| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1545488.2237 | 1481508.3205 | 63979.9033 | 2831181.8423 | 2732115.7495 | 99066.0928 |
| Total P&L (%) | 1545.4882 | 1481.5083 | 63.9799 | 2831.1818 | 2732.1157 | 99.0661 |
| Avg Daily Profit (%) | 0.8506 | 0.8154 | 0.0352 | 0.1861 | 0.1842 | 0.0379 |
| Buy And Hold Return (%) | 689.1705 | 689.1705 | 689.1705 | 689.1705 | 689.1705 | 689.1705 |
| Max Trade Drawdown | -68733 | -60807 | -36314 | -3621616 | -2580931 | -1309213 |
| Profit Factor | 4.3928 | 6.6302 | 1.3326 | 1.28 | 1.4468 | 1.0248 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 47.9452 | 44.4444 | 51.3514 | 47.9452 | 44.4444 | 51.3514 |
| Ratio Avg Win / Avg Loss | 4.7693 | 8.2877 | 1.2624 | 1.3897 | 1.8086 | 0.9709 |
| Largest Winning Trade | 855367 | 855367 | 45828 | 3787751 | 3787751 | 836341 |
| Largest Losing Trade | -60807 | -60807 | -29748 | -1880631 | -1880631 | -780861 |
| Avg Bars in Trades | 67 | 115 | 21 | 67 | 115 | 21 |
| Avg Bars in Winners | 92 | 168 | 28 | 92 | 168 | 28 |
| Avg Bars in Losers | 45 | 72 | 15 | 45 | 72 | 15 |
| Bars Traded | 4961 | 4149 | 812 | 4961 | 4149 | 812 |
| Profit Streak | 0 | 198.2754 | 0 | 0 | 198.2754 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -61789 | 526692 | -310893 | -71322 | 235970 | -502522 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5451,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757716590623,
"expiration_time": 1762402464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 77,
"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": [
[
1545488.2237247503,
1481508.3204571067,
63979.9032676438,
2831181.842263247,
2732115.749462683,
99066.0928005645
],
[
1545.488224,
1481.50832,
63.979903,
2831.181842,
2732.115749,
99.066093
],
[
0.850571,
0.81536,
0.035212,
0.186083,
0.184188,
0.037897
],
[
689.170507,
689.170507,
689.170507,
689.170507,
689.170507,
689.170507
],
[
-68733,
-60807,
-36314,
-3621616,
-2580931,
-1309213
],
[
4.392814,
6.630191,
1.332568,
1.280024,
1.446849,
1.024789
],
[
73,
36,
37,
73,
36,
37
],
[
35,
16,
19,
35,
16,
19
],
[
38,
20,
18,
38,
20,
18
],
[
47.945205,
44.444444,
51.351351,
47.945205,
44.444444,
51.351351
],
[
4.769341,
8.287739,
1.262432,
1.389741,
1.808561,
0.970853
],
[
855367,
855367,
45828,
3787751,
3787751,
836341
],
[
-60807,
-60807,
-29748,
-1880631,
-1880631,
-780861
],
[
67,
115,
21,
67,
115,
21
],
[
92,
168,
28,
92,
168,
28
],
[
45,
72,
15,
45,
72,
15
],
[
4961,
4149,
812,
4961,
4149,
812
],
[
0,
198.275354,
0,
0,
198.275354,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61789,
526692,
-310893,
-71322,
235970,
-502522
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5451,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757716590623,
"expiration_time": 1762402464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 77,
"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) |
|---|