| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195013.2045 | 116413.4582 | 78599.7463 | 310308.6452 | 186330.0363 | 123978.6089 |
| Total P&L (%) | 195.0132 | 116.4135 | 78.5997 | 310.3086 | 186.33 | 123.9786 |
| Avg Daily Profit (%) | 0.3744 | 0.2235 | 0.1509 | 0.2714 | 0.2022 | 0.1549 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53022 | -49442 | -48546 | -151098 | -115428 | -120056 |
| Profit Factor | 1.4748 | 1.5228 | 1.4179 | 1.3462 | 1.3892 | 1.2969 |
| Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
| Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
| Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Profitability (%) | 47.205 | 48.1481 | 46.25 | 47.205 | 48.1481 | 46.25 |
| Ratio Avg Win / Avg Loss | 1.6494 | 1.6399 | 1.6479 | 1.5056 | 1.4961 | 1.5072 |
| Largest Winning Trade | 25484 | 25484 | 20762 | 65156 | 65156 | 57498 |
| Largest Losing Trade | -25790 | -25790 | -24444 | -50551 | -34109 | -50551 |
| Avg Bars in Trades | 152 | 166 | 138 | 152 | 166 | 138 |
| Avg Bars in Winners | 194 | 203 | 185 | 194 | 203 | 185 |
| Avg Bars in Losers | 114 | 132 | 97 | 114 | 132 | 97 |
| Bars Traded | 24552 | 13493 | 11058 | 24552 | 13493 | 11058 |
| Profit Streak | 9.5603 | 19.1436 | 0 | 9.5603 | 19.1436 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404216 | -1803 | -12368 | 344228 | -3913 | -13073 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713133800000,
"first_datapoint_time": 1713443400000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758133608719,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 106,
"offset": 0,
"a": 0.61156
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
195013.2044941713,
116413.4582070211,
78599.7462871502,
310308.6452121951,
186330.0362839582,
123978.6089282368
],
[
195.013204,
116.413458,
78.599746,
310.308645,
186.330036,
123.978609
],
[
0.374428,
0.223515,
0.150912,
0.271423,
0.202185,
0.154946
],
[
10,
10,
10,
10,
10,
10
],
[
-53022,
-49442,
-48546,
-151098,
-115428,
-120056
],
[
1.474789,
1.522806,
1.417937,
1.346181,
1.389203,
1.296862
],
[
161,
81,
80,
161,
81,
80
],
[
76,
39,
37,
76,
39,
37
],
[
85,
42,
43,
85,
42,
43
],
[
47.204969,
48.148148,
46.25,
47.204969,
48.148148,
46.25
],
[
1.649435,
1.639945,
1.647873,
1.505597,
1.496065,
1.507164
],
[
25484,
25484,
20762,
65156,
65156,
57498
],
[
-25790,
-25790,
-24444,
-50551,
-34109,
-50551
],
[
152,
166,
138,
152,
166,
138
],
[
194,
203,
185,
194,
203,
185
],
[
114,
132,
97,
114,
132,
97
],
[
24552,
13493,
11058,
24552,
13493,
11058
],
[
9.560286,
19.143619,
0,
9.560286,
19.143619,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404216,
-1803,
-12368,
344228,
-3913,
-13073
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713133800000,
"first_datapoint_time": 1713443400000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758133608719,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 106,
"offset": 0,
"a": 0.61156
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|