| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1428004.5689 | 1377883.7935 | 50120.7753 | 2074225.9606 | 2594010.4577 | -519784.497 |
| Total P&L (%) | 1428.0046 | 1377.8838 | 50.1208 | 2074.226 | 2594.0105 | -519.7845 |
| Avg Daily Profit (%) | 0.7851 | 0.7576 | 0.0276 | 0.1694 | 0.1812 | 0 |
| Buy And Hold Return (%) | 529.3032 | 529.3032 | 529.3032 | 529.3032 | 529.3032 | 529.3032 |
| Max Trade Drawdown | -123379 | -90591 | -56265 | -8036402 | -5004942 | -3346039 |
| Profit Factor | 3.0337 | 4.0712 | 1.1977 | 1.0791 | 1.1574 | 0.9466 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
| Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
| Profitability (%) | 40.2235 | 34.8315 | 45.5556 | 40.2235 | 34.8315 | 45.5556 |
| Ratio Avg Win / Avg Loss | 4.5084 | 7.617 | 1.4314 | 1.6037 | 2.1654 | 1.1313 |
| Largest Winning Trade | 783701 | 783701 | 61516 | 7584646 | 7584646 | 1923874 |
| Largest Losing Trade | -27055 | -27055 | -20212 | -1432131 | -1432131 | -957677 |
| Avg Bars in Trades | 116 | 161 | 72 | 116 | 161 | 72 |
| Avg Bars in Winners | 193 | 301 | 111 | 193 | 301 | 111 |
| Avg Bars in Losers | 65 | 86 | 39 | 65 | 86 | 39 |
| Bars Traded | 20890 | 14376 | 6514 | 20890 | 14376 | 6514 |
| Profit Streak | 0 | 89.6042 | 0 | 0 | 89.6042 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453226 | 388680 | -326950 | -129747 | -45482 | -581153 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21826,
"evaluation_days": 1818.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602532800000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757939401938,
"expiration_time": 1763594899200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
1428004.5688712206,
1377883.793531898,
50120.7753393212,
2074225.9606420766,
2594010.457687889,
-519784.4970458106
],
[
1428.004569,
1377.883794,
50.120775,
2074.225961,
2594.010458,
-519.784497
],
[
0.785123,
0.757566,
0.027557,
0.169442,
0.181248,
0
],
[
529.303162,
529.303162,
529.303162,
529.303162,
529.303162,
529.303162
],
[
-123379,
-90591,
-56265,
-8036402,
-5004942,
-3346039
],
[
3.033671,
4.071179,
1.197691,
1.079137,
1.157395,
0.946577
],
[
179,
89,
90,
179,
89,
90
],
[
72,
31,
41,
72,
31,
41
],
[
107,
58,
49,
107,
58,
49
],
[
40.223464,
34.831461,
45.555556,
40.223464,
34.831461,
45.555556
],
[
4.508372,
7.617044,
1.431387,
1.603718,
2.165449,
1.131275
],
[
783701,
783701,
61516,
7584646,
7584646,
1923874
],
[
-27055,
-27055,
-20212,
-1432131,
-1432131,
-957677
],
[
116,
161,
72,
116,
161,
72
],
[
193,
301,
111,
193,
301,
111
],
[
65,
86,
39,
65,
86,
39
],
[
20890,
14376,
6514,
20890,
14376,
6514
],
[
0,
89.604189,
0,
0,
89.604189,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453226,
388680,
-326950,
-129747,
-45482,
-581153
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21826,
"evaluation_days": 1818.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602532800000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757939401938,
"expiration_time": 1763594899200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|