| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1180811.4233 | 1171245.7758 | 9565.6474 | 431534.7629 | 724271.2281 | -292736.4652 |
| Total P&L (%) | 1180.8114 | 1171.2458 | 9.5656 | 431.5348 | 724.2712 | -292.7365 |
| Avg Daily Profit (%) | 0.6509 | 0.6457 | 0.0053 | 0.0921 | 0.1163 | 0 |
| Buy And Hold Return (%) | 532.7004 | 532.7004 | 532.7004 | 532.7004 | 532.7004 | 532.7004 |
| Max Trade Drawdown | -160615 | -132677 | -32658 | -2944734 | -2655821 | -550812 |
| Profit Factor | 3.5891 | 4.0374 | 1.1358 | 1.0783 | 1.1533 | 0.6279 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
| Profitability (%) | 55.1724 | 44.8276 | 65.5172 | 55.1724 | 44.8276 | 65.5172 |
| Ratio Avg Win / Avg Loss | 2.9162 | 4.9691 | 0.5978 | 0.8761 | 1.4194 | 0.3305 |
| Largest Winning Trade | 820293 | 820293 | 22306 | 2605629 | 2605629 | 205286 |
| Largest Losing Trade | -60852 | -60852 | -23354 | -1517011 | -1517011 | -207607 |
| Avg Bars in Trades | 177 | 345 | 9 | 177 | 345 | 9 |
| Avg Bars in Winners | 165 | 391 | 10 | 165 | 391 | 10 |
| Avg Bars in Losers | 193 | 309 | 8 | 193 | 309 | 8 |
| Bars Traded | 10320 | 10031 | 289 | 10320 | 10031 | 289 |
| Profit Streak | 158.1266 | 158.1266 | 210.9599 | 158.1266 | 158.1266 | 210.9599 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164268 | 427751 | -421207 | -549276 | -144547 | -577568 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757473337031,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 139,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 47,
"offset": 0,
"std": 1.04375
}
}
}
{
"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": [
[
1180811.4232667175,
1171245.7758349453,
9565.6474317727,
431534.7629063438,
724271.2280572889,
-292736.4651509451
],
[
1180.811423,
1171.245776,
9.565647,
431.534763,
724.271228,
-292.736465
],
[
0.650943,
0.64567,
0.005273,
0.092137,
0.116348,
0
],
[
532.700391,
532.700391,
532.700391,
532.700391,
532.700391,
532.700391
],
[
-160615,
-132677,
-32658,
-2944734,
-2655821,
-550812
],
[
3.589108,
4.037415,
1.135755,
1.078299,
1.153294,
0.627874
],
[
58,
29,
29,
58,
29,
29
],
[
32,
13,
19,
32,
13,
19
],
[
26,
16,
10,
26,
16,
10
],
[
55.172414,
44.827586,
65.517241,
55.172414,
44.827586,
65.517241
],
[
2.916151,
4.969127,
0.597766,
0.876118,
1.419439,
0.33046
],
[
820293,
820293,
22306,
2605629,
2605629,
205286
],
[
-60852,
-60852,
-23354,
-1517011,
-1517011,
-207607
],
[
177,
345,
9,
177,
345,
9
],
[
165,
391,
10,
165,
391,
10
],
[
193,
309,
8,
193,
309,
8
],
[
10320,
10031,
289,
10320,
10031,
289
],
[
158.126586,
158.126586,
210.959919,
158.126586,
158.126586,
210.959919
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164268,
427751,
-421207,
-549276,
-144547,
-577568
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757473337031,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 139,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 47,
"offset": 0,
"std": 1.04375
}
}
}
| # | 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) |
|---|