| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1450152.2701 | 1406504.6215 | 43647.6486 | 1444911.9763 | -1753326.5124 | 3198238.4887 |
| Total P&L (%) | 1450.1523 | 1406.5046 | 43.6476 | 1444.912 | -1753.3265 | 3198.2385 |
| Avg Daily Profit (%) | 0.7982 | 0.7742 | 0.024 | 0.1508 | 0 | 0.1926 |
| Buy And Hold Return (%) | 591.3403 | 591.3403 | 591.3403 | 591.3403 | 591.3403 | 591.3403 |
| Max Trade Drawdown | -179078 | -162929 | -74419 | -9194621 | -9472121 | -2991732 |
| Profit Factor | 2.6372 | 3.2029 | 1.1765 | 1.0466 | 0.9235 | 1.3959 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
| Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
| Profitability (%) | 39.4089 | 34.6535 | 44.1176 | 39.4089 | 34.6535 | 44.1176 |
| Ratio Avg Win / Avg Loss | 4.0547 | 6.0398 | 1.4902 | 1.6092 | 1.7414 | 1.7682 |
| Largest Winning Trade | 723420 | 723420 | 38273 | 3727335 | 3727335 | 2687092 |
| Largest Losing Trade | -29624 | -29624 | -23248 | -2875956 | -2875956 | -1588326 |
| Avg Bars in Trades | 102 | 172 | 34 | 102 | 172 | 34 |
| Avg Bars in Winners | 160 | 309 | 43 | 160 | 309 | 43 |
| Avg Bars in Losers | 65 | 99 | 26 | 65 | 99 | 26 |
| Bars Traded | 20862 | 17393 | 3469 | 20862 | 17393 | 3469 |
| Profit Streak | 0 | 84.4755 | 0 | 0 | 84.4755 | 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 | 405048 | 324246 | -355496 | -167496 | -583695 | 220501 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601258400000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755481166,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 53,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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": [
[
1450152.2701045708,
1406504.6215172154,
43647.6485873558,
1444911.9763399046,
-1753326.5123827509,
3198238.4887226606
],
[
1450.15227,
1406.504622,
43.647649,
1444.911976,
-1753.326512,
3198.238489
],
[
0.798247,
0.774221,
0.024026,
0.150804,
0,
0.192624
],
[
591.340312,
591.340312,
591.340312,
591.340312,
591.340312,
591.340312
],
[
-179078,
-162929,
-74419,
-9194621,
-9472121,
-2991732
],
[
2.637183,
3.202947,
1.1765,
1.046628,
0.923472,
1.395948
],
[
203,
101,
102,
203,
101,
102
],
[
80,
35,
45,
80,
35,
45
],
[
123,
66,
57,
123,
66,
57
],
[
39.408867,
34.653465,
44.117647,
39.408867,
34.653465,
44.117647
],
[
4.054669,
6.039844,
1.490233,
1.60919,
1.741405,
1.768201
],
[
723420,
723420,
38273,
3727335,
3727335,
2687092
],
[
-29624,
-29624,
-23248,
-2875956,
-2875956,
-1588326
],
[
102,
172,
34,
102,
172,
34
],
[
160,
309,
43,
160,
309,
43
],
[
65,
99,
26,
65,
99,
26
],
[
20862,
17393,
3469,
20862,
17393,
3469
],
[
0,
84.475476,
0,
0,
84.475476,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405048,
324246,
-355496,
-167496,
-583695,
220501
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601258400000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755481166,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 53,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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) |
|---|