| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -576906.6778 | 15561.9167 | -592468.5945 | 6223569.6511 | 1248683.768 | 4974885.8831 |
| Total P&L (%) | -576.9067 | 15.5619 | -592.4686 | 6223.5697 | 1248.6838 | 4974.8859 |
| Avg Daily Profit (%) | -0.3165 | 0.0085 | -0.325 | 0.2278 | 0.1428 | 0.2157 |
| Buy And Hold Return (%) | 896.7772 | 896.7772 | 896.7772 | 896.7772 | 896.7772 | 896.7772 |
| Max Trade Drawdown | -765958 | -65599 | -732342 | -2722671 | -1550716 | -2858137 |
| Profit Factor | 0.4478 | 1.1072 | 0.3413 | 1.803 | 1.4558 | 1.9928 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 78 | 36 | 42 | 52 | 27 | 25 |
| Losing Trades | 19 | 13 | 6 | 45 | 22 | 23 |
| Profitability (%) | 80.4124 | 73.4694 | 87.5 | 53.6082 | 55.102 | 52.0833 |
| Ratio Avg Win / Avg Loss | 0.1091 | 0.3998 | 0.0488 | 1.5602 | 1.1862 | 1.8334 |
| Largest Winning Trade | 18928 | 18928 | 15807 | 4495972 | 1098703 | 4495972 |
| Largest Losing Trade | -570240 | -65599 | -570240 | -1474428 | -631445 | -1474428 |
| Avg Bars in Trades | 61 | 31 | 92 | 61 | 31 | 92 |
| Avg Bars in Winners | 28 | 11 | 43 | 55 | 33 | 78 |
| Avg Bars in Losers | 196 | 85 | 436 | 69 | 28 | 108 |
| Bars Traded | 5986 | 1524 | 4462 | 5986 | 1524 | 4462 |
| Profit Streak | 180.4043 | 180.4043 | 228.4043 | 180.4043 | 180.4043 | 228.4043 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574819 | -447004 | -574667 | 499470 | -42455 | 459088 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7291,
"evaluation_days": 1822.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758218400000,
"evaluation_time": 1758231727777,
"expiration_time": 1762942968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
-576906.6777904102,
15561.9166977515,
-592468.5944881616,
6223569.6510890685,
1248683.7680205212,
4974885.883068546
],
[
-576.906678,
15.561917,
-592.468594,
6223.569651,
1248.683768,
4974.885883
],
[
-0.316503,
0.008538,
-0.325041,
0.227765,
0.142838,
0.21567
],
[
896.77723,
896.77723,
896.77723,
896.77723,
896.77723,
896.77723
],
[
-765958,
-65599,
-732342,
-2722671,
-1550716,
-2858137
],
[
0.447786,
1.107152,
0.341323,
1.80295,
1.455757,
1.992777
],
[
97,
49,
48,
97,
49,
48
],
[
78,
36,
42,
52,
27,
25
],
[
19,
13,
6,
45,
22,
23
],
[
80.412371,
73.469388,
87.5,
53.608247,
55.102041,
52.083333
],
[
0.109076,
0.399805,
0.04876,
1.560245,
1.186172,
1.833355
],
[
18928,
18928,
15807,
4495972,
1098703,
4495972
],
[
-570240,
-65599,
-570240,
-1474428,
-631445,
-1474428
],
[
61,
31,
92,
61,
31,
92
],
[
28,
11,
43,
55,
33,
78
],
[
196,
85,
436,
69,
28,
108
],
[
5986,
1524,
4462,
5986,
1524,
4462
],
[
180.404257,
180.404257,
228.404257,
180.404257,
180.404257,
228.404257
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574819,
-447004,
-574667,
499470,
-42455,
459088
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7291,
"evaluation_days": 1822.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758218400000,
"evaluation_time": 1758231727777,
"expiration_time": 1762942968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|