| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1034484.5576 | 26610.007 | -1061094.5646 | -571268.6487 | -6247330.824 | 5676062.1753 |
| Total P&L (%) | -1034.4846 | 26.61 | -1061.0946 | -571.2686 | -6247.3308 | 5676.0622 |
| Avg Daily Profit (%) | -0.5703 | 0.0147 | -0.5849 | 0 | 0 | 0.2239 |
| Buy And Hold Return (%) | 552.4766 | 552.4766 | 552.4766 | 552.4766 | 552.4766 | 552.4766 |
| Max Trade Drawdown | -1090378 | -162008 | -1085942 | -13254469 | -10379643 | -2931041 |
| Profit Factor | 0.3692 | 1.0924 | 0.2151 | 0.9725 | 0.5053 | 1.6982 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 44 | 24 | 20 | 35 | 17 | 18 |
| Losing Trades | 27 | 12 | 15 | 36 | 19 | 17 |
| Profitability (%) | 61.9718 | 66.6667 | 57.1429 | 49.2958 | 47.2222 | 51.4286 |
| Ratio Avg Win / Avg Loss | 0.2265 | 0.5462 | 0.1613 | 1.0003 | 0.5647 | 1.6038 |
| Largest Winning Trade | 59878 | 59878 | 46093 | 8246523 | 2115312 | 8246523 |
| Largest Losing Trade | -516573 | -79815 | -516573 | -9820168 | -9820168 | -1966304 |
| Avg Bars in Trades | 147 | 137 | 158 | 147 | 137 | 158 |
| Avg Bars in Winners | 83 | 81 | 85 | 147 | 146 | 147 |
| Avg Bars in Losers | 252 | 248 | 255 | 148 | 129 | 170 |
| Bars Traded | 10489 | 4946 | 5543 | 10489 | 4946 | 5543 |
| Profit Streak | 34.4484 | 64.7818 | 0 | 0 | 0 | 155.1151 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -669683 | -456875 | -579861 | -670662 | -581860 | 453565 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472345317,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 90,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 144,
"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": [
[
-1034484.5576454599,
26610.006952836,
-1061094.564598296,
-571268.6486756385,
-6247330.824010768,
5676062.175335127
],
[
-1034.484558,
26.610007,
-1061.094565,
-571.268649,
-6247.330824,
5676.062175
],
[
-0.570278,
0.014669,
-0.584947,
0,
0,
0.223861
],
[
552.476626,
552.476626,
552.476626,
552.476626,
552.476626,
552.476626
],
[
-1090378,
-162008,
-1085942,
-13254469,
-10379643,
-2931041
],
[
0.36916,
1.092388,
0.215067,
0.97248,
0.505302,
1.698173
],
[
71,
36,
35,
71,
36,
35
],
[
44,
24,
20,
35,
17,
18
],
[
27,
12,
15,
36,
19,
17
],
[
61.971831,
66.666667,
57.142857,
49.295775,
47.222222,
51.428571
],
[
0.22653,
0.546194,
0.161301,
1.000265,
0.564749,
1.60383
],
[
59878,
59878,
46093,
8246523,
2115312,
8246523
],
[
-516573,
-79815,
-516573,
-9820168,
-9820168,
-1966304
],
[
147,
137,
158,
147,
137,
158
],
[
83,
81,
85,
147,
146,
147
],
[
252,
248,
255,
148,
129,
170
],
[
10489,
4946,
5543,
10489,
4946,
5543
],
[
34.448441,
64.781774,
0,
0,
0,
155.115108
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-669683,
-456875,
-579861,
-670662,
-581860,
453565
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472345317,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 90,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 144,
"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) |
|---|