| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -775112.8283 | 119168.0982 | -894280.9265 | -1226866.8216 | -6561452.3451 | 5334585.5235 |
| Total P&L (%) | -775.1128 | 119.1681 | -894.2809 | -1226.8668 | -6561.4523 | 5334.5855 |
| Avg Daily Profit (%) | -0.4278 | 0.0658 | -0.4936 | 0 | 0 | 0.2208 |
| Buy And Hold Return (%) | 504.1656 | 504.1656 | 504.1656 | 504.1656 | 504.1656 | 504.1656 |
| Max Trade Drawdown | -904123 | -115378 | -958095 | -11418327 | -8457485 | -3634364 |
| Profit Factor | 0.4803 | 1.4367 | 0.2661 | 0.9442 | 0.4364 | 1.5148 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 40 | 21 | 19 | 35 | 17 | 18 |
| Losing Trades | 27 | 13 | 14 | 32 | 17 | 15 |
| Profitability (%) | 59.7015 | 61.7647 | 57.5758 | 52.2388 | 50 | 54.5455 |
| Ratio Avg Win / Avg Loss | 0.3242 | 0.8894 | 0.1961 | 0.8633 | 0.4364 | 1.2623 |
| Largest Winning Trade | 79440 | 79440 | 53394 | 11077495 | 1717123 | 11077495 |
| Largest Losing Trade | -444145 | -79599 | -444145 | -7891731 | -7891731 | -3634364 |
| Avg Bars in Trades | 105 | 111 | 98 | 105 | 111 | 98 |
| Avg Bars in Winners | 62 | 67 | 58 | 107 | 122 | 92 |
| Avg Bars in Losers | 168 | 184 | 153 | 103 | 100 | 105 |
| Bars Traded | 7063 | 3804 | 3259 | 7063 | 3804 | 3259 |
| Profit Streak | 32.3401 | 59.8401 | 0 | 0 | 0 | 153.5901 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -699979 | -269563 | -579820 | -701487 | -580795 | 401029 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757275788295,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 33,
"offset": 0,
"a": 0.79588
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 98,
"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": [
[
-775112.8283098288,
119168.0982117194,
-894280.926521548,
-1226866.8215539972,
-6561452.345052884,
5334585.523498885
],
[
-775.112828,
119.168098,
-894.280927,
-1226.866822,
-6561.452345,
5334.585523
],
[
-0.427825,
0.065775,
-0.493601,
0,
0,
0.220769
],
[
504.165641,
504.165641,
504.165641,
504.165641,
504.165641,
504.165641
],
[
-904123,
-115378,
-958095,
-11418327,
-8457485,
-3634364
],
[
0.480283,
1.43665,
0.26608,
0.944245,
0.436357,
1.514757
],
[
67,
34,
33,
67,
34,
33
],
[
40,
21,
19,
35,
17,
18
],
[
27,
13,
14,
32,
17,
15
],
[
59.701493,
61.764706,
57.575758,
52.238806,
50,
54.545455
],
[
0.324191,
0.889355,
0.196059,
0.863309,
0.436357,
1.262298
],
[
79440,
79440,
53394,
11077495,
1717123,
11077495
],
[
-444145,
-79599,
-444145,
-7891731,
-7891731,
-3634364
],
[
105,
111,
98,
105,
111,
98
],
[
62,
67,
58,
107,
122,
92
],
[
168,
184,
153,
103,
100,
105
],
[
7063,
3804,
3259,
7063,
3804,
3259
],
[
32.340142,
59.840142,
0,
0,
0,
153.590142
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-699979,
-269563,
-579820,
-701487,
-580795,
401029
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757275788295,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 33,
"offset": 0,
"a": 0.79588
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 98,
"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) |
|---|