| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1663927.698 | 1554418.4793 | 109509.2187 | 9360881.477 | 9097651.4452 | 263230.0318 |
| Total P&L (%) | 1663.9277 | 1554.4185 | 109.5092 | 9360.8815 | 9097.6514 | 263.23 |
| Avg Daily Profit (%) | 0.9146 | 0.8544 | 0.0602 | 0.2504 | 0.2488 | 0.0709 |
| Buy And Hold Return (%) | 668.5919 | 668.5919 | 668.5919 | 668.5919 | 668.5919 | 668.5919 |
| Max Trade Drawdown | -136697 | -99165 | -75951 | -11699156 | -9171717 | -3185850 |
| Profit Factor | 4.0212 | 5.9337 | 1.4646 | 1.3447 | 1.5833 | 1.0228 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 39.1304 | 34.7826 | 43.4783 | 39.1304 | 34.7826 | 43.4783 |
| Ratio Avg Win / Avg Loss | 6.2553 | 11.1257 | 1.904 | 2.0918 | 2.9687 | 1.3296 |
| Largest Winning Trade | 989125 | 989125 | 64884 | 4219561 | 4219561 | 1657472 |
| Largest Losing Trade | -32513 | -32513 | -32321 | -3132723 | -3132723 | -1685924 |
| Avg Bars in Trades | 116 | 144 | 88 | 116 | 144 | 88 |
| Avg Bars in Winners | 190 | 245 | 145 | 190 | 245 | 145 |
| Avg Bars in Losers | 69 | 90 | 44 | 69 | 90 | 44 |
| Bars Traded | 10714 | 6649 | 4064 | 10714 | 6649 | 4064 |
| Profit Streak | 0 | 188.7852 | 0 | 0 | 188.7852 | 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 | 458284 | 435566 | -278589 | 214382 | 234370 | -461956 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10916,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757933443483,
"expiration_time": 1762638912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 164,
"offset": 0,
"a": 0.71408
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 172,
"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": [
[
1663927.6980420635,
1554418.4793116585,
109509.2187304047,
9360881.476996535,
9097651.445194896,
263230.0318016391
],
[
1663.927698,
1554.418479,
109.509219,
9360.881477,
9097.651445,
263.230032
],
[
0.914583,
0.854391,
0.060192,
0.250391,
0.248836,
0.070923
],
[
668.591942,
668.591942,
668.591942,
668.591942,
668.591942,
668.591942
],
[
-136697,
-99165,
-75951,
-11699156,
-9171717,
-3185850
],
[
4.021235,
5.933699,
1.464647,
1.344724,
1.583281,
1.022776
],
[
92,
46,
46,
92,
46,
46
],
[
36,
16,
20,
36,
16,
20
],
[
56,
30,
26,
56,
30,
26
],
[
39.130435,
34.782609,
43.478261,
39.130435,
34.782609,
43.478261
],
[
6.255254,
11.125685,
1.904041,
2.091793,
2.968652,
1.329609
],
[
989125,
989125,
64884,
4219561,
4219561,
1657472
],
[
-32513,
-32513,
-32321,
-3132723,
-3132723,
-1685924
],
[
116,
144,
88,
116,
144,
88
],
[
190,
245,
145,
190,
245,
145
],
[
69,
90,
44,
69,
90,
44
],
[
10714,
6649,
4064,
10714,
6649,
4064
],
[
0,
188.785225,
0,
0,
188.785225,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458284,
435566,
-278589,
214382,
234370,
-461956
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10916,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757933443483,
"expiration_time": 1762638912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 164,
"offset": 0,
"a": 0.71408
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 172,
"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) |
|---|