| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 510210.9624 | 809963.7753 | -299752.8129 | -413112.1367 | -4064162.3425 | 3651050.2058 |
| Total P&L (%) | 510.211 | 809.9638 | -299.7528 | -413.1121 | -4064.1623 | 3651.0502 |
| Avg Daily Profit (%) | 0.2795 | 0.4437 | -0.1642 | 0 | 0 | 0.1988 |
| Buy And Hold Return (%) | 699.6116 | 699.6116 | 699.6116 | 699.6116 | 699.6116 | 699.6116 |
| Max Trade Drawdown | -298199 | -120083 | -345603 | -5622135 | -5287490 | -994869 |
| Profit Factor | 1.4946 | 3.042 | 0.5279 | 0.9643 | 0.5425 | 2.363 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 44 | 22 | 22 | 53 | 26 | 27 |
| Losing Trades | 51 | 26 | 25 | 42 | 22 | 20 |
| Profitability (%) | 46.3158 | 45.8333 | 46.8085 | 55.7895 | 54.1667 | 57.4468 |
| Ratio Avg Win / Avg Loss | 1.7323 | 3.5951 | 0.5999 | 0.7641 | 0.459 | 1.7504 |
| Largest Winning Trade | 507073 | 507073 | 70679 | 3133255 | 692526 | 3133255 |
| Largest Losing Trade | -298199 | -51582 | -298199 | -4480240 | -4480240 | -455182 |
| Avg Bars in Trades | 112 | 120 | 103 | 112 | 120 | 103 |
| Avg Bars in Winners | 118 | 114 | 122 | 103 | 122 | 85 |
| Avg Bars in Losers | 107 | 126 | 87 | 123 | 118 | 127 |
| Bars Traded | 10677 | 5804 | 4873 | 10677 | 5804 | 4873 |
| Profit Streak | 13.4298 | 22.9298 | 0 | 0 | 0 | 27.2631 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155252 | -101758 | -581938 | -579774 | -580149 | 465399 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10953,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603051200000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758464333067,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.69276
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 103,
"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": [
[
510210.9624090004,
809963.7753024016,
-299752.8128934009,
-413112.1366839532,
-4064162.342528758,
3651050.2058448056
],
[
510.210962,
809.963775,
-299.752813,
-413.112137,
-4064.162343,
3651.050206
],
[
0.279491,
0.443694,
-0.164203,
0,
0,
0.198752
],
[
699.611603,
699.611603,
699.611603,
699.611603,
699.611603,
699.611603
],
[
-298199,
-120083,
-345603,
-5622135,
-5287490,
-994869
],
[
1.494571,
3.042032,
0.527931,
0.964268,
0.542459,
2.363025
],
[
95,
48,
47,
95,
48,
47
],
[
44,
22,
22,
53,
26,
27
],
[
51,
26,
25,
42,
22,
20
],
[
46.315789,
45.833333,
46.808511,
55.789474,
54.166667,
57.446809
],
[
1.732344,
3.595129,
0.599922,
0.764137,
0.459004,
1.750389
],
[
507073,
507073,
70679,
3133255,
692526,
3133255
],
[
-298199,
-51582,
-298199,
-4480240,
-4480240,
-455182
],
[
112,
120,
103,
112,
120,
103
],
[
118,
114,
122,
103,
122,
85
],
[
107,
126,
87,
123,
118,
127
],
[
10677,
5804,
4873,
10677,
5804,
4873
],
[
13.429781,
22.929781,
0,
0,
0,
27.263114
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155252,
-101758,
-581938,
-579774,
-580149,
465399
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10953,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603051200000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758464333067,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.69276
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 103,
"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) |
|---|