| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -709120.5406 | 162293.152 | -871413.6926 | -4189169.7357 | -12627165.9482 | 8437996.2125 |
| Total P&L (%) | -709.1205 | 162.2932 | -871.4137 | -4189.1697 | -12627.1659 | 8437.9962 |
| Avg Daily Profit (%) | -0.3897 | 0.0892 | -0.4789 | 0 | 0 | 0.2447 |
| Buy And Hold Return (%) | 606.1605 | 606.1605 | 606.1605 | 606.1605 | 606.1605 | 606.1605 |
| Max Trade Drawdown | -864858 | -110503 | -942713 | -30424191 | -19846119 | -12219614 |
| Profit Factor | 0.5184 | 1.6635 | 0.2904 | 0.9245 | 0.5529 | 1.3098 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 43 | 23 | 20 | 36 | 20 | 16 |
| Losing Trades | 28 | 13 | 15 | 35 | 16 | 19 |
| Profitability (%) | 60.5634 | 63.8889 | 57.1429 | 50.7042 | 55.5556 | 45.7143 |
| Ratio Avg Win / Avg Loss | 0.3376 | 0.9402 | 0.2178 | 0.8988 | 0.4423 | 1.5554 |
| Largest Winning Trade | 72449 | 72449 | 63293 | 19708083 | 2933645 | 19708083 |
| Largest Losing Trade | -476613 | -77637 | -476613 | -17560532 | -17560532 | -10838772 |
| Avg Bars in Trades | 149 | 158 | 139 | 149 | 158 | 139 |
| Avg Bars in Winners | 92 | 99 | 84 | 141 | 153 | 126 |
| Avg Bars in Losers | 236 | 264 | 212 | 157 | 165 | 150 |
| Bars Traded | 10602 | 5721 | 4881 | 10602 | 5721 | 4881 |
| Profit Streak | 39.1714 | 67.0047 | 0 | 0 | 0 | 107.5047 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -669861 | -236936 | -579861 | -671964 | -580059 | 308163 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10918,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602864000000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757952405916,
"expiration_time": 1762668576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 187,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 148,
"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": [
[
-709120.5405852377,
162293.1520392278,
-871413.6926244652,
-4189169.7356970524,
-12627165.948201947,
8437996.212504897
],
[
-709.120541,
162.293152,
-871.413693,
-4189.169736,
-12627.165948,
8437.996213
],
[
-0.389697,
0.089188,
-0.478886,
0,
0,
0.24469
],
[
606.160548,
606.160548,
606.160548,
606.160548,
606.160548,
606.160548
],
[
-864858,
-110503,
-942713,
-30424191,
-19846119,
-12219614
],
[
0.518443,
1.663489,
0.290353,
0.924483,
0.55285,
1.309833
],
[
71,
36,
35,
71,
36,
35
],
[
43,
23,
20,
36,
20,
16
],
[
28,
13,
15,
35,
16,
19
],
[
60.56338,
63.888889,
57.142857,
50.704225,
55.555556,
45.714286
],
[
0.337591,
0.940233,
0.217765,
0.898803,
0.44228,
1.555427
],
[
72449,
72449,
63293,
19708083,
2933645,
19708083
],
[
-476613,
-77637,
-476613,
-17560532,
-17560532,
-10838772
],
[
149,
158,
139,
149,
158,
139
],
[
92,
99,
84,
141,
153,
126
],
[
236,
264,
212,
157,
165,
150
],
[
10602,
5721,
4881,
10602,
5721,
4881
],
[
39.171365,
67.004698,
0,
0,
0,
107.504698
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-669861,
-236936,
-579861,
-671964,
-580059,
308163
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10918,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602864000000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757952405916,
"expiration_time": 1762668576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 187,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 148,
"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) |
|---|