| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1130078.9463 | 971503.5102 | 158575.4361 | 20278693.1593 | 21737095.8784 | -1458402.7191 |
| Total P&L (%) | 1130.0789 | 971.5035 | 158.5754 | 20278.6932 | 21737.0959 | -1458.4027 |
| Avg Daily Profit (%) | 0.6234 | 0.536 | 0.0875 | 0.2938 | 0.2976 | 0 |
| Buy And Hold Return (%) | 528.523 | 528.523 | 528.523 | 528.523 | 528.523 | 528.523 |
| Max Trade Drawdown | -137649 | -107171 | -72319 | -19774999 | -14062124 | -11900112 |
| Profit Factor | 2.4175 | 3.528 | 1.384 | 1.1745 | 1.3734 | 0.9749 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
| Ratio Avg Win / Avg Loss | 3.0219 | 4.4101 | 1.73 | 1.4681 | 1.7168 | 1.2186 |
| Largest Winning Trade | 322447 | 322447 | 57158 | 17282671 | 17282671 | 6795008 |
| Largest Losing Trade | -29176 | -23487 | -29176 | -5481407 | -5149819 | -5481407 |
| Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
| Avg Bars in Winners | 175 | 181 | 169 | 175 | 181 | 169 |
| Avg Bars in Losers | 74 | 76 | 72 | 74 | 76 | 72 |
| Bars Traded | 21471 | 11079 | 10392 | 21471 | 11079 | 10392 |
| 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 | 326782 | 258571 | -242707 | -20968 | 289489 | -581585 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21752,
"evaluation_days": 1812.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601352000000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757407606151,
"expiration_time": 1763042918400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 84,
"offset": 0,
"a": 0.60585
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 3.58702
}
}
}
{
"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": [
[
1130078.9463117514,
971503.5102498804,
158575.4360618712,
20278693.159316853,
21737095.878367845,
-1458402.7190509823
],
[
1130.078946,
971.50351,
158.575436,
20278.693159,
21737.095878,
-1458.402719
],
[
0.623433,
0.535952,
0.087482,
0.293759,
0.297583,
0
],
[
528.523043,
528.523043,
528.523043,
528.523043,
528.523043,
528.523043
],
[
-137649,
-107171,
-72319,
-19774999,
-14062124,
-11900112
],
[
2.417506,
3.528047,
1.384016,
1.174489,
1.373439,
0.974859
],
[
180,
90,
90,
180,
90,
90
],
[
80,
40,
40,
80,
40,
40
],
[
100,
50,
50,
100,
50,
50
],
[
44.444444,
44.444444,
44.444444,
44.444444,
44.444444,
44.444444
],
[
3.021883,
4.410059,
1.730019,
1.468112,
1.716799,
1.218574
],
[
322447,
322447,
57158,
17282671,
17282671,
6795008
],
[
-29176,
-23487,
-29176,
-5481407,
-5149819,
-5481407
],
[
119,
123,
115,
119,
123,
115
],
[
175,
181,
169,
175,
181,
169
],
[
74,
76,
72,
74,
76,
72
],
[
21471,
11079,
10392,
21471,
11079,
10392
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326782,
258571,
-242707,
-20968,
289489,
-581585
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21752,
"evaluation_days": 1812.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601352000000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757407606151,
"expiration_time": 1763042918400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 84,
"offset": 0,
"a": 0.60585
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 3.58702
}
}
}
| # | 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) |
|---|