| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -958412.0458 | 57436.1397 | -1015848.1855 | -3377596.1512 | -11931507.2366 | 8553911.0854 |
| Total P&L (%) | -958.412 | 57.4361 | -1015.8482 | -3377.5962 | -11931.5072 | 8553.9111 |
| Avg Daily Profit (%) | -0.5273 | 0.0316 | -0.5589 | 0 | 0 | 0.2457 |
| Buy And Hold Return (%) | 602.3256 | 602.3256 | 602.3256 | 602.3256 | 602.3256 | 602.3256 |
| Max Trade Drawdown | -1121317 | -151059 | -1121972 | -29197687 | -21490365 | -9162217 |
| Profit Factor | 0.4091 | 1.2302 | 0.2599 | 0.9238 | 0.5326 | 1.4551 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 41 | 20 | 21 | 32 | 16 | 16 |
| Losing Trades | 21 | 11 | 10 | 30 | 15 | 15 |
| Profitability (%) | 66.129 | 64.5161 | 67.7419 | 51.6129 | 51.6129 | 51.6129 |
| Ratio Avg Win / Avg Loss | 0.2096 | 0.6766 | 0.1237 | 0.8661 | 0.4993 | 1.3641 |
| Largest Winning Trade | 49835 | 39948 | 49835 | 13228700 | 5045075 | 13228700 |
| Largest Losing Trade | -599592 | -73356 | -599592 | -17694154 | -17694154 | -6385394 |
| Avg Bars in Trades | 334 | 276 | 392 | 334 | 276 | 392 |
| Avg Bars in Winners | 183 | 120 | 243 | 330 | 248 | 413 |
| Avg Bars in Losers | 629 | 560 | 704 | 338 | 307 | 370 |
| Bars Traded | 20752 | 8584 | 12168 | 20752 | 8584 | 12168 |
| Profit Streak | 0 | 0 | 0 | 152.5738 | 152.5738 | 160.3238 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -737186 | -316618 | -578518 | -738105 | -580033 | 367441 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21811,
"evaluation_days": 1817.58,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757835973127,
"expiration_time": 1763483011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 241,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-958412.0458154533,
57436.1396716115,
-1015848.1854870652,
-3377596.151205095,
-11931507.236621846,
8553911.085416755
],
[
-958.412046,
57.43614,
-1015.848185,
-3377.596151,
-11931.507237,
8553.911085
],
[
-0.527301,
0.0316,
-0.558901,
0,
0,
0.245715
],
[
602.325581,
602.325581,
602.325581,
602.325581,
602.325581,
602.325581
],
[
-1121317,
-151059,
-1121972,
-29197687,
-21490365,
-9162217
],
[
0.409146,
1.230161,
0.259872,
0.923795,
0.532555,
1.455057
],
[
62,
31,
31,
62,
31,
31
],
[
41,
20,
21,
32,
16,
16
],
[
21,
11,
10,
30,
15,
15
],
[
66.129032,
64.516129,
67.741935,
51.612903,
51.612903,
51.612903
],
[
0.209563,
0.676589,
0.123749,
0.866058,
0.499271,
1.364116
],
[
49835,
39948,
49835,
13228700,
5045075,
13228700
],
[
-599592,
-73356,
-599592,
-17694154,
-17694154,
-6385394
],
[
334,
276,
392,
334,
276,
392
],
[
183,
120,
243,
330,
248,
413
],
[
629,
560,
704,
338,
307,
370
],
[
20752,
8584,
12168,
20752,
8584,
12168
],
[
0,
0,
0,
152.573763,
152.573763,
160.323763
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-737186,
-316618,
-578518,
-738105,
-580033,
367441
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21811,
"evaluation_days": 1817.58,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757835973127,
"expiration_time": 1763483011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 241,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|