 | 324360.1562 | 419535.3231 | -95175.167 |
| Total P&L (%) | 1319.7394 | 1331.4401 | -11.7007 | 324.3602 | 419.5353 | -95.1752 |
| Avg Daily Profit (%) | 0.7253 | 0.7318 | -0.0064 | 0.0795 | 0.0906 | -0.1665 |
| Buy And Hold Return (%) | 629.4766 | 629.4766 | 629.4766 | 629.4766 | 629.4766 | 629.4766 |
| Max Trade Drawdown | -115604 | -111607 | -42785 | -1022524 | -1000962 | -177020 |
| Profit Factor | 3.5175 | 4.0528 | 0.8672 | 1.1269 | 1.1878 | 0.7044 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Profitability (%) | 40 | 38.4615 | 41.5094 | 40 | 38.4615 | 41.5094 |
| Ratio Avg Win / Avg Loss | 5.2762 | 6.4846 | 1.2219 | 1.6904 | 1.9005 | 0.9925 |
| Largest Winning Trade | 715422 | 715422 | 12001 | 976653 | 976653 | 57288 |
| Largest Losing Trade | -79223 | -79223 | -22978 | -828786 | -828786 | -71559 |
| Avg Bars in Trades | 202 | 392 | 15 | 202 | 392 | 15 |
| Avg Bars in Winners | 250 | 505 | 18 | 250 | 505 | 18 |
| Avg Bars in Losers | 170 | 322 | 13 | 170 | 322 | 13 |
| Bars Traded | 21238 | 20427 | 811 | 21238 | 20427 | 811 |
| Profit Streak | 0 | 89.9916 | 0 | 0 | 89.9916 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337710 | -169619 | -762190 | -336041 | -433786 | -763857 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21834,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601438400000,
"last_datapoint_time": 1757995200000,
"evaluation_time": 1758001675925,
"expiration_time": 1763654572800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 38,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
1319739.4084202487,
1331440.1228828202,
-11700.7144625714,
324360.156151859,
419535.3231464861,
-95175.1669946269
],
[
1319.739408,
1331.440123,
-11.700714,
324.360156,
419.535323,
-95.175167
],
[
0.725331,
0.731762,
-0.006431,
0.079472,
0.090602,
-0.166467
],
[
629.476557,
629.476557,
629.476557,
629.476557,
629.476557,
629.476557
],
[
-115604,
-111607,
-42785,
-1022524,
-1000962,
-177020
],
[
3.517476,
4.052844,
0.867188,
1.126914,
1.187811,
0.704374
],
[
105,
52,
53,
105,
52,
53
],
[
42,
20,
22,
42,
20,
22
],
[
63,
32,
31,
63,
32,
31
],
[
40,
38.461538,
41.509434,
40,
38.461538,
41.509434
],
[
5.276213,
6.48455,
1.221947,
1.69037,
1.900498,
0.992526
],
[
715422,
715422,
12001,
976653,
976653,
57288
],
[
-79223,
-79223,
-22978,
-828786,
-828786,
-71559
],
[
202,
392,
15,
202,
392,
15
],
[
250,
505,
18,
250,
505,
18
],
[
170,
322,
13,
170,
322,
13
],
[
21238,
20427,
811,
21238,
20427,
811
],
[
0,
89.991619,
0,
0,
89.991619,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337710,
-169619,
-762190,
-336041,
-433786,
-763857
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21834,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601438400000,
"last_datapoint_time": 1757995200000,
"evaluation_time": 1758001675925,
"expiration_time": 1763654572800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 38,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|