| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -502131.8211 | 40515.4359 | -542647.257 | 5231874.0316 | 1609221.1872 | 3622652.8444 |
| Total P&L (%) | -502.1318 | 40.5154 | -542.6473 | 5231.874 | 1609.2212 | 3622.6528 |
| Avg Daily Profit (%) | -0.2769 | 0.0223 | -0.2993 | 0.2195 | 0.1567 | 0.1997 |
| Buy And Hold Return (%) | 583.1763 | 583.1763 | 583.1763 | 583.1763 | 583.1763 | 583.1763 |
| Max Trade Drawdown | -684333 | -67324 | -668905 | -973710 | -357415 | -1124626 |
| Profit Factor | 0.4645 | 1.3841 | 0.348 | 2.8386 | 2.9482 | 2.7937 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 71 | 29 | 42 | 47 | 23 | 24 |
| Losing Trades | 26 | 20 | 6 | 50 | 26 | 24 |
| Profitability (%) | 73.1959 | 59.1837 | 87.5 | 48.4536 | 46.9388 | 50 |
| Ratio Avg Win / Avg Loss | 0.1701 | 0.9545 | 0.0497 | 3.0198 | 3.3327 | 2.7937 |
| Largest Winning Trade | 22479 | 20270 | 22479 | 1997187 | 543503 | 1997187 |
| Largest Losing Trade | -512300 | -67324 | -512300 | -646020 | -255409 | -646020 |
| Avg Bars in Trades | 45 | 12 | 78 | 45 | 12 | 78 |
| Avg Bars in Winners | 26 | 6 | 40 | 45 | 19 | 71 |
| Avg Bars in Losers | 97 | 22 | 346 | 44 | 7 | 85 |
| Bars Traded | 4386 | 625 | 3761 | 4386 | 625 | 3761 |
| Profit Streak | 79.0471 | 79.0471 | 174.3805 | 79.0471 | 79.0471 | 174.3805 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576271 | -327740 | -574688 | 512767 | 349697 | 515284 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605888000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757380071795,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 180,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
-502131.8211439393,
40515.4358805421,
-542647.2570244814,
5231874.031615171,
1609221.1871658568,
3622652.844449313
],
[
-502.131821,
40.515436,
-542.647257,
5231.874032,
1609.221187,
3622.652844
],
[
-0.276911,
0.022343,
-0.299255,
0.219522,
0.156665,
0.199668
],
[
583.176312,
583.176312,
583.176312,
583.176312,
583.176312,
583.176312
],
[
-684333,
-67324,
-668905,
-973710,
-357415,
-1124626
],
[
0.464513,
1.38408,
0.347955,
2.838572,
2.948166,
2.793748
],
[
97,
49,
48,
97,
49,
48
],
[
71,
29,
42,
47,
23,
24
],
[
26,
20,
6,
50,
26,
24
],
[
73.195876,
59.183673,
87.5,
48.453608,
46.938776,
50
],
[
0.170103,
0.954538,
0.049708,
3.019758,
3.332709,
2.793748
],
[
22479,
20270,
22479,
1997187,
543503,
1997187
],
[
-512300,
-67324,
-512300,
-646020,
-255409,
-646020
],
[
45,
12,
78,
45,
12,
78
],
[
26,
6,
40,
45,
19,
71
],
[
97,
22,
346,
44,
7,
85
],
[
4386,
625,
3761,
4386,
625,
3761
],
[
79.047127,
79.047127,
174.38046,
79.047127,
79.047127,
174.380461
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576271,
-327740,
-574688,
512767,
349697,
515284
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5440,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605888000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757380071795,
"expiration_time": 1762076160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 180,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|