| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1657076.5528 | 1524847.6117 | 132228.9411 | 10028769.3587 | 7008409.6408 | 3020359.7178 |
| Total P&L (%) | 1657.0766 | 1524.8476 | 132.2289 | 10028.7694 | 7008.4096 | 3020.3597 |
| Avg Daily Profit (%) | 0.912 | 0.8392 | 0.0728 | 0.2545 | 0.2349 | 0.1895 |
| Buy And Hold Return (%) | 608.8577 | 608.8577 | 608.8577 | 608.8577 | 608.8577 | 608.8577 |
| Max Trade Drawdown | -173095 | -127371 | -53501 | -41047385 | -31849869 | -11930754 |
| Profit Factor | 2.7174 | 3.5001 | 1.3725 | 1.1069 | 1.1189 | 1.0867 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 106 | 42 | 64 | 106 | 42 | 64 |
| Losing Trades | 191 | 106 | 85 | 191 | 106 | 85 |
| Profitability (%) | 35.6902 | 28.3784 | 42.953 | 35.6902 | 28.3784 | 42.953 |
| Ratio Avg Win / Avg Loss | 4.8964 | 8.8335 | 1.8229 | 1.9945 | 2.8239 | 1.4432 |
| Largest Winning Trade | 930175 | 930175 | 35115 | 20280552 | 20280552 | 5428773 |
| Largest Losing Trade | -17108 | -17108 | -15864 | -3835276 | -3484781 | -3835276 |
| Avg Bars in Trades | 71 | 101 | 42 | 71 | 101 | 42 |
| Avg Bars in Winners | 143 | 251 | 72 | 143 | 251 | 72 |
| Avg Bars in Losers | 32 | 42 | 19 | 32 | 42 | 19 |
| Bars Traded | 21343 | 15031 | 6312 | 21343 | 15031 | 6312 |
| Profit Streak | 0 | 73.6537 | 0 | 0 | 73.6537 | 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 | 398794 | 79997 | -262815 | -97313 | -94419 | -121513 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21804,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757785282773,
"expiration_time": 1763430796800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 100,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 34,
"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": [
[
1657076.5528014647,
1524847.6117229436,
132228.9410785206,
10028769.358671308,
7008409.6408484345,
3020359.7178228786
],
[
1657.076553,
1524.847612,
132.228941,
10028.769359,
7008.409641,
3020.359718
],
[
0.911985,
0.839212,
0.072773,
0.254477,
0.234941,
0.189532
],
[
608.857725,
608.857725,
608.857725,
608.857725,
608.857725,
608.857725
],
[
-173095,
-127371,
-53501,
-41047385,
-31849869,
-11930754
],
[
2.717356,
3.500068,
1.3725,
1.106919,
1.118892,
1.086667
],
[
297,
148,
149,
297,
148,
149
],
[
106,
42,
64,
106,
42,
64
],
[
191,
106,
85,
191,
106,
85
],
[
35.690236,
28.378378,
42.95302,
35.690236,
28.378378,
42.95302
],
[
4.896368,
8.833505,
1.822851,
1.994543,
2.823871,
1.44323
],
[
930175,
930175,
35115,
20280552,
20280552,
5428773
],
[
-17108,
-17108,
-15864,
-3835276,
-3484781,
-3835276
],
[
71,
101,
42,
71,
101,
42
],
[
143,
251,
72,
143,
251,
72
],
[
32,
42,
19,
32,
42,
19
],
[
21343,
15031,
6312,
21343,
15031,
6312
],
[
0,
73.653736,
0,
0,
73.653736,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398794,
79997,
-262815,
-97313,
-94419,
-121513
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21804,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757785282773,
"expiration_time": 1763430796800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 100,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 34,
"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) |
|---|