| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -563681.7712 | 24547.7605 | -588229.5316 | 6113508.9037 | 2254045.1722 | 3859463.7316 |
| Total P&L (%) | -563.6818 | 24.5478 | -588.2295 | 6113.5089 | 2254.0452 | 3859.4637 |
| Avg Daily Profit (%) | -0.3103 | 0.0135 | -0.3239 | 0.2276 | 0.1741 | 0.2027 |
| Buy And Hold Return (%) | 567.0422 | 567.0422 | 567.0422 | 567.0422 | 567.0422 | 567.0422 |
| Max Trade Drawdown | -778144 | -68481 | -744186 | -1220560 | -291985 | -1554893 |
| Profit Factor | 0.4418 | 1.2142 | 0.3429 | 2.795 | 3.6374 | 2.5128 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 50 | 24 | 26 | 38 | 20 | 18 |
| Losing Trades | 15 | 9 | 6 | 27 | 13 | 14 |
| Profitability (%) | 76.9231 | 72.7273 | 81.25 | 58.4615 | 60.6061 | 56.25 |
| Ratio Avg Win / Avg Loss | 0.1325 | 0.4553 | 0.0791 | 1.9859 | 2.3643 | 1.9544 |
| Largest Winning Trade | 21566 | 11933 | 21566 | 2429292 | 632428 | 2429292 |
| Largest Losing Trade | -554471 | -68481 | -554471 | -1011145 | -291985 | -1011145 |
| Avg Bars in Trades | 137 | 53 | 223 | 137 | 53 | 223 |
| Avg Bars in Winners | 65 | 24 | 103 | 104 | 58 | 154 |
| Avg Bars in Losers | 375 | 131 | 743 | 183 | 45 | 312 |
| Bars Traded | 8918 | 1767 | 7151 | 8918 | 1767 | 7151 |
| Profit Streak | 83.6187 | 178.2854 | 0 | 83.6187 | 178.2854 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -712729 | -338366 | -576799 | -120736 | 543637 | 485987 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10898,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603512000000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757674254405,
"expiration_time": 1762371936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 193,
"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": [
[
-563681.7711570493,
24547.7604538143,
-588229.5316108637,
6113508.9037382025,
2254045.172162145,
3859463.731576057
],
[
-563.681771,
24.54776,
-588.229532,
6113.508904,
2254.045172,
3859.463732
],
[
-0.310341,
0.013515,
-0.323856,
0.227602,
0.174058,
0.20274
],
[
567.042201,
567.042201,
567.042201,
567.042201,
567.042201,
567.042201
],
[
-778144,
-68481,
-744186,
-1220560,
-291985,
-1554893
],
[
0.441766,
1.214181,
0.342868,
2.794978,
3.63738,
2.512778
],
[
65,
33,
32,
65,
33,
32
],
[
50,
24,
26,
38,
20,
18
],
[
15,
9,
6,
27,
13,
14
],
[
76.923077,
72.727273,
81.25,
58.461538,
60.606061,
56.25
],
[
0.13253,
0.455318,
0.079123,
1.985906,
2.364297,
1.954383
],
[
21566,
11933,
21566,
2429292,
632428,
2429292
],
[
-554471,
-68481,
-554471,
-1011145,
-291985,
-1011145
],
[
137,
53,
223,
137,
53,
223
],
[
65,
24,
103,
104,
58,
154
],
[
375,
131,
743,
183,
45,
312
],
[
8918,
1767,
7151,
8918,
1767,
7151
],
[
83.618685,
178.285352,
0,
83.618685,
178.285352,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-712729,
-338366,
-576799,
-120736,
543637,
485987
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10898,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603512000000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757674254405,
"expiration_time": 1762371936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 193,
"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) |
|---|