| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1657888.7649 | 1518141.3834 | 139747.3815 | 20312689.6906 | 14640443.5775 | 5672246.1131 |
| Total P&L (%) | 1657.8888 | 1518.1414 | 139.7474 | 20312.6897 | 14640.4436 | 5672.2461 |
| Avg Daily Profit (%) | 0.9079 | 0.8314 | 0.0765 | 0.2917 | 0.2738 | 0.2223 |
| Buy And Hold Return (%) | 668.4134 | 668.4134 | 668.4134 | 668.4134 | 668.4134 | 668.4134 |
| Max Trade Drawdown | -75730 | -58169 | -52434 | -19392316 | -12119588 | -13310122 |
| Profit Factor | 3.1844 | 5.1168 | 1.3581 | 1.2736 | 1.3791 | 1.1593 |
| Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
| Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Losing Trades | 148 | 75 | 73 | 148 | 75 | 73 |
| Profitability (%) | 33.0317 | 31.8182 | 34.2342 | 33.0317 | 31.8182 | 34.2342 |
| Ratio Avg Win / Avg Loss | 6.456 | 10.9645 | 2.6091 | 2.5821 | 2.9552 | 2.227 |
| Largest Winning Trade | 935852 | 935852 | 76937 | 13722169 | 13722169 | 7068196 |
| Largest Losing Trade | -18458 | -18458 | -16894 | -4700063 | -4700063 | -2958619 |
| Avg Bars in Trades | 97 | 87 | 106 | 97 | 87 | 106 |
| Avg Bars in Winners | 218 | 200 | 235 | 218 | 200 | 235 |
| Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
| Bars Traded | 21509 | 9637 | 11872 | 21509 | 9637 | 11872 |
| 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 | 367802 | 311799 | -261385 | 158871 | 108533 | -42391 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758592829912,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.90746
}
}
}
{
"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": [
[
1657888.764866952,
1518141.3833502457,
139747.3815167061,
20312689.69061391,
14640443.57753025,
5672246.113083664
],
[
1657.888765,
1518.141383,
139.747382,
20312.689691,
14640.443578,
5672.246113
],
[
0.907895,
0.831366,
0.076529,
0.29169,
0.273811,
0.222343
],
[
668.413427,
668.413427,
668.413427,
668.413427,
668.413427,
668.413427
],
[
-75730,
-58169,
-52434,
-19392316,
-12119588,
-13310122
],
[
3.184393,
5.116753,
1.358144,
1.273628,
1.379104,
1.15926
],
[
221,
110,
111,
221,
110,
111
],
[
73,
35,
38,
73,
35,
38
],
[
148,
75,
73,
148,
75,
73
],
[
33.031674,
31.818182,
34.234234,
33.031674,
31.818182,
34.234234
],
[
6.45603,
10.96447,
2.609067,
2.582149,
2.955224,
2.226999
],
[
935852,
935852,
76937,
13722169,
13722169,
7068196
],
[
-18458,
-18458,
-16894,
-4700063,
-4700063,
-2958619
],
[
97,
87,
106,
97,
87,
106
],
[
218,
200,
235,
218,
200,
235
],
[
37,
35,
40,
37,
35,
40
],
[
21509,
9637,
11872,
21509,
9637,
11872
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367802,
311799,
-261385,
158871,
108533,
-42391
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758592829912,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.90746
}
}
}
| # | 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) |
|---|