| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485562.3551 | 601715.9362 | -116153.5812 | 22924.4717 | 2518719.7101 | -2495795.2384 |
| Total P&L (%) | 485.5624 | 601.7159 | -116.1536 | 22.9245 | 2518.7197 | -2495.7952 |
| Avg Daily Profit (%) | 0.266 | 0.3296 | -0.0636 | 0.0113 | 0.179 | 0 |
| Buy And Hold Return (%) | 600.1695 | 600.1695 | 600.1695 | 600.1695 | 600.1695 | 600.1695 |
| Max Trade Drawdown | -244298 | -165554 | -173357 | -4033838 | -2156295 | -3171073 |
| Profit Factor | 1.3267 | 1.8126 | 0.8442 | 1.0018 | 1.4158 | 0.6404 |
| Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
| Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Losing Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Profitability (%) | 48.2456 | 48.538 | 47.9532 | 48.2456 | 48.538 | 47.9532 |
| Ratio Avg Win / Avg Loss | 1.4232 | 1.9218 | 0.9163 | 1.0746 | 1.5011 | 0.6951 |
| Largest Winning Trade | 240531 | 240531 | 69059 | 1221730 | 1221730 | 668411 |
| Largest Losing Trade | -35266 | -35266 | -27850 | -804462 | -741034 | -804462 |
| Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
| Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
| Avg Bars in Losers | 60 | 59 | 62 | 60 | 59 | 62 |
| Bars Traded | 21695 | 10320 | 11375 | 21695 | 10320 | 11375 |
| Profit Streak | 10.6879 | 22.2712 | 10.6879 | 10.6879 | 22.2712 | 10.6879 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155143 | -151577 | -580586 | -559893 | 307030 | -580586 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21909,
"evaluation_days": 1825.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601265600000,
"last_datapoint_time": 1758535200000,
"evaluation_time": 1758537033726,
"expiration_time": 1764214012800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
485562.3550918862,
601715.9362474824,
-116153.5811555969,
22924.4716925106,
2518719.7101034573,
-2495795.2384109497
],
[
485.562355,
601.715936,
-116.153581,
22.924472,
2518.71971,
-2495.795238
],
[
0.265952,
0.329572,
-0.06362,
0.011306,
0.179005,
0
],
[
600.169522,
600.169522,
600.169522,
600.169522,
600.169522,
600.169522
],
[
-244298,
-165554,
-173357,
-4033838,
-2156295,
-3171073
],
[
1.326712,
1.812601,
0.844241,
1.001764,
1.415794,
0.640442
],
[
342,
171,
171,
342,
171,
171
],
[
165,
83,
82,
165,
83,
82
],
[
177,
88,
89,
177,
88,
89
],
[
48.245614,
48.538012,
47.953216,
48.245614,
48.538012,
47.953216
],
[
1.4232,
1.921794,
0.916311,
1.074619,
1.501083,
0.695114
],
[
240531,
240531,
69059,
1221730,
1221730,
668411
],
[
-35266,
-35266,
-27850,
-804462,
-741034,
-804462
],
[
63,
60,
66,
63,
60,
66
],
[
66,
61,
70,
66,
61,
70
],
[
60,
59,
62,
60,
59,
62
],
[
21695,
10320,
11375,
21695,
10320,
11375
],
[
10.68789,
22.271224,
10.68789,
10.68789,
22.271224,
10.68789
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155143,
-151577,
-580586,
-559893,
307030,
-580586
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21909,
"evaluation_days": 1825.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601265600000,
"last_datapoint_time": 1758535200000,
"evaluation_time": 1758537033726,
"expiration_time": 1764214012800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|