| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1395304.168 | 1306269.8385 | 89034.3295 | 7640081.351 | 7871322.8704 | -231241.5194 |
| Total P&L (%) | 1395.3042 | 1306.2698 | 89.0343 | 7640.0814 | 7871.3229 | -231.2415 |
| Avg Daily Profit (%) | 0.7666 | 0.7177 | 0.0489 | 0.2392 | 0.2409 | 0 |
| Buy And Hold Return (%) | 645.7122 | 645.7122 | 645.7122 | 645.7122 | 645.7122 | 645.7122 |
| Max Trade Drawdown | -107272 | -79214 | -61777 | -19651514 | -13628255 | -12403335 |
| Profit Factor | 3.2369 | 5.7542 | 1.2551 | 1.1446 | 1.3301 | 0.992 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 39.1667 | 33.3333 | 45 | 39.1667 | 33.3333 | 45 |
| Ratio Avg Win / Avg Loss | 5.0276 | 11.5083 | 1.534 | 1.7778 | 2.6602 | 1.2125 |
| Largest Winning Trade | 755745 | 755745 | 74223 | 10172871 | 10172871 | 5007510 |
| Largest Losing Trade | -37310 | -24332 | -37310 | -5107452 | -3358527 | -5107452 |
| Avg Bars in Trades | 178 | 167 | 190 | 178 | 167 | 190 |
| Avg Bars in Winners | 315 | 313 | 316 | 315 | 313 | 316 |
| Avg Bars in Losers | 90 | 93 | 87 | 90 | 93 | 87 |
| Bars Traded | 21453 | 10029 | 11424 | 21453 | 10029 | 11424 |
| 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 | 336852 | -161864 | -463564 | -55844 | -166173 | -750236 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758049839992,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 250,
"offset": 0,
"std": 4.12738
}
}
}
{
"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": [
[
1395304.1679885925,
1306269.8384695768,
89034.3295190154,
7640081.350994015,
7871322.870406864,
-231241.5194128475
],
[
1395.304168,
1306.269838,
89.03433,
7640.081351,
7871.32287,
-231.241519
],
[
0.766617,
0.717699,
0.048918,
0.239231,
0.240852,
0
],
[
645.712155,
645.712155,
645.712155,
645.712155,
645.712155,
645.712155
],
[
-107272,
-79214,
-61777,
-19651514,
-13628255,
-12403335
],
[
3.23694,
5.754151,
1.255119,
1.14463,
1.330101,
0.992021
],
[
120,
60,
60,
120,
60,
60
],
[
47,
20,
27,
47,
20,
27
],
[
73,
40,
33,
73,
40,
33
],
[
39.166667,
33.333333,
45,
39.166667,
33.333333,
45
],
[
5.027588,
11.508303,
1.534034,
1.77783,
2.660202,
1.21247
],
[
755745,
755745,
74223,
10172871,
10172871,
5007510
],
[
-37310,
-24332,
-37310,
-5107452,
-3358527,
-5107452
],
[
178,
167,
190,
178,
167,
190
],
[
315,
313,
316,
315,
313,
316
],
[
90,
93,
87,
90,
93,
87
],
[
21453,
10029,
11424,
21453,
10029,
11424
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336852,
-161864,
-463564,
-55844,
-166173,
-750236
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758049839992,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 250,
"offset": 0,
"std": 4.12738
}
}
}
| # | 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) |
|---|