| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1232636.1875 | 1202224.0812 | 30412.1063 | 1773037.0867 | 3434946.0615 | -1661908.9748 |
| Total P&L (%) | 1232.6362 | 1202.2241 | 30.4121 | 1773.0371 | 3434.9461 | -1661.909 |
| Avg Daily Profit (%) | 0.6806 | 0.6638 | 0.0168 | 0.1619 | 0.1971 | 0 |
| Buy And Hold Return (%) | 503.8731 | 503.8731 | 503.8731 | 503.8731 | 503.8731 | 503.8731 |
| Max Trade Drawdown | -138721 | -70863 | -77489 | -8202000 | -4276412 | -4206945 |
| Profit Factor | 2.9663 | 5.2302 | 1.0887 | 1.0959 | 1.4275 | 0.8411 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Profitability (%) | 38.7387 | 36.3636 | 41.0714 | 38.7387 | 36.3636 | 41.0714 |
| Ratio Avg Win / Avg Loss | 4.6909 | 9.1528 | 1.5621 | 1.733 | 2.4981 | 1.2067 |
| Largest Winning Trade | 753396 | 753396 | 74842 | 4989122 | 4989122 | 1877325 |
| Largest Losing Trade | -35832 | -23292 | -35832 | -1473129 | -1473129 | -1422981 |
| Avg Bars in Trades | 194 | 180 | 208 | 194 | 180 | 208 |
| Avg Bars in Winners | 309 | 270 | 343 | 309 | 270 | 343 |
| Avg Bars in Losers | 122 | 129 | 114 | 122 | 129 | 114 |
| Bars Traded | 21600 | 9931 | 11669 | 21600 | 9931 | 11669 |
| 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 | 353265 | -169985 | -641515 | -112964 | -175771 | -762638 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21732,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601460000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757262019365,
"expiration_time": 1762893734400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.61815
}
}
}
{
"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": [
[
1232636.1874860828,
1202224.0811848901,
30412.1063011923,
1773037.0867213137,
3434946.0615227483,
-1661908.9748014365
],
[
1232.636187,
1202.224081,
30.412106,
1773.037087,
3434.946062,
-1661.908975
],
[
0.680638,
0.663845,
0.016793,
0.161928,
0.197062,
0
],
[
503.873066,
503.873066,
503.873066,
503.873066,
503.873066,
503.873066
],
[
-138721,
-70863,
-77489,
-8202000,
-4276412,
-4206945
],
[
2.966287,
5.230184,
1.088747,
1.095885,
1.427491,
0.84106
],
[
111,
55,
56,
111,
55,
56
],
[
43,
20,
23,
43,
20,
23
],
[
68,
35,
33,
68,
35,
33
],
[
38.738739,
36.363636,
41.071429,
38.738739,
36.363636,
41.071429
],
[
4.690872,
9.152821,
1.562115,
1.733027,
2.498109,
1.206739
],
[
753396,
753396,
74842,
4989122,
4989122,
1877325
],
[
-35832,
-23292,
-35832,
-1473129,
-1473129,
-1422981
],
[
194,
180,
208,
194,
180,
208
],
[
309,
270,
343,
309,
270,
343
],
[
122,
129,
114,
122,
129,
114
],
[
21600,
9931,
11669,
21600,
9931,
11669
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353265,
-169985,
-641515,
-112964,
-175771,
-762638
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21732,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601460000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757262019365,
"expiration_time": 1762893734400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.61815
}
}
}
| # | 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) |
|---|