| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1094129.6695 | 57728.1089 | -1151857.7784 | -1212360.8924 | -7082975.5477 | 5870614.6552 |
| Total P&L (%) | -1094.1297 | 57.7281 | -1151.8578 | -1212.3609 | -7082.9755 | 5870.6147 |
| Avg Daily Profit (%) | -0.5992 | 0.0316 | -0.6308 | 0 | 0 | 0.2242 |
| Buy And Hold Return (%) | 699.2364 | 699.2364 | 699.2364 | 699.2364 | 699.2364 | 699.2364 |
| Max Trade Drawdown | -1211454 | -144740 | -1176860 | -19277822 | -13752320 | -8437284 |
| Profit Factor | 0.3964 | 1.1764 | 0.2245 | 0.9726 | 0.673 | 1.2602 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 42 | 22 | 20 | 35 | 16 | 19 |
| Losing Trades | 36 | 17 | 19 | 43 | 23 | 20 |
| Profitability (%) | 53.8462 | 56.4103 | 51.2821 | 44.8718 | 41.0256 | 48.7179 |
| Ratio Avg Win / Avg Loss | 0.3398 | 0.909 | 0.2133 | 1.1949 | 0.9675 | 1.3265 |
| Largest Winning Trade | 69496 | 69496 | 51414 | 16621094 | 3547162 | 16621094 |
| Largest Losing Trade | -700002 | -67511 | -700002 | -10349218 | -10349218 | -7338683 |
| Avg Bars in Trades | 276 | 307 | 245 | 276 | 307 | 245 |
| Avg Bars in Winners | 173 | 177 | 167 | 299 | 335 | 270 |
| Avg Bars in Losers | 396 | 474 | 327 | 257 | 287 | 222 |
| Bars Traded | 21559 | 11978 | 9581 | 21559 | 11978 | 9581 |
| Profit Streak | 12.4215 | 176.7548 | 0 | 0 | 0 | 110.5048 |
| Trades During Streak | 1 | 5 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -618440 | -342369 | -580591 | -619883 | -584247 | 308348 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601935200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758600418375,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 165,
"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": [
[
-1094129.669460573,
57728.1089215424,
-1151857.7783821155,
-1212360.892405075,
-7082975.54765269,
5870614.655247622
],
[
-1094.129669,
57.728109,
-1151.857778,
-1212.360892,
-7082.975548,
5870.614655
],
[
-0.599169,
0.031613,
-0.630782,
0,
0,
0.224197
],
[
699.23643,
699.23643,
699.23643,
699.23643,
699.23643,
699.23643
],
[
-1211454,
-144740,
-1176860,
-19277822,
-13752320,
-8437284
],
[
0.396407,
1.176359,
0.224526,
0.972585,
0.673019,
1.260217
],
[
78,
39,
39,
78,
39,
39
],
[
42,
22,
20,
35,
16,
19
],
[
36,
17,
19,
43,
23,
20
],
[
53.846154,
56.410256,
51.282051,
44.871795,
41.025641,
48.717949
],
[
0.339777,
0.909005,
0.2133,
1.19489,
0.967465,
1.326544
],
[
69496,
69496,
51414,
16621094,
3547162,
16621094
],
[
-700002,
-67511,
-700002,
-10349218,
-10349218,
-7338683
],
[
276,
307,
245,
276,
307,
245
],
[
173,
177,
167,
299,
335,
270
],
[
396,
474,
327,
257,
287,
222
],
[
21559,
11978,
9581,
21559,
11978,
9581
],
[
12.421509,
176.754842,
0,
0,
0,
110.504842
],
[
1,
5,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-618440,
-342369,
-580591,
-619883,
-584247,
308348
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21913,
"evaluation_days": 1826.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601935200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758600418375,
"expiration_time": 1764243849600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 165,
"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) |
|---|