| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1179168.3198 | 1171263.1793 | 7905.1404 | 660531.0173 | 1633001.324 | -972470.3067 |
| Total P&L (%) | 1179.1683 | 1171.2632 | 7.9051 | 660.531 | 1633.0013 | -972.4703 |
| Avg Daily Profit (%) | 0.6395 | 0.6353 | 0.0043 | 0.1101 | 0.1548 | 0 |
| Buy And Hold Return (%) | 568.2459 | 568.2459 | 568.2459 | 568.2459 | 568.2459 | 568.2459 |
| Max Trade Drawdown | -93724 | -75240 | -104835 | -1249241 | -858362 | -1245871 |
| Profit Factor | 2.5453 | 4.3392 | 1.0192 | 1.1052 | 1.5979 | 0.726 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Profitability (%) | 46.5116 | 47.6923 | 45.3125 | 46.5116 | 47.6923 | 45.3125 |
| Ratio Avg Win / Avg Loss | 2.927 | 4.7591 | 1.23 | 1.271 | 1.7526 | 0.8762 |
| Largest Winning Trade | 753389 | 753389 | 69584 | 930609 | 930609 | 362288 |
| Largest Losing Trade | -78298 | -30402 | -78298 | -1156447 | -422870 | -1156447 |
| Avg Bars in Trades | 168 | 170 | 165 | 168 | 170 | 165 |
| Avg Bars in Winners | 226 | 222 | 231 | 226 | 222 | 231 |
| Avg Bars in Losers | 117 | 123 | 110 | 117 | 123 | 110 |
| Bars Traded | 21680 | 11084 | 10596 | 21680 | 11084 | 10596 |
| Profit Streak | 30.1257 | 109.459 | 0 | 30.1257 | 109.459 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352235 | -118562 | -693585 | -266147 | -123705 | -722059 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22125,
"evaluation_days": 1843.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602273600000,
"last_datapoint_time": 1760090400000,
"evaluation_time": 1760094056170,
"expiration_time": 1765825200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 212,
"offset": 0
}
}
} {
"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": [
[
1179168.3197605142,
1171263.17932897,
7905.1404315447,
660531.0172833526,
1633001.3239773787,
-972470.3066940255
],
[
1179.16832,
1171.263179,
7.90514,
660.531017,
1633.001324,
-972.470307
],
[
0.639549,
0.635261,
0.004288,
0.1101,
0.154828,
0
],
[
568.245884,
568.245884,
568.245884,
568.245884,
568.245884,
568.245884
],
[
-93724,
-75240,
-104835,
-1249241,
-858362,
-1245871
],
[
2.545252,
4.339196,
1.019172,
1.105178,
1.597939,
0.725991
],
[
129,
65,
64,
129,
65,
64
],
[
60,
31,
29,
60,
31,
29
],
[
69,
34,
35,
69,
34,
35
],
[
46.511628,
47.692308,
45.3125,
46.511628,
47.692308,
45.3125
],
[
2.92704,
4.759118,
1.230035,
1.270955,
1.752578,
0.876196
],
[
753389,
753389,
69584,
930609,
930609,
362288
],
[
-78298,
-30402,
-78298,
-1156447,
-422870,
-1156447
],
[
168,
170,
165,
168,
170,
165
],
[
226,
222,
231,
226,
222,
231
],
[
117,
123,
110,
117,
123,
110
],
[
21680,
11084,
10596,
21680,
11084,
10596
],
[
30.12565,
109.458983,
0,
30.12565,
109.458983,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352235,
-118562,
-693585,
-266147,
-123705,
-722059
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22125,
"evaluation_days": 1843.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602273600000,
"last_datapoint_time": 1760090400000,
"evaluation_time": 1760094056170,
"expiration_time": 1765825200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 212,
"offset": 0
}
}
}
| # | 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) |
|---|