| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1302312.3882 | 1235411.1723 | 66901.2159 | 3914422.5292 | 4332494.0303 | -418071.5012 |
| Total P&L (%) | 1302.3124 | 1235.4112 | 66.9012 | 3914.4225 | 4332.494 | -418.0715 |
| Avg Daily Profit (%) | 0.7179 | 0.681 | 0.0369 | 0.2037 | 0.2092 | 0 |
| Buy And Hold Return (%) | 620.5637 | 620.5637 | 620.5637 | 620.5637 | 620.5637 | 620.5637 |
| Max Trade Drawdown | -91242 | -72636 | -75927 | -3233023 | -1894104 | -1961590 |
| Profit Factor | 3.3724 | 5.9592 | 1.2231 | 1.3429 | 1.9479 | 0.9389 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 45.5556 | 44.4444 | 46.6667 | 45.5556 | 44.4444 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.0304 | 7.4489 | 1.3979 | 1.605 | 2.4349 | 1.073 |
| Largest Winning Trade | 753389 | 753389 | 76263 | 3702874 | 3702874 | 1277584 |
| Largest Losing Trade | -31270 | -22858 | -31270 | -1291331 | -576646 | -1291331 |
| Avg Bars in Trades | 234 | 220 | 249 | 234 | 220 | 249 |
| Avg Bars in Winners | 367 | 324 | 409 | 367 | 324 | 409 |
| Avg Bars in Losers | 123 | 137 | 108 | 123 | 137 | 108 |
| Bars Traded | 21121 | 9916 | 11205 | 21121 | 9916 | 11205 |
| Profit Streak | 0 | 102.9121 | 0 | 0 | 102.9121 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402941 | 437866 | -311030 | 272785 | 369724 | -580341 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21770,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1757534400000,
"evaluation_time": 1757541205148,
"expiration_time": 1763177184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 235,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 187,
"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": [
[
1302312.3882268907,
1235411.1723002489,
66901.2159266426,
3914422.5291746035,
4332494.030325028,
-418071.5011504253
],
[
1302.312388,
1235.411172,
66.901216,
3914.422529,
4332.49403,
-418.071501
],
[
0.717856,
0.680979,
0.036877,
0.203743,
0.209215,
0
],
[
620.563685,
620.563685,
620.563685,
620.563685,
620.563685,
620.563685
],
[
-91242,
-72636,
-75927,
-3233023,
-1894104,
-1961590
],
[
3.372412,
5.959154,
1.223136,
1.342928,
1.947903,
0.938915
],
[
90,
45,
45,
90,
45,
45
],
[
41,
20,
21,
41,
20,
21
],
[
49,
25,
24,
49,
25,
24
],
[
45.555556,
44.444444,
46.666667,
45.555556,
44.444444,
46.666667
],
[
4.030443,
7.448942,
1.397869,
1.604963,
2.434879,
1.073046
],
[
753389,
753389,
76263,
3702874,
3702874,
1277584
],
[
-31270,
-22858,
-31270,
-1291331,
-576646,
-1291331
],
[
234,
220,
249,
234,
220,
249
],
[
367,
324,
409,
367,
324,
409
],
[
123,
137,
108,
123,
137,
108
],
[
21121,
9916,
11205,
21121,
9916,
11205
],
[
0,
102.912097,
0,
0,
102.912097,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402941,
437866,
-311030,
272785,
369724,
-580341
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21770,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1757534400000,
"evaluation_time": 1757541205148,
"expiration_time": 1763177184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 235,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 187,
"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) |
|---|