| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1127949.6729 | -13197.9202 | -1114751.7527 | -892993.9533 | -5676495.9384 | 4783501.9851 |
| Total P&L (%) | -1127.9497 | -13.1979 | -1114.7518 | -892.994 | -5676.4959 | 4783.502 |
| Avg Daily Profit (%) | -0.6176 | -0.0072 | -0.6104 | 0 | 0 | 0.2131 |
| Buy And Hold Return (%) | 651.5444 | 651.5444 | 651.5444 | 651.5444 | 651.5444 | 651.5444 |
| Max Trade Drawdown | -1194481 | -156166 | -1157411 | -12068346 | -9501731 | -3673525 |
| Profit Factor | 0.3106 | 0.9501 | 0.1872 | 0.958 | 0.5171 | 1.5024 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 38 | 20 | 18 | 27 | 13 | 14 |
| Losing Trades | 23 | 11 | 12 | 34 | 18 | 16 |
| Profitability (%) | 62.2951 | 64.5161 | 60 | 44.2623 | 41.9355 | 46.6667 |
| Ratio Avg Win / Avg Loss | 0.188 | 0.5226 | 0.1248 | 1.2064 | 0.716 | 1.717 |
| Largest Winning Trade | 42531 | 41042 | 42531 | 10390567 | 1632202 | 10390567 |
| Largest Losing Trade | -665226 | -76654 | -665226 | -7781579 | -7781579 | -2025051 |
| Avg Bars in Trades | 84 | 66 | 102 | 84 | 66 | 102 |
| Avg Bars in Winners | 44 | 32 | 58 | 98 | 68 | 126 |
| Avg Bars in Losers | 149 | 129 | 168 | 73 | 65 | 81 |
| Bars Traded | 5137 | 2068 | 3069 | 5137 | 2068 | 3069 |
| Profit Streak | 109.1247 | 186.7913 | 109.1247 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -743830 | -577963 | -578967 | -747342 | -583954 | 332565 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5479,
"evaluation_days": 1826.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603699200000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758509970651,
"expiration_time": 1763233056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.76484
}
}
}
{
"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": [
[
-1127949.672946075,
-13197.920243693,
-1114751.7527023824,
-892993.9533227877,
-5676495.938442246,
4783501.985119457
],
[
-1127.949673,
-13.19792,
-1114.751753,
-892.993953,
-5676.495938,
4783.501985
],
[
-0.617605,
-0.007226,
-0.610378,
0,
0,
0.213137
],
[
651.544351,
651.544351,
651.544351,
651.544351,
651.544351,
651.544351
],
[
-1194481,
-156166,
-1157411,
-12068346,
-9501731,
-3673525
],
[
0.310614,
0.950122,
0.187238,
0.958031,
0.517121,
1.502378
],
[
61,
31,
30,
61,
31,
30
],
[
38,
20,
18,
27,
13,
14
],
[
23,
11,
12,
34,
18,
16
],
[
62.295082,
64.516129,
60,
44.262295,
41.935484,
46.666667
],
[
0.188003,
0.522567,
0.124825,
1.206409,
0.716014,
1.717003
],
[
42531,
41042,
42531,
10390567,
1632202,
10390567
],
[
-665226,
-76654,
-665226,
-7781579,
-7781579,
-2025051
],
[
84,
66,
102,
84,
66,
102
],
[
44,
32,
58,
98,
68,
126
],
[
149,
129,
168,
73,
65,
81
],
[
5137,
2068,
3069,
5137,
2068,
3069
],
[
109.12466,
186.791327,
109.12466,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-743830,
-577963,
-578967,
-747342,
-583954,
332565
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5479,
"evaluation_days": 1826.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603699200000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758509970651,
"expiration_time": 1763233056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.76484
}
}
}
| # | 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) |
|---|