| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1004291.1564 | 90738.5063 | -1095029.6626 | -1830002.3205 | -7061446.4397 | 5231444.1192 |
| Total P&L (%) | -1004.2912 | 90.7385 | -1095.0297 | -1830.0023 | -7061.4464 | 5231.4441 |
| Avg Daily Profit (%) | -0.554 | 0.0501 | -0.6041 | 0 | 0 | 0.2196 |
| Buy And Hold Return (%) | 655.3323 | 655.3323 | 655.3323 | 655.3323 | 655.3323 | 655.3323 |
| Max Trade Drawdown | -1166270 | -141133 | -1181299 | -17192004 | -12726976 | -5314227 |
| Profit Factor | 0.4291 | 1.289 | 0.2423 | 0.9394 | 0.5801 | 1.3915 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 52 | 27 | 25 | 39 | 19 | 20 |
| Losing Trades | 28 | 13 | 15 | 41 | 21 | 20 |
| Profitability (%) | 65 | 67.5 | 62.5 | 48.75 | 47.5 | 50 |
| Ratio Avg Win / Avg Loss | 0.2311 | 0.6207 | 0.1454 | 0.9875 | 0.6412 | 1.3915 |
| Largest Winning Trade | 57965 | 57965 | 48294 | 10287198 | 1804873 | 10287198 |
| Largest Losing Trade | -656395 | -79454 | -656395 | -11323573 | -11323573 | -3722087 |
| Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
| Avg Bars in Winners | 45 | 43 | 48 | 69 | 72 | 67 |
| Avg Bars in Losers | 102 | 117 | 90 | 61 | 63 | 60 |
| Bars Traded | 5251 | 2696 | 2555 | 5251 | 2696 | 2555 |
| Profit Streak | 7.6449 | 61.3115 | 0 | 0 | 0 | 152.3115 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -601655 | -290217 | -579129 | -605041 | -581722 | 368218 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5438,
"evaluation_days": 1812.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757345317377,
"expiration_time": 1762016832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 74,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 127,
"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": [
[
-1004291.1563622215,
90738.506273373,
-1095029.6626355946,
-1830002.3205234832,
-7061446.439731869,
5231444.119208386
],
[
-1004.291156,
90.738506,
-1095.029663,
-1830.002321,
-7061.44644,
5231.444119
],
[
-0.55404,
0.050058,
-0.604098,
0,
0,
0.219597
],
[
655.332276,
655.332276,
655.332276,
655.332276,
655.332276,
655.332276
],
[
-1166270,
-141133,
-1181299,
-17192004,
-12726976,
-5314227
],
[
0.429106,
1.289048,
0.242316,
0.939368,
0.580133,
1.391469
],
[
80,
40,
40,
80,
40,
40
],
[
52,
27,
25,
39,
19,
20
],
[
28,
13,
15,
41,
21,
20
],
[
65,
67.5,
62.5,
48.75,
47.5,
50
],
[
0.231057,
0.620653,
0.145389,
0.98754,
0.641199,
1.391469
],
[
57965,
57965,
48294,
10287198,
1804873,
10287198
],
[
-656395,
-79454,
-656395,
-11323573,
-11323573,
-3722087
],
[
65,
67,
63,
65,
67,
63
],
[
45,
43,
48,
69,
72,
67
],
[
102,
117,
90,
61,
63,
60
],
[
5251,
2696,
2555,
5251,
2696,
2555
],
[
7.644877,
61.311544,
0,
0,
0,
152.311544
],
[
1,
2,
0,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-601655,
-290217,
-579129,
-605041,
-581722,
368218
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5438,
"evaluation_days": 1812.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757345317377,
"expiration_time": 1762016832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 74,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 127,
"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) |
|---|