| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1042228.1489 | 30268.1025 | -1072496.2513 | -1281875.3433 | -8090968.2975 | 6809092.9542 |
| Total P&L (%) | -1042.2281 | 30.2681 | -1072.4963 | -1281.8753 | -8090.9683 | 6809.093 |
| Avg Daily Profit (%) | -0.5738 | 0.0167 | -0.5905 | 0 | 0 | 0.2335 |
| Buy And Hold Return (%) | 604.2323 | 604.2323 | 604.2323 | 604.2323 | 604.2323 | 604.2323 |
| Max Trade Drawdown | -1130578 | -164296 | -1120835 | -18001407 | -13010940 | -6005409 |
| Profit Factor | 0.3707 | 1.1054 | 0.2166 | 0.9571 | 0.5117 | 1.5122 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 42 | 22 | 20 | 33 | 17 | 16 |
| Losing Trades | 25 | 12 | 13 | 34 | 17 | 17 |
| Profitability (%) | 62.6866 | 64.7059 | 60.6061 | 49.2537 | 50 | 48.4848 |
| Ratio Avg Win / Avg Loss | 0.2207 | 0.6029 | 0.1408 | 0.9861 | 0.5117 | 1.6067 |
| Largest Winning Trade | 44771 | 43093 | 44771 | 11267220 | 2202795 | 11267220 |
| Largest Losing Trade | -609535 | -73127 | -609535 | -11443688 | -11443688 | -3946945 |
| Avg Bars in Trades | 106 | 111 | 101 | 106 | 111 | 101 |
| Avg Bars in Winners | 61 | 59 | 63 | 105 | 113 | 97 |
| Avg Bars in Losers | 181 | 205 | 159 | 106 | 109 | 104 |
| Bars Traded | 7126 | 3787 | 3339 | 7126 | 3787 | 3339 |
| Profit Streak | 37.4245 | 63.9245 | 37.4245 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698699 | -439804 | -578883 | -702068 | -580795 | 367260 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603087200000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671880827,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 25,
"offset": 0,
"std": 3.38806
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 109,
"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": [
[
-1042228.1488708815,
30268.1024760512,
-1072496.2513469327,
-1281875.3433374816,
-8090968.297536225,
6809092.954198747
],
[
-1042.228149,
30.268102,
-1072.496251,
-1281.875343,
-8090.968298,
6809.092954
],
[
-0.573835,
0.016665,
-0.5905,
0,
0,
0.233468
],
[
604.232308,
604.232308,
604.232308,
604.232308,
604.232308,
604.232308
],
[
-1130578,
-164296,
-1120835,
-18001407,
-13010940,
-6005409
],
[
0.370734,
1.105356,
0.216565,
0.957076,
0.511741,
1.512234
],
[
67,
34,
33,
67,
34,
33
],
[
42,
22,
20,
33,
17,
16
],
[
25,
12,
13,
34,
17,
17
],
[
62.686567,
64.705882,
60.606061,
49.253731,
50,
48.484848
],
[
0.220675,
0.602922,
0.140768,
0.986079,
0.511741,
1.606749
],
[
44771,
43093,
44771,
11267220,
2202795,
11267220
],
[
-609535,
-73127,
-609535,
-11443688,
-11443688,
-3946945
],
[
106,
111,
101,
106,
111,
101
],
[
61,
59,
63,
105,
113,
97
],
[
181,
205,
159,
106,
109,
104
],
[
7126,
3787,
3339,
7126,
3787,
3339
],
[
37.424547,
63.924547,
37.424547,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698699,
-439804,
-578883,
-702068,
-580795,
367260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603087200000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671880827,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 25,
"offset": 0,
"std": 3.38806
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 109,
"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) |
|---|