| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1327559.8741 | 1305618.4455 | 21941.4287 | 698889.9656 | 638444.2036 | 60445.7619 |
| Total P&L (%) | 1327.5599 | 1305.6184 | 21.9414 | 698.89 | 638.4442 | 60.4458 |
| Avg Daily Profit (%) | 0.7296 | 0.7175 | 0.0121 | 0.1143 | 0.1099 | 0.026 |
| Buy And Hold Return (%) | 662.781 | 662.781 | 662.781 | 662.781 | 662.781 | 662.781 |
| Max Trade Drawdown | -148736 | -147896 | -17120 | -2760359 | -2723533 | -178113 |
| Profit Factor | 2.8961 | 3.1587 | 1.2301 | 1.0874 | 1.0895 | 1.0701 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 90 | 35 | 55 | 90 | 35 | 55 |
| Losing Trades | 87 | 53 | 34 | 87 | 53 | 34 |
| Profitability (%) | 50.8475 | 39.7727 | 61.7978 | 50.8475 | 39.7727 | 61.7978 |
| Ratio Avg Win / Avg Loss | 2.7995 | 4.7832 | 0.7604 | 1.0512 | 1.6498 | 0.6615 |
| Largest Winning Trade | 739985 | 739985 | 8155 | 1832206 | 1832206 | 87183 |
| Largest Losing Trade | -47156 | -47156 | -10497 | -816190 | -816190 | -112178 |
| Avg Bars in Trades | 119 | 232 | 7 | 119 | 232 | 7 |
| Avg Bars in Winners | 112 | 279 | 6 | 112 | 279 | 6 |
| Avg Bars in Losers | 126 | 202 | 8 | 126 | 202 | 8 |
| Bars Traded | 21123 | 20483 | 640 | 21123 | 20483 | 640 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 441412 | 256016 | -342748 | -312201 | -336844 | -467247 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21836,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601402400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758015424304,
"expiration_time": 1763669491200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 12,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 91,
"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": [
[
1327559.874118829,
1305618.4454619458,
21941.4286568831,
698889.9655734545,
638444.203635325,
60445.7619381307
],
[
1327.559874,
1305.618445,
21.941429,
698.889966,
638.444204,
60.445762
],
[
0.729561,
0.717503,
0.012058,
0.114265,
0.109936,
0.025985
],
[
662.781034,
662.781034,
662.781034,
662.781034,
662.781034,
662.781034
],
[
-148736,
-147896,
-17120,
-2760359,
-2723533,
-178113
],
[
2.896069,
3.158744,
1.230091,
1.087412,
1.089504,
1.070105
],
[
177,
88,
89,
177,
88,
89
],
[
90,
35,
55,
90,
35,
55
],
[
87,
53,
34,
87,
53,
34
],
[
50.847458,
39.772727,
61.797753,
50.847458,
39.772727,
61.797753
],
[
2.799533,
4.783241,
0.76042,
1.051165,
1.64982,
0.66152
],
[
739985,
739985,
8155,
1832206,
1832206,
87183
],
[
-47156,
-47156,
-10497,
-816190,
-816190,
-112178
],
[
119,
232,
7,
119,
232,
7
],
[
112,
279,
6,
112,
279,
6
],
[
126,
202,
8,
126,
202,
8
],
[
21123,
20483,
640,
21123,
20483,
640
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441412,
256016,
-342748,
-312201,
-336844,
-467247
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21836,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601402400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758015424304,
"expiration_time": 1763669491200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 12,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 91,
"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) |
|---|