| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1413178.1793 | 1378858.3255 | 34319.8539 | 1549868.2434 | 1412733.3492 | 137134.8942 |
| Total P&L (%) | 1413.1782 | 1378.8583 | 34.3199 | 1549.8682 | 1412.7333 | 137.1349 |
| Avg Daily Profit (%) | 0.7775 | 0.7586 | 0.0189 | 0.1543 | 0.1496 | 0.0475 |
| Buy And Hold Return (%) | 588.9897 | 588.9897 | 588.9897 | 588.9897 | 588.9897 | 588.9897 |
| Max Trade Drawdown | -95502 | -98860 | -49072 | -1910960 | -1497221 | -1204557 |
| Profit Factor | 3.7612 | 5.5309 | 1.1654 | 1.24 | 1.3643 | 1.0532 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 33.7349 | 24.3902 | 42.8571 | 33.7349 | 24.3902 | 42.8571 |
| Ratio Avg Win / Avg Loss | 7.3881 | 17.1459 | 1.5539 | 2.4357 | 4.2294 | 1.4042 |
| Largest Winning Trade | 738240 | 738240 | 68947 | 1980422 | 1980422 | 848210 |
| Largest Losing Trade | -25807 | -25807 | -22868 | -661555 | -501844 | -661555 |
| Avg Bars in Trades | 122 | 172 | 74 | 122 | 172 | 74 |
| Avg Bars in Winners | 228 | 422 | 120 | 228 | 422 | 120 |
| Avg Bars in Losers | 69 | 91 | 41 | 69 | 91 | 41 |
| Bars Traded | 10204 | 7055 | 3149 | 10204 | 7055 | 3149 |
| Profit Streak | 90.8008 | 0 | 96.8008 | 90.8008 | 0 | 96.8008 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309203 | -16085 | -373046 | -2007 | -28085 | -459462 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10906,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757790789738,
"expiration_time": 1762490592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 54,
"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": [
[
1413178.179318885,
1378858.3254665907,
34319.8538522951,
1549868.243379579,
1412733.3491740108,
137134.894205568
],
[
1413.178179,
1378.858325,
34.319854,
1549.868243,
1412.733349,
137.134894
],
[
0.777467,
0.758586,
0.018881,
0.154343,
0.149561,
0.047515
],
[
588.989652,
588.989652,
588.989652,
588.989652,
588.989652,
588.989652
],
[
-95502,
-98860,
-49072,
-1910960,
-1497221,
-1204557
],
[
3.761193,
5.530949,
1.165413,
1.240012,
1.364336,
1.053155
],
[
83,
41,
42,
83,
41,
42
],
[
28,
10,
18,
28,
10,
18
],
[
55,
31,
24,
55,
31,
24
],
[
33.73494,
24.390244,
42.857143,
33.73494,
24.390244,
42.857143
],
[
7.388057,
17.145942,
1.553884,
2.435738,
4.22944,
1.404207
],
[
738240,
738240,
68947,
1980422,
1980422,
848210
],
[
-25807,
-25807,
-22868,
-661555,
-501844,
-661555
],
[
122,
172,
74,
122,
172,
74
],
[
228,
422,
120,
228,
422,
120
],
[
69,
91,
41,
69,
91,
41
],
[
10204,
7055,
3149,
10204,
7055,
3149
],
[
90.800807,
0,
96.800807,
90.800807,
0,
96.800807
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309203,
-16085,
-373046,
-2007,
-28085,
-459462
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10906,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757790789738,
"expiration_time": 1762490592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 54,
"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) |
|---|