| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1466285.6796 | 1525789.3855 | -59503.7059 | 143277.786 | 356238.7114 | -212960.9254 |
| Total P&L (%) | 1466.2857 | 1525.7894 | -59.5037 | 143.2778 | 356.2387 | -212.9609 |
| Avg Daily Profit (%) | 0.8032 | 0.8358 | -0.0326 | 0.0487 | 0.0832 | 0 |
| Buy And Hold Return (%) | 776.1057 | 776.1057 | 776.1057 | 776.1057 | 776.1057 | 776.1057 |
| Max Trade Drawdown | -193594 | -117162 | -122567 | -6269573 | -4649328 | -1763187 |
| Profit Factor | 3.2011 | 4.57 | 0.7508 | 1.0142 | 1.0483 | 0.9218 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 45.3488 | 48.8372 | 41.8605 | 45.3488 | 48.8372 | 41.8605 |
| Ratio Avg Win / Avg Loss | 3.8577 | 4.7877 | 1.0428 | 1.2222 | 1.0982 | 1.2802 |
| Largest Winning Trade | 791426 | 791426 | 46773 | 3453415 | 3453415 | 849384 |
| Largest Losing Trade | -83404 | -83404 | -30722 | -4477190 | -4477190 | -795817 |
| Avg Bars in Trades | 123 | 211 | 34 | 123 | 211 | 34 |
| Avg Bars in Winners | 158 | 265 | 33 | 158 | 265 | 33 |
| Avg Bars in Losers | 93 | 160 | 34 | 93 | 160 | 34 |
| Bars Traded | 10578 | 9102 | 1475 | 10578 | 9102 | 1475 |
| Profit Streak | 0 | 169.1574 | 0 | 0 | 169.1574 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362912 | 508577 | -582225 | -500136 | -414526 | -582225 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10953,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604001600000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758469598808,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 227,
"offset": 237,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 200,
"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": [
[
1466285.6795646274,
1525789.3854843494,
-59503.7059197226,
143277.785970989,
356238.7113546296,
-212960.92538364
],
[
1466.28568,
1525.789385,
-59.503706,
143.277786,
356.238711,
-212.960925
],
[
0.803224,
0.83582,
-0.032596,
0.048713,
0.083181,
0
],
[
776.105726,
776.105726,
776.105726,
776.105726,
776.105726,
776.105726
],
[
-193594,
-117162,
-122567,
-6269573,
-4649328,
-1763187
],
[
3.201108,
4.57003,
0.75079,
1.014185,
1.048282,
0.921775
],
[
86,
43,
43,
86,
43,
43
],
[
39,
21,
18,
39,
21,
18
],
[
47,
22,
25,
47,
22,
25
],
[
45.348837,
48.837209,
41.860465,
45.348837,
48.837209,
41.860465
],
[
3.857745,
4.787651,
1.042764,
1.222223,
1.0982,
1.280243
],
[
791426,
791426,
46773,
3453415,
3453415,
849384
],
[
-83404,
-83404,
-30722,
-4477190,
-4477190,
-795817
],
[
123,
211,
34,
123,
211,
34
],
[
158,
265,
33,
158,
265,
33
],
[
93,
160,
34,
93,
160,
34
],
[
10578,
9102,
1475,
10578,
9102,
1475
],
[
0,
169.157394,
0,
0,
169.157394,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362912,
508577,
-582225,
-500136,
-414526,
-582225
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10953,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604001600000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758469598808,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 227,
"offset": 237,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 200,
"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) |
|---|