| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1494512.3547 | 1404079.4992 | 90432.8554 | 8559870.7042 | 9694267.3001 | -1134396.5959 |
| Total P&L (%) | 1494.5124 | 1404.0795 | 90.4329 | 8559.8707 | 9694.2673 | -1134.3966 |
| Avg Daily Profit (%) | 0.8202 | 0.7706 | 0.0496 | 0.2451 | 0.2519 | 0 |
| Buy And Hold Return (%) | 723.9616 | 723.9616 | 723.9616 | 723.9616 | 723.9616 | 723.9616 |
| Max Trade Drawdown | -88320 | -84279 | -83273 | -17079219 | -12103654 | -9637728 |
| Profit Factor | 3.229 | 5.4441 | 1.2551 | 1.188 | 1.4706 | 0.9545 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
| Profitability (%) | 39.1892 | 37.8378 | 40.5405 | 39.1892 | 37.8378 | 40.5405 |
| Ratio Avg Win / Avg Loss | 5.0105 | 8.9439 | 1.8408 | 1.8434 | 2.4161 | 1.3999 |
| Largest Winning Trade | 806737 | 806737 | 75316 | 10016435 | 10016435 | 7067434 |
| Largest Losing Trade | -40672 | -24192 | -40672 | -3396525 | -3188862 | -3396525 |
| Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
| Avg Bars in Winners | 126 | 122 | 130 | 126 | 122 | 130 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 10733 | 5028 | 5704 | 10733 | 5028 | 5704 |
| 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 | 326985 | -55445 | -359628 | -8017 | -58468 | -647248 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758169747735,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 73,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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": [
[
1494512.3546743703,
1404079.4992386042,
90432.8554357661,
8559870.70416764,
9694267.300106566,
-1134396.5959389282
],
[
1494.512355,
1404.079499,
90.432855,
8559.870704,
9694.2673,
-1134.396596
],
[
0.820183,
0.770554,
0.049629,
0.245134,
0.251906,
0
],
[
723.961557,
723.961557,
723.961557,
723.961557,
723.961557,
723.961557
],
[
-88320,
-84279,
-83273,
-17079219,
-12103654,
-9637728
],
[
3.228997,
5.444095,
1.255068,
1.187989,
1.470647,
0.954508
],
[
148,
74,
74,
148,
74,
74
],
[
58,
28,
30,
58,
28,
30
],
[
90,
46,
44,
90,
46,
44
],
[
39.189189,
37.837838,
40.540541,
39.189189,
37.837838,
40.540541
],
[
5.010513,
8.94387,
1.840767,
1.843432,
2.416064,
1.399945
],
[
806737,
806737,
75316,
10016435,
10016435,
7067434
],
[
-40672,
-24192,
-40672,
-3396525,
-3188862,
-3396525
],
[
72,
67,
77,
72,
67,
77
],
[
126,
122,
130,
126,
122,
130
],
[
37,
34,
40,
37,
34,
40
],
[
10733,
5028,
5704,
10733,
5028,
5704
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326985,
-55445,
-359628,
-8017,
-58468,
-647248
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601784000000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758169747735,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 73,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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) |
|---|