| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -778117.432 | 118497.6518 | -896615.0837 | -1174349.8371 | -5978495.6285 | 4804145.7914 |
| Total P&L (%) | -778.1174 | 118.4977 | -896.6151 | -1174.3498 | -5978.4956 | 4804.1458 |
| Avg Daily Profit (%) | -0.4282 | 0.0652 | -0.4934 | 0 | 0 | 0.2144 |
| Buy And Hold Return (%) | 730.1527 | 730.1527 | 730.1527 | 730.1527 | 730.1527 | 730.1527 |
| Max Trade Drawdown | -939899 | -156509 | -966037 | -12370830 | -8443430 | -4916690 |
| Profit Factor | 0.5052 | 1.425 | 0.307 | 0.9569 | 0.5436 | 1.3388 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 60 | 29 | 31 | 47 | 20 | 27 |
| Losing Trades | 38 | 20 | 18 | 51 | 29 | 22 |
| Profitability (%) | 61.2245 | 59.1837 | 63.2653 | 47.9592 | 40.8163 | 55.102 |
| Ratio Avg Win / Avg Loss | 0.32 | 0.9827 | 0.1783 | 1.0384 | 0.7882 | 1.0909 |
| Largest Winning Trade | 81916 | 81916 | 65198 | 11142817 | 1603498 | 11142817 |
| Largest Losing Trade | -534965 | -68423 | -534965 | -7181577 | -7181577 | -2894467 |
| Avg Bars in Trades | 106 | 93 | 118 | 106 | 93 | 118 |
| Avg Bars in Winners | 71 | 67 | 74 | 100 | 88 | 109 |
| Avg Bars in Losers | 161 | 131 | 194 | 111 | 97 | 129 |
| Bars Traded | 10402 | 4588 | 5814 | 10402 | 4588 | 5814 |
| Profit Streak | 37.6632 | 67.6632 | 0 | 0 | 0 | 155.9965 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578517 | -270619 | -578962 | -579643 | -584253 | 357260 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757764496270,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 119,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 238,
"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": [
[
-778117.4319734608,
118497.6517718648,
-896615.083745326,
-1174349.8370933374,
-5978495.628489067,
4804145.79139573
],
[
-778.117432,
118.497652,
-896.615084,
-1174.349837,
-5978.495628,
4804.145791
],
[
-0.428165,
0.065204,
-0.493369,
0,
0,
0.214427
],
[
730.152672,
730.152672,
730.152672,
730.152672,
730.152672,
730.152672
],
[
-939899,
-156509,
-966037,
-12370830,
-8443430,
-4916690
],
[
0.505245,
1.424952,
0.307035,
0.956947,
0.543556,
1.338824
],
[
98,
49,
49,
98,
49,
49
],
[
60,
29,
31,
47,
20,
27
],
[
38,
20,
18,
51,
29,
22
],
[
61.22449,
59.183673,
63.265306,
47.959184,
40.816327,
55.102041
],
[
0.319988,
0.982725,
0.178279,
1.038389,
0.788157,
1.090893
],
[
81916,
81916,
65198,
11142817,
1603498,
11142817
],
[
-534965,
-68423,
-534965,
-7181577,
-7181577,
-2894467
],
[
106,
93,
118,
106,
93,
118
],
[
71,
67,
74,
100,
88,
109
],
[
161,
131,
194,
111,
97,
129
],
[
10402,
4588,
5814,
10402,
4588,
5814
],
[
37.663151,
67.663151,
0,
0,
0,
155.996485
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578517,
-270619,
-578962,
-579643,
-584253,
357260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757764496270,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 119,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 238,
"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) |
|---|