| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1513142.1786 | -76378.0648 | -1436764.1138 | -2187183.3454 | -7870373.6403 | 5683190.2949 |
| Total P&L (%) | -1513.1422 | -76.3781 | -1436.7641 | -2187.1833 | -7870.3736 | 5683.1903 |
| Avg Daily Profit (%) | -0.8328 | -0.042 | -0.7908 | 0 | 0 | 0.2236 |
| Buy And Hold Return (%) | 566.4341 | 566.4341 | 566.4341 | 566.4341 | 566.4341 | 566.4341 |
| Max Trade Drawdown | -1636964 | -151309 | -1537223 | -22875429 | -15998890 | -7937761 |
| Profit Factor | 0.2797 | 0.7601 | 0.1938 | 0.9379 | 0.6159 | 1.3862 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 131 | 62 | 69 | 92 | 46 | 46 |
| Losing Trades | 38 | 23 | 15 | 77 | 39 | 38 |
| Profitability (%) | 77.5148 | 72.9412 | 82.1429 | 54.4379 | 54.1176 | 54.7619 |
| Ratio Avg Win / Avg Loss | 0.0811 | 0.282 | 0.0421 | 0.785 | 0.5222 | 1.1451 |
| Largest Winning Trade | 14079 | 12669 | 14079 | 6367295 | 1374015 | 6367295 |
| Largest Losing Trade | -742856 | -74161 | -742856 | -13861148 | -13861148 | -6314610 |
| Avg Bars in Trades | 60 | 49 | 72 | 60 | 49 | 72 |
| Avg Bars in Winners | 17 | 13 | 22 | 54 | 41 | 67 |
| Avg Bars in Losers | 208 | 144 | 305 | 68 | 58 | 78 |
| Bars Traded | 10271 | 4165 | 6106 | 10271 | 4165 | 6106 |
| Profit Streak | 72.134 | 72.134 | 105.134 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574899 | -576886 | -575300 | -579317 | -580570 | 328966 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10901,
"evaluation_days": 1816.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757707200000,
"evaluation_time": 1757718778207,
"expiration_time": 1762416432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
-1513142.178638581,
-76378.0648307089,
-1436764.1138078715,
-2187183.345380415,
-7870373.640264239,
5683190.294883831
],
[
-1513.142179,
-76.378065,
-1436.764114,
-2187.183345,
-7870.37364,
5683.190295
],
[
-0.832847,
-0.042039,
-0.790808,
0,
0,
0.22358
],
[
566.434136,
566.434136,
566.434136,
566.434136,
566.434136,
566.434136
],
[
-1636964,
-151309,
-1537223,
-22875429,
-15998890,
-7937761
],
[
0.279668,
0.76012,
0.193833,
0.937878,
0.615946,
1.386218
],
[
169,
85,
84,
169,
85,
84
],
[
131,
62,
69,
92,
46,
46
],
[
38,
23,
15,
77,
39,
38
],
[
77.514793,
72.941176,
82.142857,
54.43787,
54.117647,
54.761905
],
[
0.081125,
0.28198,
0.042138,
0.784963,
0.522215,
1.145137
],
[
14079,
12669,
14079,
6367295,
1374015,
6367295
],
[
-742856,
-74161,
-742856,
-13861148,
-13861148,
-6314610
],
[
60,
49,
72,
60,
49,
72
],
[
17,
13,
22,
54,
41,
67
],
[
208,
144,
305,
68,
58,
78
],
[
10271,
4165,
6106,
10271,
4165,
6106
],
[
72.134007,
72.134007,
105.134007,
0,
0,
0
],
[
4,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574899,
-576886,
-575300,
-579317,
-580570,
328966
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10901,
"evaluation_days": 1816.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757707200000,
"evaluation_time": 1757718778207,
"expiration_time": 1762416432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|