| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1283702.1991 | 1269953.1167 | 13749.0824 | 1177247.5917 | 1538251.8444 | -361004.2527 |
| Total P&L (%) | 1283.7022 | 1269.9531 | 13.7491 | 1177.2476 | 1538.2518 | -361.0043 |
| Avg Daily Profit (%) | 0.7071 | 0.6995 | 0.0076 | 0.1404 | 0.1541 | 0 |
| Buy And Hold Return (%) | 612.9623 | 612.9623 | 612.9623 | 612.9623 | 612.9623 | 612.9623 |
| Max Trade Drawdown | -83004 | -63702 | -74748 | -1731837 | -1279937 | -746666 |
| Profit Factor | 2.9852 | 4.9276 | 1.0425 | 1.2116 | 1.569 | 0.8738 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Profitability (%) | 41 | 42 | 40 | 41 | 42 | 40 |
| Ratio Avg Win / Avg Loss | 4.2958 | 6.8047 | 1.5638 | 1.7435 | 2.1667 | 1.3107 |
| Largest Winning Trade | 827800 | 827800 | 77589 | 1680941 | 1680941 | 522397 |
| Largest Losing Trade | -39020 | -39020 | -26403 | -839278 | -839278 | -534184 |
| Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
| Avg Bars in Winners | 112 | 110 | 115 | 112 | 110 | 115 |
| Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
| Bars Traded | 7042 | 3422 | 3620 | 7042 | 3422 | 3620 |
| Profit Streak | 103.525 | 103.525 | 141.275 | 103.525 | 103.525 | 141.275 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357634 | -168966 | -704105 | -13822 | -175668 | -762094 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603065600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757594157164,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 224,
"offset": 0,
"std": 3.38239
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 65,
"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": [
[
1283702.1991362805,
1269953.116713825,
13749.0824224556,
1177247.5916603256,
1538251.8444054115,
-361004.2527450858
],
[
1283.702199,
1269.953117,
13.749082,
1177.247592,
1538.251844,
-361.004253
],
[
0.707079,
0.699506,
0.007573,
0.140407,
0.154138,
0
],
[
612.962277,
612.962277,
612.962277,
612.962277,
612.962277,
612.962277
],
[
-83004,
-63702,
-74748,
-1731837,
-1279937,
-746666
],
[
2.985201,
4.927565,
1.042528,
1.211557,
1.568999,
0.87383
],
[
100,
50,
50,
100,
50,
50
],
[
41,
21,
20,
41,
21,
20
],
[
59,
29,
30,
59,
29,
30
],
[
41,
42,
40,
41,
42,
40
],
[
4.295777,
6.804733,
1.563793,
1.74346,
2.166713,
1.310745
],
[
827800,
827800,
77589,
1680941,
1680941,
522397
],
[
-39020,
-39020,
-26403,
-839278,
-839278,
-534184
],
[
70,
68,
72,
70,
68,
72
],
[
112,
110,
115,
112,
110,
115
],
[
40,
38,
43,
40,
38,
43
],
[
7042,
3422,
3620,
7042,
3422,
3620
],
[
103.524967,
103.524967,
141.274967,
103.524967,
103.524967,
141.274967
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357634,
-168966,
-704105,
-13822,
-175668,
-762094
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603065600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757594157164,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 224,
"offset": 0,
"std": 3.38239
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 65,
"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) |
|---|