| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1184467.1162 | 1149750.2 | 34716.9161 | 1943220.3415 | 2339918.8441 | -396698.5026 |
| Total P&L (%) | 1184.4671 | 1149.7502 | 34.7169 | 1943.2203 | 2339.9188 | -396.6985 |
| Avg Daily Profit (%) | 0.6494 | 0.6304 | 0.019 | 0.1656 | 0.1753 | 0 |
| Buy And Hold Return (%) | 812.9919 | 812.9919 | 812.9919 | 812.9919 | 812.9919 | 812.9919 |
| Max Trade Drawdown | -143846 | -93579 | -101599 | -1363064 | -716886 | -1139368 |
| Profit Factor | 3.4189 | 5.7179 | 1.1411 | 1.4426 | 2.1303 | 0.829 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 51.6129 | 47.8261 | 55.3191 | 51.6129 | 47.8261 | 55.3191 |
| Ratio Avg Win / Avg Loss | 3.2052 | 6.2378 | 0.9217 | 1.3524 | 2.324 | 0.6696 |
| Largest Winning Trade | 624661 | 624661 | 70409 | 1296407 | 1296407 | 695585 |
| Largest Losing Trade | -33089 | -30112 | -33089 | -420547 | -393327 | -420547 |
| Avg Bars in Trades | 113 | 103 | 124 | 113 | 103 | 124 |
| Avg Bars in Winners | 161 | 165 | 159 | 161 | 165 | 159 |
| Avg Bars in Losers | 62 | 46 | 80 | 62 | 46 | 80 |
| Bars Traded | 10590 | 4749 | 5841 | 10590 | 4749 | 5841 |
| Profit Streak | 23.5957 | 23.5957 | 26.9291 | 23.5957 | 23.5957 | 26.9291 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3201 | -16609 | -397914 | 230979 | 321145 | -578542 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10943,
"evaluation_days": 1823.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604304000000,
"last_datapoint_time": 1758312000000,
"evaluation_time": 1758320272264,
"expiration_time": 1763039376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1184467.1161519475,
1149750.2000427737,
34716.9161091741,
1943220.3415460738,
2339918.8441137085,
-396698.5025676337
],
[
1184.467116,
1149.7502,
34.716916,
1943.220342,
2339.918844,
-396.698503
],
[
0.649439,
0.630404,
0.019035,
0.165564,
0.17531,
0
],
[
812.99185,
812.99185,
812.99185,
812.99185,
812.99185,
812.99185
],
[
-143846,
-93579,
-101599,
-1363064,
-716886,
-1139368
],
[
3.418858,
5.717941,
1.141135,
1.442597,
2.13029,
0.829032
],
[
93,
46,
47,
93,
46,
47
],
[
48,
22,
26,
48,
22,
26
],
[
45,
24,
21,
45,
24,
21
],
[
51.612903,
47.826087,
55.319149,
51.612903,
47.826087,
55.319149
],
[
3.205179,
6.237753,
0.921686,
1.352434,
2.323953,
0.669603
],
[
624661,
624661,
70409,
1296407,
1296407,
695585
],
[
-33089,
-30112,
-33089,
-420547,
-393327,
-420547
],
[
113,
103,
124,
113,
103,
124
],
[
161,
165,
159,
161,
165,
159
],
[
62,
46,
80,
62,
46,
80
],
[
10590,
4749,
5841,
10590,
4749,
5841
],
[
23.595744,
23.595744,
26.929077,
23.595744,
23.595744,
26.929077
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3201,
-16609,
-397914,
230979,
321145,
-578542
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10943,
"evaluation_days": 1823.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604304000000,
"last_datapoint_time": 1758312000000,
"evaluation_time": 1758320272264,
"expiration_time": 1763039376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|