| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -426769.6477 | 68967.0549 | -495736.7026 | 12635038.4153 | 1723378.5229 | 10911659.8924 |
| Total P&L (%) | -426.7696 | 68.9671 | -495.7367 | 12635.0384 | 1723.3785 | 10911.6599 |
| Avg Daily Profit (%) | -0.235 | 0.038 | -0.2729 | 0.2672 | 0.16 | 0.2592 |
| Buy And Hold Return (%) | 576.9137 | 576.9137 | 576.9137 | 576.9137 | 576.9137 | 576.9137 |
| Max Trade Drawdown | -632947 | -63673 | -635355 | -5060842 | -2442854 | -3419550 |
| Profit Factor | 0.5608 | 1.4971 | 0.4049 | 2.0648 | 1.3566 | 2.5513 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 122 | 58 | 64 | 64 | 33 | 31 |
| Losing Trades | 15 | 11 | 4 | 73 | 36 | 37 |
| Profitability (%) | 89.0511 | 84.058 | 94.1176 | 46.7153 | 47.8261 | 45.5882 |
| Ratio Avg Win / Avg Loss | 0.069 | 0.2839 | 0.0253 | 2.3551 | 1.48 | 3.045 |
| Largest Winning Trade | 30543 | 30543 | 14713 | 7602116 | 989303 | 7602116 |
| Largest Losing Trade | -509841 | -63673 | -509841 | -3191034 | -1297262 | -3191034 |
| Avg Bars in Trades | 32 | 16 | 49 | 32 | 16 | 49 |
| Avg Bars in Winners | 16 | 6 | 24 | 30 | 19 | 42 |
| Avg Bars in Losers | 168 | 68 | 443 | 34 | 13 | 55 |
| Bars Traded | 4487 | 1124 | 3363 | 4487 | 1124 | 3363 |
| Profit Streak | 172.1184 | 172.1184 | 221.4517 | 172.1184 | 172.1184 | 221.4517 |
| Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573772 | -404014 | -683217 | 475898 | -96083 | -96286 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5449,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757645429649,
"expiration_time": 1762343136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 2,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 194,
"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": [
[
-426769.6477325817,
68967.0548607576,
-495736.7025933391,
12635038.415315634,
1723378.5229464935,
10911659.89236914
],
[
-426.769648,
68.967055,
-495.736703,
12635.038415,
1723.378523,
10911.659892
],
[
-0.234963,
0.037971,
-0.272933,
0.26721,
0.159971,
0.259184
],
[
576.913705,
576.913705,
576.913705,
576.913705,
576.913705,
576.913705
],
[
-632947,
-63673,
-635355,
-5060842,
-2442854,
-3419550
],
[
0.560844,
1.497101,
0.404918,
2.06478,
1.356641,
2.551254
],
[
137,
69,
68,
137,
69,
68
],
[
122,
58,
64,
64,
33,
31
],
[
15,
11,
4,
73,
36,
37
],
[
89.051095,
84.057971,
94.117647,
46.715328,
47.826087,
45.588235
],
[
0.068956,
0.283933,
0.025307,
2.355139,
1.479972,
3.045045
],
[
30543,
30543,
14713,
7602116,
989303,
7602116
],
[
-509841,
-63673,
-509841,
-3191034,
-1297262,
-3191034
],
[
32,
16,
49,
32,
16,
49
],
[
16,
6,
24,
30,
19,
42
],
[
168,
68,
443,
34,
13,
55
],
[
4487,
1124,
3363,
4487,
1124,
3363
],
[
172.118399,
172.118399,
221.451732,
172.118399,
172.118399,
221.451732
],
[
12,
6,
8,
12,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573772,
-404014,
-683217,
475898,
-96083,
-96286
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5449,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757645429649,
"expiration_time": 1762343136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 2,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 194,
"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) |
|---|