| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1130363.8725 | 1091079.9154 | 39283.9571 | 2035953.2581 | 2432107.2205 | -396153.9625 |
| Total P&L (%) | 1130.3639 | 1091.0799 | 39.284 | 2035.9533 | 2432.1072 | -396.154 |
| Avg Daily Profit (%) | 0.6227 | 0.601 | 0.0216 | 0.1688 | 0.1782 | 0 |
| Buy And Hold Return (%) | 601.8303 | 601.8303 | 601.8303 | 601.8303 | 601.8303 | 601.8303 |
| Max Trade Drawdown | -131900 | -62630 | -114068 | -2879639 | -2050878 | -1442483 |
| Profit Factor | 3.184 | 5.656 | 1.1387 | 1.243 | 1.6459 | 0.9141 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 40.5797 | 41.1765 | 40 | 40.5797 | 41.1765 | 40 |
| Ratio Avg Win / Avg Loss | 4.6622 | 8.08 | 1.708 | 1.8201 | 2.3512 | 1.3712 |
| Largest Winning Trade | 588420 | 588420 | 76474 | 2926193 | 2926193 | 1376458 |
| Largest Losing Trade | -30197 | -30197 | -27524 | -928693 | -877019 | -928693 |
| Avg Bars in Trades | 76 | 66 | 85 | 76 | 66 | 85 |
| Avg Bars in Winners | 134 | 114 | 153 | 134 | 114 | 153 |
| Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
| Bars Traded | 5263 | 2269 | 2994 | 5263 | 2269 | 2994 |
| Profit Streak | 0 | 102.6944 | 0 | 0 | 102.6944 | 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 | -99906 | 313833 | -400480 | -104094 | 212202 | -583009 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5446,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603008000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757551197167,
"expiration_time": 1762254144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 80,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"offset": 0
}
}
}
{
"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": [
[
1130363.8724828004,
1091079.915413468,
39283.9570693325,
2035953.2580597815,
2432107.2205164847,
-396153.9624567038
],
[
1130.363872,
1091.079915,
39.283957,
2035.953258,
2432.107221,
-396.153962
],
[
0.622677,
0.601037,
0.02164,
0.168789,
0.178178,
0
],
[
601.830339,
601.830339,
601.830339,
601.830339,
601.830339,
601.830339
],
[
-131900,
-62630,
-114068,
-2879639,
-2050878,
-1442483
],
[
3.183952,
5.656019,
1.138695,
1.242978,
1.645857,
0.914131
],
[
69,
34,
35,
69,
34,
35
],
[
28,
14,
14,
28,
14,
14
],
[
41,
20,
21,
41,
20,
21
],
[
40.57971,
41.176471,
40,
40.57971,
41.176471,
40
],
[
4.662216,
8.080028,
1.708043,
1.820074,
2.351224,
1.371197
],
[
588420,
588420,
76474,
2926193,
2926193,
1376458
],
[
-30197,
-30197,
-27524,
-928693,
-877019,
-928693
],
[
76,
66,
85,
76,
66,
85
],
[
134,
114,
153,
134,
114,
153
],
[
36,
33,
40,
36,
33,
40
],
[
5263,
2269,
2994,
5263,
2269,
2994
],
[
0,
102.694412,
0,
0,
102.694412,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99906,
313833,
-400480,
-104094,
212202,
-583009
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5446,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603008000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757551197167,
"expiration_time": 1762254144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 80,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"offset": 0
}
}
}
| # | 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) |
|---|