| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1239248.8682 | 1155590.4454 | 83658.4229 | 5494758.1956 | 5556417.3873 | -61659.1918 |
| Total P&L (%) | 1239.2489 | 1155.5904 | 83.6584 | 5494.7582 | 5556.4174 | -61.6592 |
| Avg Daily Profit (%) | 0.681 | 0.635 | 0.046 | 0.2214 | 0.222 | -0.0527 |
| Buy And Hold Return (%) | 617.5637 | 617.5637 | 617.5637 | 617.5637 | 617.5637 | 617.5637 |
| Max Trade Drawdown | -93977 | -57986 | -81802 | -4945297 | -3615658 | -3219838 |
| Profit Factor | 3.572 | 6.5661 | 1.3051 | 1.3456 | 1.768 | 0.9929 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.9689 | 7.2957 | 1.4501 | 1.4951 | 1.9645 | 1.1032 |
| Largest Winning Trade | 688719 | 688719 | 74722 | 5001660 | 5001660 | 1906496 |
| Largest Losing Trade | -50966 | -20259 | -50966 | -1592548 | -1300101 | -1592548 |
| Avg Bars in Trades | 282 | 262 | 302 | 282 | 262 | 302 |
| Avg Bars in Winners | 429 | 379 | 478 | 429 | 379 | 478 |
| Avg Bars in Losers | 150 | 156 | 144 | 150 | 156 | 144 |
| Bars Traded | 21457 | 9957 | 11500 | 21457 | 9957 | 11500 |
| Profit Streak | 0 | 113.632 | 0 | 0 | 113.632 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42749 | 449427 | -298186 | -46218 | 414932 | -580121 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21838,
"evaluation_days": 1819.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602280800000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758028207115,
"expiration_time": 1763684409600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 166,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 213,
"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": [
[
1239248.8682341573,
1155590.4453631241,
83658.422871033,
5494758.19557601,
5556417.387331421,
-61659.191755414
],
[
1239.248868,
1155.590445,
83.658423,
5494.758196,
5556.417387,
-61.659192
],
[
0.68097,
0.634999,
0.04597,
0.221387,
0.221991,
-0.052664
],
[
617.563719,
617.563719,
617.563719,
617.563719,
617.563719,
617.563719
],
[
-93977,
-57986,
-81802,
-4945297,
-3615658,
-3219838
],
[
3.572,
6.56612,
1.305087,
1.345557,
1.768033,
0.992885
],
[
76,
38,
38,
76,
38,
38
],
[
36,
18,
18,
36,
18,
18
],
[
40,
20,
20,
40,
20,
20
],
[
47.368421,
47.368421,
47.368421,
47.368421,
47.368421,
47.368421
],
[
3.968888,
7.295689,
1.450097,
1.495063,
1.964482,
1.103206
],
[
688719,
688719,
74722,
5001660,
5001660,
1906496
],
[
-50966,
-20259,
-50966,
-1592548,
-1300101,
-1592548
],
[
282,
262,
302,
282,
262,
302
],
[
429,
379,
478,
429,
379,
478
],
[
150,
156,
144,
150,
156,
144
],
[
21457,
9957,
11500,
21457,
9957,
11500
],
[
0,
113.632027,
0,
0,
113.632027,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42749,
449427,
-298186,
-46218,
414932,
-580121
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21838,
"evaluation_days": 1819.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602280800000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758028207115,
"expiration_time": 1763684409600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 166,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 213,
"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) |
|---|