| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -427952.1755 | 64952.063 | -492904.2384 | 7496521.2751 | 2622490.6102 | 4874030.665 |
| Total P&L (%) | -427.9522 | 64.9521 | -492.9042 | 7496.5213 | 2622.4906 | 4874.0307 |
| Avg Daily Profit (%) | -0.236 | 0.0358 | -0.2718 | 0.2391 | 0.1824 | 0.2157 |
| Buy And Hold Return (%) | 532.1535 | 532.1535 | 532.1535 | 532.1535 | 532.1535 | 532.1535 |
| Max Trade Drawdown | -697794 | -69713 | -668343 | -1957407 | -376860 | -2261267 |
| Profit Factor | 0.5459 | 1.5057 | 0.3945 | 2.4831 | 2.5069 | 2.4706 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 52 | 23 | 29 | 42 | 22 | 20 |
| Losing Trades | 21 | 14 | 7 | 31 | 15 | 16 |
| Profitability (%) | 71.2329 | 62.1622 | 80.5556 | 57.5342 | 59.4595 | 55.5556 |
| Ratio Avg Win / Avg Loss | 0.2205 | 0.9165 | 0.0952 | 1.8328 | 1.7093 | 1.9765 |
| Largest Winning Trade | 36258 | 36258 | 25555 | 3269780 | 1131785 | 3269780 |
| Largest Losing Trade | -457997 | -69713 | -457997 | -1529387 | -279875 | -1529387 |
| Avg Bars in Trades | 61 | 20 | 103 | 61 | 20 | 103 |
| Avg Bars in Winners | 37 | 10 | 58 | 52 | 23 | 85 |
| Avg Bars in Losers | 120 | 37 | 288 | 72 | 16 | 126 |
| Bars Traded | 4480 | 764 | 3716 | 4480 | 764 | 3716 |
| Profit Streak | 0 | 0 | 217.4037 | 0 | 0 | 217.4037 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -654025 | -309291 | -575405 | -61918 | 460002 | 541080 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757382080097,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 8,
"offset": 0,
"std": 1.43904
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 89,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-427952.1754505674,
64952.0629836135,
-492904.2384341809,
7496521.275138186,
2622490.6101575494,
4874030.664980635
],
[
-427.952175,
64.952063,
-492.904238,
7496.521275,
2622.49061,
4874.030665
],
[
-0.236003,
0.035819,
-0.271823,
0.239088,
0.18238,
0.215682
],
[
532.153548,
532.153548,
532.153548,
532.153548,
532.153548,
532.153548
],
[
-697794,
-69713,
-668343,
-1957407,
-376860,
-2261267
],
[
0.545917,
1.505725,
0.394481,
2.483094,
2.506937,
2.470575
],
[
73,
37,
36,
73,
37,
36
],
[
52,
23,
29,
42,
22,
20
],
[
21,
14,
7,
31,
15,
16
],
[
71.232877,
62.162162,
80.555556,
57.534247,
59.459459,
55.555556
],
[
0.220466,
0.916528,
0.09522,
1.83276,
1.709276,
1.97646
],
[
36258,
36258,
25555,
3269780,
1131785,
3269780
],
[
-457997,
-69713,
-457997,
-1529387,
-279875,
-1529387
],
[
61,
20,
103,
61,
20,
103
],
[
37,
10,
58,
52,
23,
85
],
[
120,
37,
288,
72,
16,
126
],
[
4480,
764,
3716,
4480,
764,
3716
],
[
0,
0,
217.403705,
0,
0,
217.403705
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-654025,
-309291,
-575405,
-61918,
460002,
541080
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757382080097,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 8,
"offset": 0,
"std": 1.43904
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 89,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|