| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1674885.155 | 1629575.7441 | 45309.4109 | 1830850.8823 | 371882.9512 | 1458967.9311 |
| Total P&L (%) | 1674.8852 | 1629.5757 | 45.3094 | 1830.8509 | 371.883 | 1458.9679 |
| Avg Daily Profit (%) | 0.921 | 0.8961 | 0.0249 | 0.1629 | 0.0854 | 0.1512 |
| Buy And Hold Return (%) | 557.566 | 557.566 | 557.566 | 557.566 | 557.566 | 557.566 |
| Max Trade Drawdown | -127697 | -140023 | -50896 | -5328734 | -5629833 | -1724839 |
| Profit Factor | 3.1956 | 3.8234 | 1.244 | 1.0862 | 1.0221 | 1.3335 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 52.4476 | 49.2958 | 55.5556 | 52.4476 | 49.2958 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.8973 | 3.9326 | 0.9952 | 0.9848 | 1.0513 | 1.0668 |
| Largest Winning Trade | 1194198 | 1194198 | 25529 | 2083168 | 2083168 | 692617 |
| Largest Losing Trade | -44815 | -44815 | -33502 | -1894836 | -1894836 | -564965 |
| Avg Bars in Trades | 48 | 89 | 7 | 48 | 89 | 7 |
| Avg Bars in Winners | 59 | 118 | 7 | 59 | 118 | 7 |
| Avg Bars in Losers | 35 | 61 | 7 | 35 | 61 | 7 |
| Bars Traded | 6900 | 6360 | 540 | 6900 | 6360 | 540 |
| Profit Streak | 0 | 92.7207 | 0 | 0 | 92.7207 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 610799 | -69671 | -405470 | -121798 | -527713 | -73725 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757870266614,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 20,
"offset": 0,
"std": 1.10793
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 24,
"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": [
[
1674885.154950122,
1629575.744052701,
45309.4108974201,
1830850.88234759,
371882.9512105333,
1458967.9311370587
],
[
1674.885155,
1629.575744,
45.309411,
1830.850882,
371.882951,
1458.967931
],
[
0.921026,
0.89611,
0.024916,
0.162934,
0.085357,
0.151151
],
[
557.566024,
557.566024,
557.566024,
557.566024,
557.566024,
557.566024
],
[
-127697,
-140023,
-50896,
-5328734,
-5629833,
-1724839
],
[
3.19558,
3.8234,
1.244024,
1.086216,
1.022056,
1.333476
],
[
143,
71,
72,
143,
71,
72
],
[
75,
35,
40,
75,
35,
40
],
[
68,
36,
32,
68,
36,
32
],
[
52.447552,
49.295775,
55.555556,
52.447552,
49.295775,
55.555556
],
[
2.897326,
3.93264,
0.995219,
0.984836,
1.051258,
1.06678
],
[
1194198,
1194198,
25529,
2083168,
2083168,
692617
],
[
-44815,
-44815,
-33502,
-1894836,
-1894836,
-564965
],
[
48,
89,
7,
48,
89,
7
],
[
59,
118,
7,
59,
118,
7
],
[
35,
61,
7,
35,
61,
7
],
[
6900,
6360,
540,
6900,
6360,
540
],
[
0,
92.720678,
0,
0,
92.720678,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
610799,
-69671,
-405470,
-121798,
-527713,
-73725
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757870266614,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 20,
"offset": 0,
"std": 1.10793
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 24,
"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) |
|---|