| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879065.7352 | 733436.6951 | 145629.0401 | 15719868.9526 | 18680019.5425 | -2960150.5898 |
| Total P&L (%) | 879.0657 | 733.4367 | 145.629 | 15719.869 | 18680.0195 | -2960.1506 |
| Avg Daily Profit (%) | 0.4821 | 0.4023 | 0.0799 | 0.2781 | 0.2876 | 0 |
| Buy And Hold Return (%) | 670.8082 | 670.8082 | 670.8082 | 670.8082 | 670.8082 | 670.8082 |
| Max Trade Drawdown | -93877 | -77236 | -100042 | -33081720 | -23434282 | -16116298 |
| Profit Factor | 1.7921 | 2.3636 | 1.2546 | 1.1228 | 1.2689 | 0.9495 |
| Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
| Winning Trades | 182 | 92 | 90 | 182 | 92 | 90 |
| Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
| Profitability (%) | 51.7045 | 52.2727 | 51.1364 | 51.7045 | 52.2727 | 51.1364 |
| Ratio Avg Win / Avg Loss | 1.6739 | 2.1581 | 1.1988 | 1.0487 | 1.1586 | 0.9073 |
| Largest Winning Trade | 155281 | 155281 | 67785 | 15362199 | 15362199 | 4827653 |
| Largest Losing Trade | -36795 | -32279 | -36795 | -8033050 | -7927405 | -8033050 |
| Avg Bars in Trades | 60 | 57 | 64 | 60 | 57 | 64 |
| Avg Bars in Winners | 72 | 69 | 74 | 72 | 69 | 74 |
| Avg Bars in Losers | 49 | 43 | 54 | 49 | 43 | 54 |
| Bars Traded | 21466 | 10109 | 11357 | 21466 | 10109 | 11357 |
| 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 | -53281 | -121802 | -251766 | -74711 | 336273 | -580264 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21879,
"evaluation_days": 1823.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601546400000,
"last_datapoint_time": 1758319200000,
"evaluation_time": 1758319476088,
"expiration_time": 1763990236800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 33,
"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": [
[
879065.7352164846,
733436.6951090036,
145629.0401074803,
15719868.95264704,
18680019.54247454,
-2960150.5898275273
],
[
879.065735,
733.436695,
145.62904,
15719.868953,
18680.019542,
-2960.15059
],
[
0.482142,
0.402269,
0.079873,
0.278124,
0.287558,
0
],
[
670.808175,
670.808175,
670.808175,
670.808175,
670.808175,
670.808175
],
[
-93877,
-77236,
-100042,
-33081720,
-23434282,
-16116298
],
[
1.792067,
2.363618,
1.254606,
1.122772,
1.268926,
0.949468
],
[
352,
176,
176,
352,
176,
176
],
[
182,
92,
90,
182,
92,
90
],
[
170,
84,
86,
170,
84,
86
],
[
51.704545,
52.272727,
51.136364,
51.704545,
52.272727,
51.136364
],
[
1.673908,
2.158086,
1.198846,
1.048743,
1.158585,
0.90727
],
[
155281,
155281,
67785,
15362199,
15362199,
4827653
],
[
-36795,
-32279,
-36795,
-8033050,
-7927405,
-8033050
],
[
60,
57,
64,
60,
57,
64
],
[
72,
69,
74,
72,
69,
74
],
[
49,
43,
54,
49,
43,
54
],
[
21466,
10109,
11357,
21466,
10109,
11357
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53281,
-121802,
-251766,
-74711,
336273,
-580264
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21879,
"evaluation_days": 1823.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601546400000,
"last_datapoint_time": 1758319200000,
"evaluation_time": 1758319476088,
"expiration_time": 1763990236800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 33,
"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) |
|---|