| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -517584.9991 | 33159.6285 | -550744.6276 | 5748315.2322 | 1731041.906 | 4017273.3262 |
| Total P&L (%) | -517.585 | 33.1596 | -550.7446 | 5748.3152 | 1731.0419 | 4017.2733 |
| Avg Daily Profit (%) | -0.2839 | 0.0182 | -0.3021 | 0.2234 | 0.1596 | 0.2041 |
| Buy And Hold Return (%) | 860.0614 | 860.0614 | 860.0614 | 860.0614 | 860.0614 | 860.0614 |
| Max Trade Drawdown | -669632 | -70917 | -649683 | -1100437 | -245210 | -1272154 |
| Profit Factor | 0.438 | 1.3913 | 0.3414 | 3.1941 | 4.658 | 2.8714 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 45 | 22 | 23 | 29 | 17 | 12 |
| Losing Trades | 14 | 8 | 6 | 30 | 13 | 17 |
| Profitability (%) | 76.2712 | 73.3333 | 79.3103 | 49.1525 | 56.6667 | 41.3793 |
| Ratio Avg Win / Avg Loss | 0.1363 | 0.5059 | 0.0891 | 3.3043 | 3.562 | 4.0679 |
| Largest Winning Trade | 32648 | 11834 | 32648 | 2722529 | 536722 | 2722529 |
| Largest Losing Trade | -503551 | -52358 | -503551 | -611100 | -172936 | -611100 |
| Avg Bars in Trades | 74 | 14 | 136 | 74 | 14 | 136 |
| Avg Bars in Winners | 38 | 7 | 68 | 59 | 16 | 121 |
| Avg Bars in Losers | 188 | 31 | 398 | 88 | 10 | 147 |
| Bars Traded | 4387 | 424 | 3963 | 4387 | 424 | 3963 |
| Profit Streak | 89.0109 | 449.0109 | 0 | 89.0109 | 449.0109 | 0 |
| Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -756313 | -330677 | -577033 | -165139 | 394386 | 306769 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5470,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758240938010,
"expiration_time": 1762966080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
-517584.9991401886,
33159.6284977069,
-550744.6276378954,
5748315.232229341,
1731041.9059926062,
4017273.326236735
],
[
-517.584999,
33.159628,
-550.744628,
5748.315232,
1731.041906,
4017.273326
],
[
-0.283868,
0.018186,
-0.302054,
0.223398,
0.159587,
0.204108
],
[
860.061444,
860.061444,
860.061444,
860.061444,
860.061444,
860.061444
],
[
-669632,
-70917,
-649683,
-1100437,
-245210,
-1272154
],
[
0.438049,
1.391254,
0.341449,
3.194146,
4.657993,
2.871441
],
[
59,
30,
29,
59,
30,
29
],
[
45,
22,
23,
29,
17,
12
],
[
14,
8,
6,
30,
13,
17
],
[
76.271186,
73.333333,
79.310345,
49.152542,
56.666667,
41.37931
],
[
0.136282,
0.505911,
0.089074,
3.304289,
3.561995,
4.067875
],
[
32648,
11834,
32648,
2722529,
536722,
2722529
],
[
-503551,
-52358,
-503551,
-611100,
-172936,
-611100
],
[
74,
14,
136,
74,
14,
136
],
[
38,
7,
68,
59,
16,
121
],
[
188,
31,
398,
88,
10,
147
],
[
4387,
424,
3963,
4387,
424,
3963
],
[
89.010856,
449.010857,
0,
89.010857,
449.010857,
0
],
[
1,
8,
0,
1,
8,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-756313,
-330677,
-577033,
-165139,
394386,
306769
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5470,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758240938010,
"expiration_time": 1762966080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|