| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 757414.9322 | 691454.8732 | 65960.059 | 3507019.6773 | 3024857.6232 | 482162.0541 |
| Total P&L (%) | 757.4149 | 691.4549 | 65.9601 | 3507.0197 | 3024.8576 | 482.1621 |
| Avg Daily Profit (%) | 0.4175 | 0.3811 | 0.0364 | 0.1978 | 0.1899 | 0.0971 |
| Buy And Hold Return (%) | 652.1642 | 652.1642 | 652.1642 | 652.1642 | 652.1642 | 652.1642 |
| Max Trade Drawdown | -81307 | -60291 | -63793 | -986213 | -691847 | -1228410 |
| Profit Factor | 2.8029 | 5.7775 | 1.2395 | 1.6822 | 2.81 | 1.139 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
| Ratio Avg Win / Avg Loss | 3.3419 | 8.1847 | 1.2395 | 2.0057 | 3.9809 | 1.139 |
| Largest Winning Trade | 214932 | 214932 | 69148 | 1410600 | 1027525 | 1410600 |
| Largest Losing Trade | -42338 | -24201 | -42338 | -717005 | -346430 | -717005 |
| Avg Bars in Trades | 87 | 34 | 143 | 87 | 34 | 143 |
| Avg Bars in Winners | 154 | 58 | 237 | 154 | 58 | 237 |
| Avg Bars in Losers | 31 | 17 | 48 | 31 | 17 | 48 |
| Bars Traded | 5000 | 991 | 4008 | 5000 | 991 | 4008 |
| Profit Streak | 115.556 | 115.556 | 122.2227 | 115.556 | 115.556 | 122.2227 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -280569 | -131927 | -330886 | -170123 | 317371 | -317213 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604649600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757481641515,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 137,
"offset": 0,
"std": 1.40938
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.73561
}
}
}
{
"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": [
[
757414.9321855515,
691454.8731629287,
65960.0590226231,
3507019.6773420516,
3024857.6232066946,
482162.054135356
],
[
757.414932,
691.454873,
65.960059,
3507.019677,
3024.857623,
482.162054
],
[
0.417463,
0.381108,
0.036355,
0.197815,
0.189891,
0.09714
],
[
652.164192,
652.164192,
652.164192,
652.164192,
652.164192,
652.164192
],
[
-81307,
-60291,
-63793,
-986213,
-691847,
-1228410
],
[
2.802923,
5.777455,
1.239532,
1.68221,
2.810029,
1.138971
],
[
57,
29,
28,
57,
29,
28
],
[
26,
12,
14,
26,
12,
14
],
[
31,
17,
14,
31,
17,
14
],
[
45.614035,
41.37931,
50,
45.614035,
41.37931,
50
],
[
3.341947,
8.184728,
1.239532,
2.005712,
3.980875,
1.138971
],
[
214932,
214932,
69148,
1410600,
1027525,
1410600
],
[
-42338,
-24201,
-42338,
-717005,
-346430,
-717005
],
[
87,
34,
143,
87,
34,
143
],
[
154,
58,
237,
154,
58,
237
],
[
31,
17,
48,
31,
17,
48
],
[
5000,
991,
4008,
5000,
991,
4008
],
[
115.556036,
115.556036,
122.222703,
115.556036,
115.556036,
122.222703
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-280569,
-131927,
-330886,
-170123,
317371,
-317213
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604649600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757481641515,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 137,
"offset": 0,
"std": 1.40938
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.73561
}
}
}
| # | 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) |
|---|