| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1247214.6597 | 1189523.4282 | 57691.2314 | 1603333.981 | 3028783.5118 | -1425449.5308 |
| Total P&L (%) | 1247.2147 | 1189.5234 | 57.6912 | 1603.334 | 3028.7835 | -1425.4495 |
| Avg Daily Profit (%) | 0.6869 | 0.6551 | 0.0318 | 0.1563 | 0.1898 | 0 |
| Buy And Hold Return (%) | 578.8636 | 578.8636 | 578.8636 | 578.8636 | 578.8636 | 578.8636 |
| Max Trade Drawdown | -110369 | -63357 | -86763 | -5189679 | -1458185 | -4082725 |
| Profit Factor | 3.5119 | 7.5511 | 1.1832 | 1.1427 | 1.9244 | 0.8209 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
| Profitability (%) | 47.8261 | 37.1429 | 58.8235 | 47.8261 | 37.1429 | 58.8235 |
| Ratio Avg Win / Avg Loss | 3.8312 | 12.7789 | 0.8282 | 1.2466 | 3.2567 | 0.5746 |
| Largest Winning Trade | 711880 | 711880 | 75368 | 1573123 | 1573123 | 1159194 |
| Largest Losing Trade | -80368 | -21461 | -80368 | -2193043 | -621464 | -2193043 |
| Avg Bars in Trades | 309 | 316 | 302 | 309 | 316 | 302 |
| Avg Bars in Winners | 382 | 414 | 361 | 382 | 414 | 361 |
| Avg Bars in Losers | 243 | 259 | 218 | 243 | 259 | 218 |
| Bars Traded | 21372 | 11091 | 10281 | 21372 | 11091 | 10281 |
| 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 | -94078 | 321247 | -335788 | -166325 | 195005 | -579651 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602496800000,
"last_datapoint_time": 1757671200000,
"evaluation_time": 1757672543019,
"expiration_time": 1763318908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 74,
"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": [
[
1247214.659687011,
1189523.4282449572,
57691.2314420542,
1603333.9810165763,
3028783.5118002943,
-1425449.5307837175
],
[
1247.21466,
1189.523428,
57.691231,
1603.333981,
3028.783512,
-1425.449531
],
[
0.686887,
0.655114,
0.031773,
0.156265,
0.189811,
0
],
[
578.863631,
578.863631,
578.863631,
578.863631,
578.863631,
578.863631
],
[
-110369,
-63357,
-86763,
-5189679,
-1458185,
-4082725
],
[
3.511931,
7.55114,
1.183181,
1.142706,
1.924386,
0.820895
],
[
69,
35,
34,
69,
35,
34
],
[
33,
13,
20,
33,
13,
20
],
[
36,
22,
14,
36,
22,
14
],
[
47.826087,
37.142857,
58.823529,
47.826087,
37.142857,
58.823529
],
[
3.831198,
12.778853,
0.828227,
1.246588,
3.256653,
0.574626
],
[
711880,
711880,
75368,
1573123,
1573123,
1159194
],
[
-80368,
-21461,
-80368,
-2193043,
-621464,
-2193043
],
[
309,
316,
302,
309,
316,
302
],
[
382,
414,
361,
382,
414,
361
],
[
243,
259,
218,
243,
259,
218
],
[
21372,
11091,
10281,
21372,
11091,
10281
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94078,
321247,
-335788,
-166325,
195005,
-579651
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602496800000,
"last_datapoint_time": 1757671200000,
"evaluation_time": 1757672543019,
"expiration_time": 1763318908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 74,
"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) |
|---|