| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1325729.8403 | -68762.1796 | -1256967.6607 | -262449.0037 | -3541154.6356 | 3278705.632 |
| Total P&L (%) | -1325.7298 | -68.7622 | -1256.9677 | -262.449 | -3541.1546 | 3278.7056 |
| Avg Daily Profit (%) | -0.7267 | -0.0377 | -0.689 | 0 | 0 | 0.1931 |
| Buy And Hold Return (%) | 681.2065 | 681.2065 | 681.2065 | 681.2065 | 681.2065 | 681.2065 |
| Max Trade Drawdown | -1386964 | -217310 | -1290741 | -11174375 | -8446508 | -2730032 |
| Profit Factor | 0.3111 | 0.8162 | 0.1892 | 0.9845 | 0.6646 | 1.5164 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 132 | 64 | 68 | 91 | 43 | 48 |
| Losing Trades | 37 | 21 | 16 | 78 | 42 | 36 |
| Profitability (%) | 78.1065 | 75.2941 | 80.9524 | 53.8462 | 50.5882 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.0872 | 0.2678 | 0.0445 | 0.8438 | 0.6491 | 1.1373 |
| Largest Winning Trade | 38434 | 38434 | 21779 | 4190735 | 1278075 | 4190735 |
| Largest Losing Trade | -639447 | -78139 | -639447 | -7560991 | -7560991 | -1245751 |
| Avg Bars in Trades | 63 | 64 | 61 | 63 | 64 | 61 |
| Avg Bars in Winners | 20 | 21 | 20 | 53 | 52 | 53 |
| Avg Bars in Losers | 214 | 198 | 234 | 74 | 77 | 71 |
| Bars Traded | 10663 | 5522 | 5141 | 10663 | 5522 | 5141 |
| Profit Streak | 31.909 | 72.5757 | 31.909 | 0 | 0 | 0 |
| Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574505 | -575972 | -575279 | -579394 | -581028 | 305363 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10946,
"evaluation_days": 1824.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758361740336,
"expiration_time": 1763083872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 195,
"offset": 0,
"a": 0.74421
}
}
}
{
"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": [
[
-1325729.8402992215,
-68762.1796408364,
-1256967.6606583842,
-262449.0036557065,
-3541154.635609447,
3278705.631953744
],
[
-1325.72984,
-68.76218,
-1256.967661,
-262.449004,
-3541.154636,
3278.705632
],
[
-0.726694,
-0.037692,
-0.689002,
0,
0,
0.193138
],
[
681.206497,
681.206497,
681.206497,
681.206497,
681.206497,
681.206497
],
[
-1386964,
-217310,
-1290741,
-11174375,
-8446508,
-2730032
],
[
0.31106,
0.816176,
0.189178,
0.984477,
0.664603,
1.516374
],
[
169,
85,
84,
169,
85,
84
],
[
132,
64,
68,
91,
43,
48
],
[
37,
21,
16,
78,
42,
36
],
[
78.106509,
75.294118,
80.952381,
53.846154,
50.588235,
57.142857
],
[
0.087191,
0.267808,
0.044512,
0.843838,
0.649148,
1.13728
],
[
38434,
38434,
21779,
4190735,
1278075,
4190735
],
[
-639447,
-78139,
-639447,
-7560991,
-7560991,
-1245751
],
[
63,
64,
61,
63,
64,
61
],
[
20,
21,
20,
53,
52,
53
],
[
214,
198,
234,
74,
77,
71
],
[
10663,
5522,
5141,
10663,
5522,
5141
],
[
31.909032,
72.575698,
31.909032,
0,
0,
0
],
[
13,
7,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574505,
-575972,
-575279,
-579394,
-581028,
305363
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10946,
"evaluation_days": 1824.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758361740336,
"expiration_time": 1763083872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 195,
"offset": 0,
"a": 0.74421
}
}
}
| # | 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) |
|---|