| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1477343.1099 | 1435945.6208 | 41397.4891 | 1356029.1744 | 3454799.2072 | -2098770.0328 |
| Total P&L (%) | 1477.3431 | 1435.9456 | 41.3975 | 1356.0292 | 3454.7992 | -2098.77 |
| Avg Daily Profit (%) | 0.8137 | 0.7909 | 0.0228 | 0.1476 | 0.1969 | 0 |
| Buy And Hold Return (%) | 684.8006 | 684.8006 | 684.8006 | 684.8006 | 684.8006 | 684.8006 |
| Max Trade Drawdown | -142193 | -84146 | -79924 | -7441295 | -4634700 | -3961576 |
| Profit Factor | 3.6567 | 5.6882 | 1.1657 | 1.0919 | 1.4183 | 0.6766 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
| Ratio Avg Win / Avg Loss | 5.0722 | 7.4657 | 1.7097 | 1.5146 | 1.8616 | 0.9924 |
| Largest Winning Trade | 725123 | 725123 | 48659 | 5972223 | 5972223 | 659490 |
| Largest Losing Trade | -41099 | -41099 | -39015 | -3084018 | -3084018 | -1064076 |
| Avg Bars in Trades | 92 | 134 | 50 | 92 | 134 | 50 |
| Avg Bars in Winners | 143 | 195 | 88 | 143 | 195 | 88 |
| Avg Bars in Losers | 55 | 87 | 24 | 55 | 87 | 24 |
| Bars Traded | 6841 | 4967 | 1874 | 6841 | 4967 | 1874 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -57782 | 450825 | -368965 | -192778 | 216131 | -584451 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604296800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757593044146,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 47,
"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": [
[
1477343.1098865964,
1435945.620832642,
41397.4890539545,
1356029.1743939365,
3454799.2072424055,
-2098770.03284847
],
[
1477.34311,
1435.945621,
41.397489,
1356.029174,
3454.799207,
-2098.770033
],
[
0.813739,
0.790937,
0.022802,
0.147633,
0.196882,
0
],
[
684.800561,
684.800561,
684.800561,
684.800561,
684.800561,
684.800561
],
[
-142193,
-84146,
-79924,
-7441295,
-4634700,
-3961576
],
[
3.656726,
5.688173,
1.165732,
1.091941,
1.41833,
0.676629
],
[
74,
37,
37,
74,
37,
37
],
[
31,
16,
15,
31,
16,
15
],
[
43,
21,
22,
43,
21,
22
],
[
41.891892,
43.243243,
40.540541,
41.891892,
43.243243,
40.540541
],
[
5.072232,
7.465728,
1.70974,
1.514628,
1.861557,
0.992389
],
[
725123,
725123,
48659,
5972223,
5972223,
659490
],
[
-41099,
-41099,
-39015,
-3084018,
-3084018,
-1064076
],
[
92,
134,
50,
92,
134,
50
],
[
143,
195,
88,
143,
195,
88
],
[
55,
87,
24,
55,
87,
24
],
[
6841,
4967,
1874,
6841,
4967,
1874
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-57782,
450825,
-368965,
-192778,
216131,
-584451
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7262,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604296800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757593044146,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 47,
"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) |
|---|