| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -908046.3381 | 202713.1649 | -1110759.503 | 495202.0682 | -2238808.5248 | 2734010.593 |
| Total P&L (%) | -908.0463 | 202.7132 | -1110.7595 | 495.2021 | -2238.8085 | 2734.0106 |
| Avg Daily Profit (%) | -0.5001 | 0.1116 | -0.6118 | 0.0983 | 0 | 0.1844 |
| Buy And Hold Return (%) | 573.5499 | 573.5499 | 573.5499 | 573.5499 | 573.5499 | 573.5499 |
| Max Trade Drawdown | -1213308 | -167098 | -1176821 | -10128256 | -9039914 | -3450413 |
| Profit Factor | 0.5075 | 1.49 | 0.2233 | 1.0228 | 0.8228 | 1.3015 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 191 | 96 | 95 | 173 | 87 | 86 |
| Losing Trades | 47 | 23 | 24 | 65 | 32 | 33 |
| Profitability (%) | 80.2521 | 80.6723 | 79.8319 | 72.6891 | 73.1092 | 72.2689 |
| Ratio Avg Win / Avg Loss | 0.1249 | 0.357 | 0.0564 | 0.3843 | 0.3026 | 0.4994 |
| Largest Winning Trade | 272076 | 272076 | 23496 | 5435219 | 1802136 | 5435219 |
| Largest Losing Trade | -796453 | -75592 | -796453 | -7880433 | -7880433 | -3450413 |
| Avg Bars in Trades | 44 | 55 | 34 | 44 | 55 | 34 |
| Avg Bars in Winners | 15 | 18 | 12 | 19 | 22 | 17 |
| Avg Bars in Losers | 162 | 206 | 119 | 110 | 143 | 79 |
| Bars Traded | 10637 | 6549 | 4088 | 10637 | 6549 | 4088 |
| Profit Streak | 30.9943 | 63.9943 | 30.9943 | 30.9943 | 63.9943 | 30.9943 |
| Trades During Streak | 15 | 11 | 7 | 15 | 11 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573844 | -204476 | -575267 | -418668 | -576068 | 335524 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10894,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757620306578,
"expiration_time": 1762312608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 195,
"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": [
[
-908046.3380754252,
202713.1649060519,
-1110759.5029814776,
495202.0682237562,
-2238808.524762253,
2734010.59298601
],
[
-908.046338,
202.713165,
-1110.759503,
495.202068,
-2238.808525,
2734.010593
],
[
-0.500116,
0.111646,
-0.611763,
0.098289,
0,
0.184359
],
[
573.549884,
573.549884,
573.549884,
573.549884,
573.549884,
573.549884
],
[
-1213308,
-167098,
-1176821,
-10128256,
-9039914,
-3450413
],
[
0.50753,
1.49002,
0.223341,
1.022815,
0.822817,
1.301453
],
[
238,
119,
119,
238,
119,
119
],
[
191,
96,
95,
173,
87,
86
],
[
47,
23,
24,
65,
32,
33
],
[
80.252101,
80.672269,
79.831933,
72.689076,
73.109244,
72.268908
],
[
0.12489,
0.356984,
0.056423,
0.384295,
0.302645,
0.499395
],
[
272076,
272076,
23496,
5435219,
1802136,
5435219
],
[
-796453,
-75592,
-796453,
-7880433,
-7880433,
-3450413
],
[
44,
55,
34,
44,
55,
34
],
[
15,
18,
12,
19,
22,
17
],
[
162,
206,
119,
110,
143,
79
],
[
10637,
6549,
4088,
10637,
6549,
4088
],
[
30.994289,
63.994289,
30.994289,
30.994289,
63.994289,
30.994289
],
[
15,
11,
7,
15,
11,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573844,
-204476,
-575267,
-418668,
-576068,
335524
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10894,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757620306578,
"expiration_time": 1762312608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 195,
"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) |
|---|