| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -628826.7016 | 177824.1118 | -806650.8134 | -1970151.3612 | -10222822.4697 | 8252671.1085 |
| Total P&L (%) | -628.8267 | 177.8241 | -806.6508 | -1970.1514 | -10222.8225 | 8252.6711 |
| Avg Daily Profit (%) | -0.3455 | 0.0977 | -0.4432 | 0 | 0 | 0.2434 |
| Buy And Hold Return (%) | 642.6882 | 642.6882 | 642.6882 | 642.6882 | 642.6882 | 642.6882 |
| Max Trade Drawdown | -788558 | -116285 | -879661 | -14852544 | -10836029 | -6581328 |
| Profit Factor | 0.5566 | 1.7194 | 0.3112 | 0.9373 | 0.3593 | 1.5338 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 44 | 24 | 20 | 33 | 16 | 17 |
| Losing Trades | 30 | 13 | 17 | 41 | 21 | 20 |
| Profitability (%) | 59.4595 | 64.8649 | 54.0541 | 44.5946 | 43.2432 | 45.9459 |
| Ratio Avg Win / Avg Loss | 0.3795 | 0.9314 | 0.2645 | 1.1645 | 0.4716 | 1.8045 |
| Largest Winning Trade | 92469 | 92469 | 67107 | 17618289 | 2164084 | 17618289 |
| Largest Losing Trade | -426209 | -79753 | -426209 | -9791679 | -9791679 | -4293601 |
| Avg Bars in Trades | 96 | 103 | 89 | 96 | 103 | 89 |
| Avg Bars in Winners | 60 | 67 | 52 | 100 | 119 | 82 |
| Avg Bars in Losers | 148 | 168 | 132 | 93 | 91 | 95 |
| Bars Traded | 7131 | 3822 | 3309 | 7131 | 3822 | 3309 |
| Profit Streak | 0 | 0 | 0 | 30.8378 | 30.8378 | 107.5878 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -648051 | -225914 | -580247 | -648990 | -582859 | 375090 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7281,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602784800000,
"last_datapoint_time": 1758002400000,
"evaluation_time": 1758009983830,
"expiration_time": 1762720488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 34,
"offset": 0,
"a": 0.71642
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 95,
"offset": 0,
"std": 2.47788
}
}
}
{
"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": [
[
-628826.7015765145,
177824.1117844049,
-806650.8133609197,
-1970151.361193371,
-10222822.469726391,
8252671.108533025
],
[
-628.826702,
177.824112,
-806.650813,
-1970.151361,
-10222.82247,
8252.671109
],
[
-0.345462,
0.097692,
-0.443154,
0,
0,
0.243403
],
[
642.688216,
642.688216,
642.688216,
642.688216,
642.688216,
642.688216
],
[
-788558,
-116285,
-879661,
-14852544,
-10836029,
-6581328
],
[
0.556624,
1.719444,
0.311203,
0.937288,
0.359288,
1.533788
],
[
74,
37,
37,
74,
37,
37
],
[
44,
24,
20,
33,
16,
17
],
[
30,
13,
17,
41,
21,
20
],
[
59.459459,
64.864865,
54.054054,
44.594595,
43.243243,
45.945946
],
[
0.379517,
0.931366,
0.264523,
1.16451,
0.471566,
1.804456
],
[
92469,
92469,
67107,
17618289,
2164084,
17618289
],
[
-426209,
-79753,
-426209,
-9791679,
-9791679,
-4293601
],
[
96,
103,
89,
96,
103,
89
],
[
60,
67,
52,
100,
119,
82
],
[
148,
168,
132,
93,
91,
95
],
[
7131,
3822,
3309,
7131,
3822,
3309
],
[
0,
0,
0,
30.837776,
30.837776,
107.587776
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-648051,
-225914,
-580247,
-648990,
-582859,
375090
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7281,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602784800000,
"last_datapoint_time": 1758002400000,
"evaluation_time": 1758009983830,
"expiration_time": 1762720488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 34,
"offset": 0,
"a": 0.71642
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 95,
"offset": 0,
"std": 2.47788
}
}
}
| # | 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) |
|---|