| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1443761.3864 | 1384596.0437 | 59165.3427 | 2383489.4171 | 3632819.0413 | -1249329.6242 |
| Total P&L (%) | 1443.7614 | 1384.596 | 59.1653 | 2383.4894 | 3632.819 | -1249.3296 |
| Avg Daily Profit (%) | 0.7964 | 0.7638 | 0.0326 | 0.1774 | 0.1999 | 0 |
| Buy And Hold Return (%) | 513.3793 | 513.3793 | 513.3793 | 513.3793 | 513.3793 | 513.3793 |
| Max Trade Drawdown | -103639 | -101856 | -53228 | -4475296 | -3038760 | -2135844 |
| Profit Factor | 2.7262 | 4.0925 | 1.1522 | 1.1125 | 1.3256 | 0.8755 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
| Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
| Profitability (%) | 40.5797 | 37.8641 | 43.2692 | 40.5797 | 37.8641 | 43.2692 |
| Ratio Avg Win / Avg Loss | 3.9919 | 6.7159 | 1.5107 | 1.629 | 2.1754 | 1.1479 |
| Largest Winning Trade | 825621 | 825621 | 53942 | 3534774 | 3534774 | 946979 |
| Largest Losing Trade | -28647 | -26522 | -28647 | -707097 | -707097 | -627631 |
| Avg Bars in Trades | 50 | 68 | 32 | 50 | 68 | 32 |
| Avg Bars in Winners | 76 | 114 | 43 | 76 | 114 | 43 |
| Avg Bars in Losers | 32 | 41 | 23 | 32 | 41 | 23 |
| Bars Traded | 10429 | 7083 | 3345 | 10429 | 7083 | 3345 |
| Profit Streak | 0 | 74.8627 | 0 | 0 | 74.8627 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 449247 | 437902 | -369929 | -92078 | 178083 | -582006 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10877,
"evaluation_days": 1812.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1757361600000,
"evaluation_time": 1757364139590,
"expiration_time": 1762060464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 18,
"offset": 0,
"std": 2.09972
}
}
}
{
"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": [
[
1443761.3864213221,
1384596.0437317034,
59165.3426896182,
2383489.417096679,
3632819.0413295957,
-1249329.624232918
],
[
1443.761386,
1384.596044,
59.165343,
2383.489417,
3632.819041,
-1249.329624
],
[
0.796413,
0.763776,
0.032637,
0.177352,
0.199873,
0
],
[
513.37929,
513.37929,
513.37929,
513.37929,
513.37929,
513.37929
],
[
-103639,
-101856,
-53228,
-4475296,
-3038760,
-2135844
],
[
2.726182,
4.092509,
1.152227,
1.112477,
1.325619,
0.875493
],
[
207,
103,
104,
207,
103,
104
],
[
84,
39,
45,
84,
39,
45
],
[
123,
64,
59,
123,
64,
59
],
[
40.57971,
37.864078,
43.269231,
40.57971,
37.864078,
43.269231
],
[
3.991909,
6.715912,
1.510698,
1.628985,
2.175375,
1.147868
],
[
825621,
825621,
53942,
3534774,
3534774,
946979
],
[
-28647,
-26522,
-28647,
-707097,
-707097,
-627631
],
[
50,
68,
32,
50,
68,
32
],
[
76,
114,
43,
76,
114,
43
],
[
32,
41,
23,
32,
41,
23
],
[
10429,
7083,
3345,
10429,
7083,
3345
],
[
0,
74.862727,
0,
0,
74.862727,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449247,
437902,
-369929,
-92078,
178083,
-582006
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10877,
"evaluation_days": 1812.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602302400000,
"last_datapoint_time": 1757361600000,
"evaluation_time": 1757364139590,
"expiration_time": 1762060464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 18,
"offset": 0,
"std": 2.09972
}
}
}
| # | 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) |
|---|