| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1429400.5109 | 1381490.189 | 47910.3219 | 3066301.789 | 3818865.2334 | -752563.4444 |
| Total P&L (%) | 1429.4005 | 1381.4902 | 47.9103 | 3066.3018 | 3818.8652 | -752.5634 |
| Avg Daily Profit (%) | 0.7875 | 0.7612 | 0.0264 | 0.1905 | 0.2023 | 0 |
| Buy And Hold Return (%) | 535.0524 | 535.0524 | 535.0524 | 535.0524 | 535.0524 | 535.0524 |
| Max Trade Drawdown | -117402 | -73795 | -64510 | -3681163 | -2268574 | -2559582 |
| Profit Factor | 3.2957 | 5.4138 | 1.1547 | 1.1906 | 1.4824 | 0.9079 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Profitability (%) | 30.5263 | 29.7872 | 31.25 | 30.5263 | 29.7872 | 31.25 |
| Ratio Avg Win / Avg Loss | 7.5006 | 12.761 | 2.5404 | 2.7097 | 3.4942 | 1.9973 |
| Largest Winning Trade | 710390 | 710390 | 75599 | 4855245 | 4855245 | 1961911 |
| Largest Losing Trade | -27891 | -27891 | -26904 | -1100732 | -1100732 | -826650 |
| Avg Bars in Trades | 75 | 72 | 77 | 75 | 72 | 77 |
| Avg Bars in Winners | 160 | 145 | 175 | 160 | 145 | 175 |
| Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
| Bars Traded | 7133 | 3400 | 3732 | 7133 | 3400 | 3732 |
| 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 | 310942 | 317348 | -379806 | -9925 | 62375 | -585203 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7260,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556382738,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 82,
"offset": 0,
"a": 0.55051
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 22,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
1429400.5109219183,
1381490.1889854292,
47910.321936489,
3066301.788987493,
3818865.23336603,
-752563.4443785374
],
[
1429.400511,
1381.490189,
47.910322,
3066.301789,
3818.865233,
-752.563444
],
[
0.787548,
0.761152,
0.026397,
0.190548,
0.202319,
0
],
[
535.052448,
535.052448,
535.052448,
535.052448,
535.052448,
535.052448
],
[
-117402,
-73795,
-64510,
-3681163,
-2268574,
-2559582
],
[
3.29572,
5.413774,
1.154728,
1.190636,
1.482377,
0.907862
],
[
95,
47,
48,
95,
47,
48
],
[
29,
14,
15,
29,
14,
15
],
[
66,
33,
33,
66,
33,
33
],
[
30.526316,
29.787234,
31.25,
30.526316,
29.787234,
31.25
],
[
7.500605,
12.761039,
2.540402,
2.709723,
3.494174,
1.997297
],
[
710390,
710390,
75599,
4855245,
4855245,
1961911
],
[
-27891,
-27891,
-26904,
-1100732,
-1100732,
-826650
],
[
75,
72,
77,
75,
72,
77
],
[
160,
145,
175,
160,
145,
175
],
[
37,
41,
33,
37,
41,
33
],
[
7133,
3400,
3732,
7133,
3400,
3732
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310942,
317348,
-379806,
-9925,
62375,
-585203
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7260,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556382738,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 82,
"offset": 0,
"a": 0.55051
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 22,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|