| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108541.7967 | 71300.6648 | 37241.1319 | 106539.8508 | 93793.4543 | 12746.3965 |
| Total P&L (%) | 108.5418 | 71.3007 | 37.2411 | 106.5399 | 93.7935 | 12.7464 |
| Avg Daily Profit (%) | 0.2084 | 0.1369 | 0.0715 | 0.1394 | 0.1271 | 0.023 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36254 | -36277 | -40133 | -64712 | -70970 | -69164 |
| Profit Factor | 1.3452 | 1.4397 | 1.2445 | 1.1992 | 1.3532 | 1.0473 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Profitability (%) | 52.6718 | 56.0606 | 49.2308 | 52.6718 | 56.0606 | 49.2308 |
| Ratio Avg Win / Avg Loss | 1.2087 | 1.1284 | 1.2834 | 1.0776 | 1.0607 | 1.0801 |
| Largest Winning Trade | 22488 | 21243 | 22488 | 34525 | 34525 | 32613 |
| Largest Losing Trade | -20321 | -20321 | -17161 | -30945 | -30945 | -29536 |
| Avg Bars in Trades | 187 | 249 | 124 | 187 | 249 | 124 |
| Avg Bars in Winners | 183 | 228 | 131 | 183 | 228 | 131 |
| Avg Bars in Losers | 191 | 275 | 118 | 191 | 275 | 118 |
| Bars Traded | 24540 | 16441 | 8099 | 24540 | 16441 | 8099 |
| Profit Streak | 4.7642 | 5.1392 | 0 | 4.7642 | 5.1392 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312223 | -132587 | -232739 | -7757 | -146162 | -543428 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713562200000,
"first_datapoint_time": 1713920400000,
"last_datapoint_time": 1758560400000,
"evaluation_time": 1758561628708,
"expiration_time": 1765040400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 85,
"offset": 0,
"a": 0.67998
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 200,
"offset": 114,
"scalar": 1
}
}
}
{
"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": [
[
108541.7967438342,
71300.6647996437,
37241.1319441907,
106539.8507925844,
93793.4542747226,
12746.3965178618
],
[
108.541797,
71.300665,
37.241132,
106.539851,
93.793454,
12.746397
],
[
0.208402,
0.136898,
0.071503,
0.13936,
0.127113,
0.023037
],
[
10,
10,
10,
10,
10,
10
],
[
-36254,
-36277,
-40133,
-64712,
-70970,
-69164
],
[
1.345194,
1.439727,
1.244541,
1.199221,
1.353249,
1.047338
],
[
131,
66,
65,
131,
66,
65
],
[
69,
37,
32,
69,
37,
32
],
[
62,
29,
33,
62,
29,
33
],
[
52.671756,
56.060606,
49.230769,
52.671756,
56.060606,
49.230769
],
[
1.208725,
1.128434,
1.283433,
1.077561,
1.060654,
1.080067
],
[
22488,
21243,
22488,
34525,
34525,
32613
],
[
-20321,
-20321,
-17161,
-30945,
-30945,
-29536
],
[
187,
249,
124,
187,
249,
124
],
[
183,
228,
131,
183,
228,
131
],
[
191,
275,
118,
191,
275,
118
],
[
24540,
16441,
8099,
24540,
16441,
8099
],
[
4.764221,
5.139221,
0,
4.764221,
5.139221,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312223,
-132587,
-232739,
-7757,
-146162,
-543428
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713562200000,
"first_datapoint_time": 1713920400000,
"last_datapoint_time": 1758560400000,
"evaluation_time": 1758561628708,
"expiration_time": 1765040400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 85,
"offset": 0,
"a": 0.67998
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 200,
"offset": 114,
"scalar": 1
}
}
}
| # | 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) |
|---|