| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1435238.6127 | 1362883.3994 | 72355.2133 | 2120310.257 | 2043757.7098 | 76552.5472 |
| Total P&L (%) | 1435.2386 | 1362.8834 | 72.3552 | 2120.3103 | 2043.7577 | 76.5525 |
| Avg Daily Profit (%) | 0.7891 | 0.7493 | 0.0398 | 0.1706 | 0.1687 | 0.0313 |
| Buy And Hold Return (%) | 613.6112 | 613.6112 | 613.6112 | 613.6112 | 613.6112 | 613.6112 |
| Max Trade Drawdown | -97004 | -123238 | -40425 | -4317171 | -4298752 | -1824202 |
| Profit Factor | 3.5383 | 4.324 | 1.4655 | 1.131 | 1.1764 | 1.0167 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
| Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Profitability (%) | 48 | 40.3226 | 55.5556 | 48 | 40.3226 | 55.5556 |
| Ratio Avg Win / Avg Loss | 3.8332 | 6.3996 | 1.1724 | 1.2253 | 1.741 | 0.8133 |
| Largest Winning Trade | 706831 | 706831 | 30222 | 4827876 | 4827876 | 633189 |
| Largest Losing Trade | -37143 | -37143 | -18365 | -1789890 | -1789890 | -825098 |
| Avg Bars in Trades | 81 | 145 | 18 | 81 | 145 | 18 |
| Avg Bars in Winners | 86 | 182 | 17 | 86 | 182 | 17 |
| Avg Bars in Losers | 76 | 120 | 19 | 76 | 120 | 19 |
| Bars Traded | 10163 | 9025 | 1138 | 10163 | 9025 | 1138 |
| 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 | 529946 | -143604 | -450129 | -71752 | -178681 | -666448 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10913,
"evaluation_days": 1818.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602734400000,
"last_datapoint_time": 1757880000000,
"evaluation_time": 1757884513091,
"expiration_time": 1762594416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 139,
"offset": 0,
"std": 1.198
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 106,
"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": [
[
1435238.612669471,
1362883.3994159545,
72355.2132535166,
2120310.257033063,
2043757.709832089,
76552.5472009761
],
[
1435.238613,
1362.883399,
72.355213,
2120.310257,
2043.75771,
76.552547
],
[
0.7891,
0.749319,
0.039781,
0.170597,
0.168665,
0.031258
],
[
613.611158,
613.611158,
613.611158,
613.611158,
613.611158,
613.611158
],
[
-97004,
-123238,
-40425,
-4317171,
-4298752,
-1824202
],
[
3.538316,
4.324025,
1.465548,
1.131037,
1.176367,
1.016668
],
[
125,
62,
63,
125,
62,
63
],
[
60,
25,
35,
60,
25,
35
],
[
65,
37,
28,
65,
37,
28
],
[
48,
40.322581,
55.555556,
48,
40.322581,
55.555556
],
[
3.833175,
6.399557,
1.172438,
1.22529,
1.741023,
0.813334
],
[
706831,
706831,
30222,
4827876,
4827876,
633189
],
[
-37143,
-37143,
-18365,
-1789890,
-1789890,
-825098
],
[
81,
145,
18,
81,
145,
18
],
[
86,
182,
17,
86,
182,
17
],
[
76,
120,
19,
76,
120,
19
],
[
10163,
9025,
1138,
10163,
9025,
1138
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
529946,
-143604,
-450129,
-71752,
-178681,
-666448
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10913,
"evaluation_days": 1818.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602734400000,
"last_datapoint_time": 1757880000000,
"evaluation_time": 1757884513091,
"expiration_time": 1762594416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 139,
"offset": 0,
"std": 1.198
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 106,
"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) |
|---|