| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1172437.6111 | 1153521.2646 | 18916.3465 | 757750.204 | 811996.0281 | -54245.8241 |
| Total P&L (%) | 1172.4376 | 1153.5213 | 18.9163 | 757.7502 | 811.996 | -54.2458 |
| Avg Daily Profit (%) | 0.6463 | 0.6359 | 0.0104 | 0.1185 | 0.1219 | -0.0431 |
| Buy And Hold Return (%) | 562.7089 | 562.7089 | 562.7089 | 562.7089 | 562.7089 | 562.7089 |
| Max Trade Drawdown | -121747 | -115656 | -32157 | -1298478 | -1448714 | -400268 |
| Profit Factor | 2.5669 | 3.0401 | 1.1035 | 1.1288 | 1.1799 | 0.9604 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
| Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
| Profitability (%) | 48.0916 | 38.4615 | 57.5758 | 48.0916 | 38.4615 | 57.5758 |
| Ratio Avg Win / Avg Loss | 2.7706 | 4.8641 | 0.8131 | 1.2184 | 1.8878 | 0.7077 |
| Largest Winning Trade | 700906 | 700906 | 20451 | 1404724 | 1404724 | 147467 |
| Largest Losing Trade | -58560 | -58560 | -26271 | -840673 | -840673 | -152612 |
| Avg Bars in Trades | 40 | 73 | 8 | 40 | 73 | 8 |
| Avg Bars in Winners | 47 | 107 | 8 | 47 | 107 | 8 |
| Avg Bars in Losers | 33 | 51 | 8 | 33 | 51 | 8 |
| Bars Traded | 5311 | 4770 | 541 | 5311 | 4770 | 541 |
| Profit Streak | 0 | 83.1447 | 0 | 0 | 83.1447 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360714 | -124872 | -575995 | -171531 | -215199 | -703698 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5442,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757446101750,
"expiration_time": 1762135488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 1.80576
}
}
}
{
"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": [
[
1172437.611109672,
1153521.2646115331,
18916.3464981389,
757750.2040027975,
811996.0280831647,
-54245.824080367
],
[
1172.437611,
1153.521265,
18.916346,
757.750204,
811.996028,
-54.245824
],
[
0.646327,
0.635899,
0.010428,
0.118546,
0.12193,
-0.043094
],
[
562.708928,
562.708928,
562.708928,
562.708928,
562.708928,
562.708928
],
[
-121747,
-115656,
-32157,
-1298478,
-1448714,
-400268
],
[
2.566852,
3.040083,
1.103454,
1.128784,
1.179884,
0.960401
],
[
131,
65,
66,
131,
65,
66
],
[
63,
25,
38,
63,
25,
38
],
[
68,
40,
28,
68,
40,
28
],
[
48.091603,
38.461538,
57.575758,
48.091603,
38.461538,
57.575758
],
[
2.770571,
4.864133,
0.813072,
1.21837,
1.887814,
0.707664
],
[
700906,
700906,
20451,
1404724,
1404724,
147467
],
[
-58560,
-58560,
-26271,
-840673,
-840673,
-152612
],
[
40,
73,
8,
40,
73,
8
],
[
47,
107,
8,
47,
107,
8
],
[
33,
51,
8,
33,
51,
8
],
[
5311,
4770,
541,
5311,
4770,
541
],
[
0,
83.144696,
0,
0,
83.144696,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360714,
-124872,
-575995,
-171531,
-215199,
-703698
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5442,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757446101750,
"expiration_time": 1762135488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 1.80576
}
}
}
| # | 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) |
|---|