| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1169329.9084 | 1180435.1572 | -11105.2488 | 328708.4744 | 504562.3624 | -175853.888 |
| Total P&L (%) | 1169.3299 | 1180.4352 | -11.1052 | 328.7085 | 504.5624 | -175.8539 |
| Avg Daily Profit (%) | 0.6428 | 0.6489 | -0.0061 | 0.08 | 0.099 | 0 |
| Buy And Hold Return (%) | 653.9735 | 653.9735 | 653.9735 | 653.9735 | 653.9735 | 653.9735 |
| Max Trade Drawdown | -113388 | -116796 | -91368 | -882962 | -682646 | -654608 |
| Profit Factor | 2.8538 | 4.3399 | 0.96 | 1.1027 | 1.2699 | 0.868 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.1709 | 4.8221 | 1.0666 | 1.2252 | 1.411 | 0.9645 |
| Largest Winning Trade | 778514 | 778514 | 35869 | 684388 | 684388 | 241598 |
| Largest Losing Trade | -70242 | -47352 | -70242 | -457328 | -356727 | -457328 |
| Avg Bars in Trades | 90 | 121 | 58 | 90 | 121 | 58 |
| Avg Bars in Winners | 103 | 142 | 65 | 103 | 142 | 65 |
| Avg Bars in Losers | 77 | 102 | 52 | 77 | 102 | 52 |
| Bars Traded | 6851 | 4625 | 2226 | 6851 | 4625 | 2226 |
| Profit Streak | 48.4507 | 0 | 49.2007 | 48.4507 | 0 | 49.2007 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -45271 | 359492 | -579558 | -413705 | -227339 | -581225 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757933340073,
"expiration_time": 1762631496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 213,
"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": [
[
1169329.908434565,
1180435.1571914542,
-11105.2487568883,
328708.4743693176,
504562.3624059468,
-175853.8880366295
],
[
1169.329908,
1180.435157,
-11.105249,
328.708474,
504.562362,
-175.853888
],
[
0.642754,
0.648858,
-0.006104,
0.080043,
0.098954,
0
],
[
653.973466,
653.973466,
653.973466,
653.973466,
653.973466,
653.973466
],
[
-113388,
-116796,
-91368,
-882962,
-682646,
-654608
],
[
2.853833,
4.339879,
0.959956,
1.102655,
1.269873,
0.868021
],
[
76,
38,
38,
76,
38,
38
],
[
36,
18,
18,
36,
18,
18
],
[
40,
20,
20,
40,
20,
20
],
[
47.368421,
47.368421,
47.368421,
47.368421,
47.368421,
47.368421
],
[
3.170926,
4.822088,
1.066618,
1.225172,
1.41097,
0.964468
],
[
778514,
778514,
35869,
684388,
684388,
241598
],
[
-70242,
-47352,
-70242,
-457328,
-356727,
-457328
],
[
90,
121,
58,
90,
121,
58
],
[
103,
142,
65,
103,
142,
65
],
[
77,
102,
52,
77,
102,
52
],
[
6851,
4625,
2226,
6851,
4625,
2226
],
[
48.450695,
0,
49.200695,
48.450695,
0,
49.200695
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45271,
359492,
-579558,
-413705,
-227339,
-581225
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757933340073,
"expiration_time": 1762631496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 213,
"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) |
|---|