| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1100444.1337 | 1014628.5959 | 85815.5378 | 3549037.6538 | 3069021.1588 | 480016.495 |
| Total P&L (%) | 1100.4441 | 1014.6286 | 85.8155 | 3549.0377 | 3069.0212 | 480.0165 |
| Avg Daily Profit (%) | 0.6055 | 0.5583 | 0.0472 | 0.1981 | 0.1904 | 0.0968 |
| Buy And Hold Return (%) | 636.546 | 636.546 | 636.546 | 636.546 | 636.546 | 636.546 |
| Max Trade Drawdown | -106623 | -67820 | -78497 | -7060894 | -4606949 | -5192119 |
| Profit Factor | 3.2768 | 4.6309 | 1.4209 | 1.1702 | 1.2411 | 1.0591 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
| Ratio Avg Win / Avg Loss | 3.0782 | 4.6309 | 1.2537 | 1.0993 | 1.2411 | 0.9345 |
| Largest Winning Trade | 408068 | 408068 | 59922 | 6571345 | 6571345 | 2964679 |
| Largest Losing Trade | -41659 | -40395 | -41659 | -3375995 | -3375995 | -2274345 |
| Avg Bars in Trades | 161 | 214 | 108 | 161 | 214 | 108 |
| Avg Bars in Winners | 186 | 256 | 119 | 186 | 256 | 119 |
| Avg Bars in Losers | 135 | 173 | 96 | 135 | 173 | 96 |
| Bars Traded | 10358 | 6877 | 3481 | 10358 | 6877 | 3481 |
| 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 | -134226 | 323865 | -294427 | -169509 | 221567 | -386344 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757760318374,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 150,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 201,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
1100444.13365551,
1014628.5958971228,
85815.5377583866,
3549037.6537780827,
3069021.1588189886,
480016.4949590927
],
[
1100.444134,
1014.628596,
85.815538,
3549.037654,
3069.021159,
480.016495
],
[
0.605528,
0.558307,
0.047221,
0.198126,
0.19035,
0.096776
],
[
636.545988,
636.545988,
636.545988,
636.545988,
636.545988,
636.545988
],
[
-106623,
-67820,
-78497,
-7060894,
-4606949,
-5192119
],
[
3.276781,
4.630865,
1.420896,
1.170221,
1.241094,
1.059115
],
[
64,
32,
32,
64,
32,
32
],
[
33,
16,
17,
33,
16,
17
],
[
31,
16,
15,
31,
16,
15
],
[
51.5625,
50,
53.125,
51.5625,
50,
53.125
],
[
3.078189,
4.630865,
1.253732,
1.099299,
1.241094,
0.934514
],
[
408068,
408068,
59922,
6571345,
6571345,
2964679
],
[
-41659,
-40395,
-41659,
-3375995,
-3375995,
-2274345
],
[
161,
214,
108,
161,
214,
108
],
[
186,
256,
119,
186,
256,
119
],
[
135,
173,
96,
135,
173,
96
],
[
10358,
6877,
3481,
10358,
6877,
3481
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-134226,
323865,
-294427,
-169509,
221567,
-386344
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757760318374,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 150,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 201,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|