| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1206408.691 | 1231579.1683 | -25170.4773 | 347458.0042 | 1214156.533 | -866698.5288 |
| Total P&L (%) | 1206.4087 | 1231.5792 | -25.1705 | 347.458 | 1214.1565 | -866.6985 |
| Avg Daily Profit (%) | 0.6607 | 0.6744 | -0.0138 | 0.0821 | 0.1412 | 0 |
| Buy And Hold Return (%) | 644.5016 | 644.5016 | 644.5016 | 644.5016 | 644.5016 | 644.5016 |
| Max Trade Drawdown | -202704 | -142956 | -100284 | -3185087 | -2632786 | -1170129 |
| Profit Factor | 2.0915 | 2.6046 | 0.9255 | 1.0243 | 1.1206 | 0.7963 |
| Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
| Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
| Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
| Profitability (%) | 46.0905 | 44.6281 | 47.541 | 46.0905 | 44.6281 | 47.541 |
| Ratio Avg Win / Avg Loss | 2.4463 | 3.2317 | 1.0212 | 1.198 | 1.3903 | 0.8786 |
| Largest Winning Trade | 813351 | 813351 | 42790 | 1286086 | 1286086 | 489724 |
| Largest Losing Trade | -29867 | -29867 | -19124 | -837296 | -837296 | -324880 |
| Avg Bars in Trades | 88 | 147 | 30 | 88 | 147 | 30 |
| Avg Bars in Winners | 103 | 178 | 33 | 103 | 178 | 33 |
| Avg Bars in Losers | 76 | 121 | 28 | 76 | 121 | 28 |
| Bars Traded | 21568 | 17792 | 3776 | 21568 | 17792 | 3776 |
| Profit Streak | 49.1557 | 96.6557 | 49.1557 | 49.1557 | 96.6557 | 49.1557 |
| Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345166 | 315917 | -578812 | -441594 | -100543 | -580479 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601481600000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758699853890,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 102,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 246,
"offset": 0,
"std": 1.45518
}
}
}
{
"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": [
[
1206408.6909589316,
1231579.1682527293,
-25170.4772937979,
347458.0041780698,
1214156.5329595432,
-866698.5287814736
],
[
1206.408691,
1231.579168,
-25.170477,
347.458004,
1214.156533,
-866.698529
],
[
0.660655,
0.674439,
-0.013784,
0.08209,
0.141155,
0
],
[
644.501638,
644.501638,
644.501638,
644.501638,
644.501638,
644.501638
],
[
-202704,
-142956,
-100284,
-3185087,
-2632786,
-1170129
],
[
2.091514,
2.604642,
0.925476,
1.024258,
1.120574,
0.796254
],
[
243,
121,
122,
243,
121,
122
],
[
112,
54,
58,
112,
54,
58
],
[
131,
67,
64,
131,
67,
64
],
[
46.090535,
44.628099,
47.540984,
46.090535,
44.628099,
47.540984
],
[
2.446324,
3.231685,
1.021215,
1.198016,
1.390342,
0.878625
],
[
813351,
813351,
42790,
1286086,
1286086,
489724
],
[
-29867,
-29867,
-19124,
-837296,
-837296,
-324880
],
[
88,
147,
30,
88,
147,
30
],
[
103,
178,
33,
103,
178,
33
],
[
76,
121,
28,
76,
121,
28
],
[
21568,
17792,
3776,
21568,
17792,
3776
],
[
49.155716,
96.655716,
49.155716,
49.155716,
96.655716,
49.155716
],
[
8,
7,
4,
8,
7,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345166,
315917,
-578812,
-441594,
-100543,
-580479
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601481600000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758699853890,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 102,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 246,
"offset": 0,
"std": 1.45518
}
}
}
| # | 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) |
|---|