| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -421403.58 | 75364.3623 | -496767.9422 | 12062709.4614 | 1751414.1755 | 10311295.286 |
| Total P&L (%) | -421.4036 | 75.3644 | -496.7679 | 12062.7095 | 1751.4142 | 10311.2953 |
| Avg Daily Profit (%) | -0.2308 | 0.0413 | -0.272 | 0.2633 | 0.16 | 0.2547 |
| Buy And Hold Return (%) | 829.6211 | 829.6211 | 829.6211 | 829.6211 | 829.6211 | 829.6211 |
| Max Trade Drawdown | -597698 | -8880 | -624597 | -7815624 | -1184001 | -7821619 |
| Profit Factor | 0.6052 | 2.4009 | 0.5099 | 1.5209 | 1.5225 | 1.5207 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 51 | 26 | 25 | 47 | 23 | 24 |
| Losing Trades | 36 | 18 | 18 | 40 | 21 | 19 |
| Profitability (%) | 58.6207 | 59.0909 | 58.1395 | 54.023 | 52.2727 | 55.814 |
| Ratio Avg Win / Avg Loss | 0.4272 | 1.6622 | 0.3671 | 1.2944 | 1.3901 | 1.2039 |
| Largest Winning Trade | 62973 | 14335 | 62973 | 10469295 | 1255378 | 10469295 |
| Largest Losing Trade | -493391 | -8243 | -493391 | -3908571 | -604233 | -3908571 |
| Avg Bars in Trades | 224 | 24 | 429 | 224 | 24 | 429 |
| Avg Bars in Winners | 189 | 23 | 362 | 192 | 24 | 353 |
| Avg Bars in Losers | 274 | 26 | 522 | 262 | 24 | 526 |
| Bars Traded | 19550 | 1079 | 18471 | 19550 | 1079 | 18471 |
| 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 | -579428 | -297467 | -579672 | 387587 | 130380 | 386728 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602144000000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758620246496,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 147,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 194,
"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": [
[
-421403.5799595683,
75364.3622860116,
-496767.9422455797,
12062709.461417861,
1751414.175456435,
10311295.285961423
],
[
-421.40358,
75.364362,
-496.767942,
12062.709461,
1751.414175,
10311.295286
],
[
-0.23077,
0.041271,
-0.272041,
0.263257,
0.159953,
0.25472
],
[
829.621082,
829.621082,
829.621082,
829.621082,
829.621082,
829.621082
],
[
-597698,
-8880,
-624597,
-7815624,
-1184001,
-7821619
],
[
0.605227,
2.400906,
0.509927,
1.520945,
1.522511,
1.52068
],
[
87,
44,
43,
87,
44,
43
],
[
51,
26,
25,
47,
23,
24
],
[
36,
18,
18,
40,
21,
19
],
[
58.62069,
59.090909,
58.139535,
54.022989,
52.272727,
55.813953
],
[
0.427219,
1.662166,
0.367147,
1.294421,
1.390119,
1.203872
],
[
62973,
14335,
62973,
10469295,
1255378,
10469295
],
[
-493391,
-8243,
-493391,
-3908571,
-604233,
-3908571
],
[
224,
24,
429,
224,
24,
429
],
[
189,
23,
362,
192,
24,
353
],
[
274,
26,
522,
262,
24,
526
],
[
19550,
1079,
18471,
19550,
1079,
18471
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579428,
-297467,
-579672,
387587,
130380,
386728
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602144000000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758620246496,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 147,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 194,
"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) |
|---|