| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1430093.1071 | 1372886.8375 | 57206.2696 | 2108706.6884 | 944374.4031 | 1164332.2852 |
| Total P&L (%) | 1430.0931 | 1372.8868 | 57.2063 | 2108.7067 | 944.3744 | 1164.3323 |
| Avg Daily Profit (%) | 0.7821 | 0.7508 | 0.0313 | 0.1694 | 0.1284 | 0.1389 |
| Buy And Hold Return (%) | 803.2904 | 803.2904 | 803.2904 | 803.2904 | 803.2904 | 803.2904 |
| Max Trade Drawdown | -101843 | -132306 | -28567 | -3171120 | -3979399 | -709384 |
| Profit Factor | 2.8627 | 3.3569 | 1.3088 | 1.1149 | 1.0648 | 1.3078 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
| Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
| Profitability (%) | 62.2754 | 59.0361 | 65.4762 | 62.2754 | 59.0361 | 65.4762 |
| Ratio Avg Win / Avg Loss | 1.7342 | 2.3293 | 0.6901 | 0.6754 | 0.7389 | 0.6896 |
| Largest Winning Trade | 816176 | 816176 | 26166 | 1742938 | 1742938 | 402984 |
| Largest Losing Trade | -53060 | -53060 | -23718 | -2457807 | -2457807 | -709384 |
| Avg Bars in Trades | 43 | 78 | 7 | 43 | 78 | 7 |
| Avg Bars in Winners | 36 | 70 | 7 | 36 | 70 | 7 |
| Avg Bars in Losers | 52 | 91 | 7 | 52 | 91 | 7 |
| Bars Traded | 7182 | 6549 | 633 | 7182 | 6549 | 633 |
| Profit Streak | 0 | 82.8492 | 0 | 0 | 82.8492 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453265 | 463121 | -316165 | -88960 | -280683 | -32505 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758723770402,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 66,
"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": [
[
1430093.1070578163,
1372886.8374632022,
57206.2695946151,
2108706.6883694534,
944374.4031399455,
1164332.2852295078
],
[
1430.093107,
1372.886837,
57.20627,
2108.706688,
944.374403,
1164.332285
],
[
0.782113,
0.750827,
0.031286,
0.169407,
0.128384,
0.138851
],
[
803.290445,
803.290445,
803.290445,
803.290445,
803.290445,
803.290445
],
[
-101843,
-132306,
-28567,
-3171120,
-3979399,
-709384
],
[
2.86273,
3.356879,
1.308825,
1.114941,
1.064845,
1.307822
],
[
167,
83,
84,
167,
83,
84
],
[
104,
49,
55,
104,
49,
55
],
[
63,
34,
29,
63,
34,
29
],
[
62.275449,
59.036145,
65.47619,
62.275449,
59.036145,
65.47619
],
[
1.734154,
2.329263,
0.690108,
0.675397,
0.738872,
0.689579
],
[
816176,
816176,
26166,
1742938,
1742938,
402984
],
[
-53060,
-53060,
-23718,
-2457807,
-2457807,
-709384
],
[
43,
78,
7,
43,
78,
7
],
[
36,
70,
7,
36,
70,
7
],
[
52,
91,
7,
52,
91,
7
],
[
7182,
6549,
633,
7182,
6549,
633
],
[
0,
82.849194,
0,
0,
82.849194,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453265,
463121,
-316165,
-88960,
-280683,
-32505
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7314,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758723770402,
"expiration_time": 1763454672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 66,
"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) |
|---|