| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1012456.0622 | 1023814.6533 | -11358.5911 | 416447.6883 | 808992.955 | -392545.2667 |
| Total P&L (%) | 1012.4561 | 1023.8147 | -11.3586 | 416.4477 | 808.993 | -392.5453 |
| Avg Daily Profit (%) | 0.549 | 0.5552 | -0.0062 | 0.0891 | 0.1198 | 0 |
| Buy And Hold Return (%) | 363.9846 | 363.9846 | 363.9846 | 363.9846 | 363.9846 | 363.9846 |
| Max Trade Drawdown | -203771 | -166032 | -90059 | -1807001 | -1523011 | -728399 |
| Profit Factor | 1.7162 | 1.9399 | 0.965 | 1.0498 | 1.1282 | 0.8081 |
| Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
| Winning Trades | 198 | 86 | 112 | 198 | 86 | 112 |
| Losing Trades | 285 | 155 | 130 | 285 | 155 | 130 |
| Profitability (%) | 40.9938 | 35.6846 | 46.281 | 40.9938 | 35.6846 | 46.281 |
| Ratio Avg Win / Avg Loss | 2.4704 | 3.4964 | 1.1201 | 1.5111 | 2.0333 | 0.938 |
| Largest Winning Trade | 384949 | 384949 | 14356 | 873901 | 873901 | 106587 |
| Largest Losing Trade | -49117 | -49117 | -20270 | -331327 | -331327 | -185394 |
| Avg Bars in Trades | 45 | 87 | 4 | 45 | 87 | 4 |
| Avg Bars in Winners | 62 | 138 | 4 | 62 | 138 | 4 |
| Avg Bars in Losers | 33 | 58 | 3 | 33 | 58 | 3 |
| Bars Traded | 22033 | 20982 | 1051 | 22033 | 20982 | 1051 |
| 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 | 359630 | 238267 | -579569 | -360566 | -121405 | -581235 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22130,
"evaluation_days": 1844.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760135222718,
"expiration_time": 1765862496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 10,
"offset": 0,
"std": 4.7648
}
}
} {
"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": [
[
1012456.0621981237,
1023814.6533242383,
-11358.5911261131,
416447.6882994424,
808992.9549975437,
-392545.2666981025
],
[
1012.456062,
1023.814653,
-11.358591,
416.447688,
808.992955,
-392.545267
],
[
0.549004,
0.555163,
-0.006159,
0.089066,
0.119755,
0
],
[
363.984562,
363.984562,
363.984562,
363.984562,
363.984562,
363.984562
],
[
-203771,
-166032,
-90059,
-1807001,
-1523011,
-728399
],
[
1.716248,
1.939931,
0.964976,
1.049832,
1.128176,
0.808089
],
[
483,
241,
242,
483,
241,
242
],
[
198,
86,
112,
198,
86,
112
],
[
285,
155,
130,
285,
155,
130
],
[
40.993789,
35.684647,
46.280992,
40.993789,
35.684647,
46.280992
],
[
2.470357,
3.496387,
1.120062,
1.511122,
2.033341,
0.93796
],
[
384949,
384949,
14356,
873901,
873901,
106587
],
[
-49117,
-49117,
-20270,
-331327,
-331327,
-185394
],
[
45,
87,
4,
45,
87,
4
],
[
62,
138,
4,
62,
138,
4
],
[
33,
58,
3,
33,
58,
3
],
[
22033,
20982,
1051,
22033,
20982,
1051
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359630,
238267,
-579569,
-360566,
-121405,
-581235
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22130,
"evaluation_days": 1844.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760135222718,
"expiration_time": 1765862496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 10,
"offset": 0,
"std": 4.7648
}
}
}
| # | 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) |
|---|