| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1652019.8903 | 1535619.7175 | 116400.1729 | 13957049.9184 | 11407099.3768 | 2549950.5416 |
| Total P&L (%) | 1652.0199 | 1535.6197 | 116.4002 | 13957.0499 | 11407.0994 | 2549.9505 |
| Avg Daily Profit (%) | 0.9096 | 0.8455 | 0.0641 | 0.2727 | 0.2616 | 0.1806 |
| Buy And Hold Return (%) | 706.9713 | 706.9713 | 706.9713 | 706.9713 | 706.9713 | 706.9713 |
| Max Trade Drawdown | -79059 | -59645 | -50563 | -14028874 | -13167016 | -9402550 |
| Profit Factor | 3.2664 | 5.2618 | 1.3158 | 1.2534 | 1.394 | 1.0976 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
| Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
| Profitability (%) | 33.6842 | 31.5789 | 35.7895 | 33.6842 | 31.5789 | 35.7895 |
| Ratio Avg Win / Avg Loss | 6.4306 | 11.4005 | 2.3607 | 2.4676 | 3.0202 | 1.9692 |
| Largest Winning Trade | 956965 | 956965 | 77281 | 11147000 | 11147000 | 7270880 |
| Largest Losing Trade | -24163 | -14799 | -24163 | -4061325 | -4061325 | -2599822 |
| Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
| Avg Bars in Winners | 123 | 116 | 129 | 123 | 116 | 129 |
| Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
| Bars Traded | 10735 | 4966 | 5769 | 10735 | 4966 | 5769 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342403 | 287515 | -277664 | 151880 | 103296 | -112591 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10897,
"evaluation_days": 1816.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1757649600000,
"evaluation_time": 1757662506973,
"expiration_time": 1762357104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 88,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 10,
"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": [
[
1652019.8903140011,
1535619.7174592076,
116400.1728547935,
13957049.918375764,
11407099.37682357,
2549950.5415522
],
[
1652.01989,
1535.619717,
116.400173,
13957.049918,
11407.099377,
2549.950542
],
[
0.909617,
0.845526,
0.064091,
0.272686,
0.261636,
0.180604
],
[
706.971336,
706.971336,
706.971336,
706.971336,
706.971336,
706.971336
],
[
-79059,
-59645,
-50563,
-14028874,
-13167016,
-9402550
],
[
3.266361,
5.261772,
1.315784,
1.253379,
1.39396,
1.097592
],
[
190,
95,
95,
190,
95,
95
],
[
64,
30,
34,
64,
30,
34
],
[
126,
65,
61,
126,
65,
61
],
[
33.684211,
31.578947,
35.789474,
33.684211,
31.578947,
35.789474
],
[
6.430648,
11.400506,
2.360672,
2.467591,
3.020248,
1.969209
],
[
956965,
956965,
77281,
11147000,
11147000,
7270880
],
[
-24163,
-14799,
-24163,
-4061325,
-4061325,
-2599822
],
[
56,
52,
60,
56,
52,
60
],
[
123,
116,
129,
123,
116,
129
],
[
22,
22,
22,
22,
22,
22
],
[
10735,
4966,
5769,
10735,
4966,
5769
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342403,
287515,
-277664,
151880,
103296,
-112591
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10897,
"evaluation_days": 1816.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1757649600000,
"evaluation_time": 1757662506973,
"expiration_time": 1762357104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 88,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 10,
"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) |
|---|