| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1329856.6801 | 1253413.437 | 76443.2431 | 1862424.9382 | -232931.0528 | 2095355.991 |
| Total P&L (%) | 1329.8567 | 1253.4134 | 76.4432 | 1862.4249 | -232.9311 | 2095.356 |
| Avg Daily Profit (%) | 0.7318 | 0.6897 | 0.0421 | 0.1639 | 0 | 0.1701 |
| Buy And Hold Return (%) | 689.6485 | 689.6485 | 689.6485 | 689.6485 | 689.6485 | 689.6485 |
| Max Trade Drawdown | -132747 | -135213 | -61246 | -4388731 | -5139936 | -2828250 |
| Profit Factor | 2.5674 | 3.3917 | 1.2357 | 1.0765 | 0.9843 | 1.2203 |
| Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
| Winning Trades | 100 | 37 | 63 | 100 | 37 | 63 |
| Losing Trades | 123 | 74 | 49 | 123 | 74 | 49 |
| Profitability (%) | 44.843 | 33.3333 | 56.25 | 44.843 | 33.3333 | 56.25 |
| Ratio Avg Win / Avg Loss | 3.1579 | 6.7835 | 0.9611 | 1.3241 | 1.9686 | 0.9491 |
| Largest Winning Trade | 748017 | 748017 | 27934 | 4053013 | 4053013 | 1126210 |
| Largest Losing Trade | -30115 | -22390 | -30115 | -1338467 | -1132990 | -1338467 |
| Avg Bars in Trades | 46 | 72 | 20 | 46 | 72 | 20 |
| Avg Bars in Winners | 63 | 131 | 23 | 63 | 131 | 23 |
| Avg Bars in Losers | 32 | 42 | 17 | 32 | 42 | 17 |
| Bars Traded | 10355 | 8013 | 2342 | 10355 | 8013 | 2342 |
| 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 | 333820 | 139072 | -303644 | -132895 | -584740 | 124818 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601884800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755282939,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 80,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 52,
"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": [
[
1329856.6800888923,
1253413.4370322188,
76443.2430566721,
1862424.9382030864,
-232931.0527838126,
2095355.9909868944
],
[
1329.85668,
1253.413437,
76.443243,
1862.424938,
-232.931053,
2095.355991
],
[
0.731764,
0.689701,
0.042063,
0.163933,
0,
0.170115
],
[
689.648477,
689.648477,
689.648477,
689.648477,
689.648477,
689.648477
],
[
-132747,
-135213,
-61246,
-4388731,
-5139936,
-2828250
],
[
2.56741,
3.391735,
1.235658,
1.076471,
0.984308,
1.220316
],
[
223,
111,
112,
223,
111,
112
],
[
100,
37,
63,
100,
37,
63
],
[
123,
74,
49,
123,
74,
49
],
[
44.843049,
33.333333,
56.25,
44.843049,
33.333333,
56.25
],
[
3.157914,
6.783469,
0.961068,
1.324059,
1.968616,
0.949135
],
[
748017,
748017,
27934,
4053013,
4053013,
1126210
],
[
-30115,
-22390,
-30115,
-1338467,
-1132990,
-1338467
],
[
46,
72,
20,
46,
72,
20
],
[
63,
131,
23,
63,
131,
23
],
[
32,
42,
17,
32,
42,
17
],
[
10355,
8013,
2342,
10355,
8013,
2342
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333820,
139072,
-303644,
-132895,
-584740,
124818
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601884800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755282939,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 80,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 52,
"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) |
|---|