| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1709676.2199 | -217901.4991 | -1491774.7208 | -100005.2842 | 2312208.3135 | -2412213.5977 |
| Total P&L (%) | -1709.6762 | -217.9015 | -1491.7747 | -100.0053 | 2312.2083 | -2412.2136 |
| Avg Daily Profit (%) | -0.9411 | -0.1199 | -0.8212 | 0 | 0.1754 | 0 |
| Buy And Hold Return (%) | 702.7982 | 702.7982 | 702.7982 | 702.7982 | 702.7982 | 702.7982 |
| Max Trade Drawdown | -1853912 | -369085 | -1573011 | -6765954 | -2419378 | -5411901 |
| Profit Factor | 0.4257 | 0.7491 | 0.2924 | 0.9957 | 1.2915 | 0.8431 |
| Total Trades | 1149 | 575 | 574 | 1149 | 575 | 574 |
| Winning Trades | 753 | 381 | 372 | 562 | 285 | 277 |
| Losing Trades | 396 | 194 | 202 | 587 | 290 | 297 |
| Profitability (%) | 65.5352 | 66.2609 | 64.8084 | 48.9121 | 49.5652 | 48.2578 |
| Ratio Avg Win / Avg Loss | 0.2239 | 0.3815 | 0.1588 | 1.04 | 1.3141 | 0.904 |
| Largest Winning Trade | 14237 | 14237 | 9916 | 7133743 | 3647309 | 7133743 |
| Largest Losing Trade | -931297 | -65285 | -931297 | -4266066 | -835541 | -4266066 |
| Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
| Avg Bars in Winners | 4 | 4 | 4 | 18 | 19 | 16 |
| Avg Bars in Losers | 45 | 51 | 38 | 19 | 21 | 16 |
| Bars Traded | 21520 | 11835 | 9685 | 21520 | 11835 | 9685 |
| Profit Streak | 0 | 0 | 0 | 8.3028 | 8.3028 | 8.3862 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -572400 | -575943 | -576137 | -571570 | 312829 | -577609 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602165600000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757754963839,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.5672,
"nb": 0.94725,
"nc": 0.81828
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 197,
"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": [
[
-1709676.2199298127,
-217901.4991076738,
-1491774.7208221415,
-100005.2841877972,
2312208.3135394454,
-2412213.597727242
],
[
-1709.67622,
-217.901499,
-1491.774721,
-100.005284,
2312.208314,
-2412.213598
],
[
-0.941104,
-0.119946,
-0.821159,
0,
0.175371,
0
],
[
702.798221,
702.798221,
702.798221,
702.798221,
702.798221,
702.798221
],
[
-1853912,
-369085,
-1573011,
-6765954,
-2419378,
-5411901
],
[
0.425685,
0.749139,
0.292422,
0.995709,
1.291491,
0.843117
],
[
1149,
575,
574,
1149,
575,
574
],
[
753,
381,
372,
562,
285,
277
],
[
396,
194,
202,
587,
290,
297
],
[
65.535248,
66.26087,
64.808362,
48.912097,
49.565217,
48.25784
],
[
0.223866,
0.381452,
0.158788,
1.040003,
1.314149,
0.903992
],
[
14237,
14237,
9916,
7133743,
3647309,
7133743
],
[
-931297,
-65285,
-931297,
-4266066,
-835541,
-4266066
],
[
18,
20,
16,
18,
20,
16
],
[
4,
4,
4,
18,
19,
16
],
[
45,
51,
38,
19,
21,
16
],
[
21520,
11835,
9685,
21520,
11835,
9685
],
[
0,
0,
0,
8.302822,
8.302822,
8.386156
],
[
0,
0,
0,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-572400,
-575943,
-576137,
-571570,
312829,
-577609
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602165600000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757754963839,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.5672,
"nb": 0.94725,
"nc": 0.81828
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 197,
"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) |
|---|