| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1091281.1201 | 1173884.7765 | -82603.6564 | 103287.5573 | 2453549.9253 | -2350262.368 |
| Total P&L (%) | 1091.2811 | 1173.8848 | -82.6037 | 103.2876 | 2453.5499 | -2350.2624 |
| Avg Daily Profit (%) | 0.5982 | 0.6435 | -0.0453 | 0.0389 | 0.1778 | 0 |
| Buy And Hold Return (%) | 706.2747 | 706.2747 | 706.2747 | 706.2747 | 706.2747 | 706.2747 |
| Max Trade Drawdown | -164742 | -98458 | -130823 | -2391426 | -1150483 | -2498414 |
| Profit Factor | 1.9849 | 3.1284 | 0.8515 | 1.0105 | 1.5495 | 0.5642 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
| Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
| Profitability (%) | 47.6 | 49.6 | 45.6 | 47.6 | 49.6 | 45.6 |
| Ratio Avg Win / Avg Loss | 2.1851 | 3.1788 | 1.0159 | 1.1124 | 1.5744 | 0.6731 |
| Largest Winning Trade | 758859 | 758859 | 73021 | 1852490 | 1852490 | 491015 |
| Largest Losing Trade | -46134 | -25463 | -46134 | -1195152 | -375761 | -1195152 |
| Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
| Avg Bars in Winners | 37 | 30 | 44 | 37 | 30 | 44 |
| Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
| Bars Traded | 7142 | 3332 | 3810 | 7142 | 3332 | 3810 |
| Profit Streak | 0 | 22.8171 | 0 | 0 | 22.8171 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 213963 | 345723 | -581044 | -515070 | 317390 | -582711 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7297,
"evaluation_days": 1824.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602957600000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758353797490,
"expiration_time": 1763076456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 103,
"offset": 0,
"std": 2.68847
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1091281.1200942746,
1173884.7764664304,
-82603.6563721568,
103287.5573480927,
2453549.925314249,
-2350262.3679661546
],
[
1091.28112,
1173.884776,
-82.603656,
103.287557,
2453.549925,
-2350.262368
],
[
0.598208,
0.643489,
-0.045281,
0.038898,
0.177769,
0
],
[
706.274734,
706.274734,
706.274734,
706.274734,
706.274734,
706.274734
],
[
-164742,
-98458,
-130823,
-2391426,
-1150483,
-2498414
],
[
1.98494,
3.128365,
0.851545,
1.010477,
1.549456,
0.564242
],
[
250,
125,
125,
250,
125,
125
],
[
119,
62,
57,
119,
62,
57
],
[
131,
63,
68,
131,
63,
68
],
[
47.6,
49.6,
45.6,
47.6,
49.6,
45.6
],
[
2.185102,
3.178822,
1.015879,
1.112373,
1.574448,
0.673131
],
[
758859,
758859,
73021,
1852490,
1852490,
491015
],
[
-46134,
-25463,
-46134,
-1195152,
-375761,
-1195152
],
[
28,
26,
30,
28,
26,
30
],
[
37,
30,
44,
37,
30,
44
],
[
20,
23,
18,
20,
23,
18
],
[
7142,
3332,
3810,
7142,
3332,
3810
],
[
0,
22.8171,
0,
0,
22.817101,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
213963,
345723,
-581044,
-515070,
317390,
-582711
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7297,
"evaluation_days": 1824.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602957600000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758353797490,
"expiration_time": 1763076456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 103,
"offset": 0,
"std": 2.68847
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|