| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1410178.698 | 1366900.077 | 43278.621 | 1681578.4627 | 1870495.5506 | -188917.0879 |
| Total P&L (%) | 1410.1787 | 1366.9001 | 43.2786 | 1681.5785 | 1870.4956 | -188.9171 |
| Avg Daily Profit (%) | 0.7749 | 0.7511 | 0.0238 | 0.1584 | 0.1639 | 0 |
| Buy And Hold Return (%) | 801.9029 | 801.9029 | 801.9029 | 801.9029 | 801.9029 | 801.9029 |
| Max Trade Drawdown | -140475 | -101568 | -88729 | -4715276 | -3698923 | -2031696 |
| Profit Factor | 1.9312 | 2.8705 | 1.0552 | 1.0728 | 1.168 | 0.9842 |
| Total Trades | 904 | 452 | 452 | 904 | 452 | 452 |
| Winning Trades | 348 | 157 | 191 | 348 | 157 | 191 |
| Losing Trades | 556 | 295 | 261 | 556 | 295 | 261 |
| Profitability (%) | 38.4956 | 34.7345 | 42.2566 | 38.4956 | 34.7345 | 42.2566 |
| Ratio Avg Win / Avg Loss | 3.0854 | 5.3935 | 1.442 | 1.714 | 2.1946 | 1.3449 |
| Largest Winning Trade | 900686 | 900686 | 56373 | 2933232 | 2933232 | 857982 |
| Largest Losing Trade | -19830 | -18145 | -19830 | -1001123 | -734426 | -1001123 |
| Avg Bars in Trades | 23 | 27 | 20 | 23 | 27 | 20 |
| Avg Bars in Winners | 44 | 59 | 32 | 44 | 59 | 32 |
| Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
| Bars Traded | 21458 | 12252 | 9206 | 21458 | 12252 | 9206 |
| 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 | 311243 | 198646 | -487576 | -137378 | -35426 | -580038 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21837,
"evaluation_days": 1819.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602100800000,
"last_datapoint_time": 1758016800000,
"evaluation_time": 1758020769042,
"expiration_time": 1763676950400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 3.84187
}
}
}
{
"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": [
[
1410178.6979571327,
1366900.0769821983,
43278.620974936,
1681578.46272199,
1870495.5506194253,
-188917.087897433
],
[
1410.178698,
1366.900077,
43.278621,
1681.578463,
1870.495551,
-188.917088
],
[
0.77493,
0.751147,
0.023783,
0.158393,
0.163941,
0
],
[
801.902936,
801.902936,
801.902936,
801.902936,
801.902936,
801.902936
],
[
-140475,
-101568,
-88729,
-4715276,
-3698923,
-2031696
],
[
1.931164,
2.870458,
1.055228,
1.072793,
1.167985,
0.984212
],
[
904,
452,
452,
904,
452,
452
],
[
348,
157,
191,
348,
157,
191
],
[
556,
295,
261,
556,
295,
261
],
[
38.495575,
34.734513,
42.256637,
38.495575,
34.734513,
42.256637
],
[
3.085423,
5.393535,
1.44196,
1.714002,
2.194621,
1.344918
],
[
900686,
900686,
56373,
2933232,
2933232,
857982
],
[
-19830,
-18145,
-19830,
-1001123,
-734426,
-1001123
],
[
23,
27,
20,
23,
27,
20
],
[
44,
59,
32,
44,
59,
32
],
[
10,
9,
11,
10,
9,
11
],
[
21458,
12252,
9206,
21458,
12252,
9206
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311243,
198646,
-487576,
-137378,
-35426,
-580038
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21837,
"evaluation_days": 1819.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602100800000,
"last_datapoint_time": 1758016800000,
"evaluation_time": 1758020769042,
"expiration_time": 1763676950400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 3.84187
}
}
}
| # | 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) |
|---|