| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1258229.5402 | -34906.3491 | -1223323.1911 | -1004926.7235 | -9377050.9222 | 8372124.1987 |
| Total P&L (%) | -1258.2295 | -34.9063 | -1223.3232 | -1004.9267 | -9377.0509 | 8372.1242 |
| Avg Daily Profit (%) | -0.693 | -0.0192 | -0.6738 | 0 | 0 | 0.2448 |
| Buy And Hold Return (%) | 567.2215 | 567.2215 | 567.2215 | 567.2215 | 567.2215 | 567.2215 |
| Max Trade Drawdown | -1324000 | -201410 | -1257503 | -28503818 | -21612380 | -8705977 |
| Profit Factor | 0.3496 | 0.9007 | 0.2273 | 0.9759 | 0.639 | 1.5328 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 152 | 71 | 81 | 99 | 50 | 49 |
| Losing Trades | 43 | 27 | 16 | 96 | 48 | 48 |
| Profitability (%) | 77.9487 | 72.449 | 83.5052 | 50.7692 | 51.0204 | 50.5155 |
| Ratio Avg Win / Avg Loss | 0.0989 | 0.3425 | 0.0449 | 0.9463 | 0.6134 | 1.5015 |
| Largest Winning Trade | 24649 | 24649 | 22543 | 7783109 | 1885028 | 7783109 |
| Largest Losing Trade | -577025 | -73500 | -577025 | -18312885 | -18312885 | -4084974 |
| Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
| Avg Bars in Winners | 11 | 11 | 10 | 31 | 30 | 32 |
| Avg Bars in Losers | 125 | 109 | 152 | 41 | 46 | 35 |
| Bars Traded | 7103 | 3770 | 3332 | 7103 | 3770 | 3332 |
| Profit Streak | 22.907 | 63.157 | 22.907 | 0 | 0 | 0 |
| Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574373 | -576293 | -574973 | -579657 | -580938 | 389151 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605567529,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 130,
"offset": 0,
"a": 0.65565
}
}
}
{
"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": [
[
-1258229.540191329,
-34906.3491234105,
-1223323.1910679184,
-1004926.7235456461,
-9377050.92224311,
8372124.198697463
],
[
-1258.22954,
-34.906349,
-1223.323191,
-1004.926724,
-9377.050922,
8372.124199
],
[
-0.693048,
-0.019227,
-0.673822,
0,
0,
0.244825
],
[
567.221529,
567.221529,
567.221529,
567.221529,
567.221529,
567.221529
],
[
-1324000,
-201410,
-1257503,
-28503818,
-21612380,
-8705977
],
[
0.349647,
0.90067,
0.227343,
0.975895,
0.639008,
1.532775
],
[
195,
98,
97,
195,
98,
97
],
[
152,
71,
81,
99,
50,
49
],
[
43,
27,
16,
96,
48,
48
],
[
77.948718,
72.44898,
83.505155,
50.769231,
51.020408,
50.515464
],
[
0.098913,
0.342508,
0.044907,
0.946323,
0.613448,
1.501494
],
[
24649,
24649,
22543,
7783109,
1885028,
7783109
],
[
-577025,
-73500,
-577025,
-18312885,
-18312885,
-4084974
],
[
36,
38,
34,
36,
38,
34
],
[
11,
11,
10,
31,
30,
32
],
[
125,
109,
152,
41,
46,
35
],
[
7103,
3770,
3332,
7103,
3770,
3332
],
[
22.907031,
63.157031,
22.907031,
0,
0,
0
],
[
13,
7,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574373,
-576293,
-574973,
-579657,
-580938,
389151
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605567529,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 130,
"offset": 0,
"a": 0.65565
}
}
}
| # | 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) |
|---|