| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1698300.1079 | 1647956.5847 | 50343.5232 | 1813105.8505 | 1955276.3252 | -142170.4747 |
| Total P&L (%) | 1698.3001 | 1647.9566 | 50.3435 | 1813.1059 | 1955.2763 | -142.1705 |
| Avg Daily Profit (%) | 0.9343 | 0.9066 | 0.0277 | 0.1625 | 0.1664 | 0 |
| Buy And Hold Return (%) | 620.7489 | 620.7489 | 620.7489 | 620.7489 | 620.7489 | 620.7489 |
| Max Trade Drawdown | -108176 | -118633 | -42394 | -3967735 | -3442009 | -1568836 |
| Profit Factor | 2.9028 | 3.8096 | 1.1645 | 1.0876 | 1.1426 | 0.9796 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
| Profitability (%) | 39.1753 | 37.1134 | 41.2371 | 39.1753 | 37.1134 | 41.2371 |
| Ratio Avg Win / Avg Loss | 4.5069 | 6.4551 | 1.6595 | 1.6887 | 1.9361 | 1.396 |
| Largest Winning Trade | 1281782 | 1281782 | 55070 | 2057605 | 2057605 | 1068698 |
| Largest Losing Trade | -36396 | -36396 | -19042 | -1237837 | -1237837 | -522078 |
| Avg Bars in Trades | 110 | 150 | 70 | 110 | 150 | 70 |
| Avg Bars in Winners | 173 | 254 | 99 | 173 | 254 | 99 |
| Avg Bars in Losers | 70 | 89 | 49 | 70 | 89 | 49 |
| Bars Traded | 21459 | 14624 | 6835 | 21459 | 14624 | 6835 |
| 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 | 442266 | 412403 | -363795 | -121703 | -63087 | -582814 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21813,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1757844000000,
"evaluation_time": 1757848316570,
"expiration_time": 1763497929600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 53,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
1698300.1079214583,
1647956.5847260763,
50343.5231953821,
1813105.8504769905,
1955276.3251724131,
-142170.4746954204
],
[
1698.300108,
1647.956585,
50.343523,
1813.10585,
1955.276325,
-142.170475
],
[
0.934287,
0.906591,
0.027696,
0.162493,
0.166443,
0
],
[
620.748905,
620.748905,
620.748905,
620.748905,
620.748905,
620.748905
],
[
-108176,
-118633,
-42394,
-3967735,
-3442009,
-1568836
],
[
2.902774,
3.809575,
1.164527,
1.08761,
1.142602,
0.979643
],
[
194,
97,
97,
194,
97,
97
],
[
76,
36,
40,
76,
36,
40
],
[
118,
61,
57,
118,
61,
57
],
[
39.175258,
37.113402,
41.237113,
39.175258,
37.113402,
41.237113
],
[
4.506938,
6.455112,
1.659451,
1.688658,
1.936076,
1.395991
],
[
1281782,
1281782,
55070,
2057605,
2057605,
1068698
],
[
-36396,
-36396,
-19042,
-1237837,
-1237837,
-522078
],
[
110,
150,
70,
110,
150,
70
],
[
173,
254,
99,
173,
254,
99
],
[
70,
89,
49,
70,
89,
49
],
[
21459,
14624,
6835,
21459,
14624,
6835
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442266,
412403,
-363795,
-121703,
-63087,
-582814
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21813,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602288000000,
"last_datapoint_time": 1757844000000,
"evaluation_time": 1757848316570,
"expiration_time": 1763497929600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 53,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|