| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -694328.7421 | 163157.513 | -857486.2551 | -1620764.7836 | -12104006.1196 | 10483241.336 |
| Total P&L (%) | -694.3287 | 163.1575 | -857.4863 | -1620.7648 | -12104.0061 | 10483.2413 |
| Avg Daily Profit (%) | -0.3809 | 0.0895 | -0.4704 | 0 | 0 | 0.2561 |
| Buy And Hold Return (%) | 739.5068 | 739.5068 | 739.5068 | 739.5068 | 739.5068 | 739.5068 |
| Max Trade Drawdown | -853996 | -124570 | -928352 | -16943870 | -12606685 | -6740523 |
| Profit Factor | 0.533 | 1.6195 | 0.2992 | 0.9506 | 0.3091 | 1.6846 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 45 | 23 | 22 | 34 | 17 | 17 |
| Losing Trades | 27 | 13 | 14 | 38 | 19 | 19 |
| Profitability (%) | 62.5 | 63.8889 | 61.1111 | 47.2222 | 47.2222 | 47.2222 |
| Ratio Avg Win / Avg Loss | 0.3198 | 0.9154 | 0.1904 | 1.0625 | 0.3455 | 1.8828 |
| Largest Winning Trade | 90376 | 90376 | 66934 | 19786030 | 1832973 | 19786030 |
| Largest Losing Trade | -403472 | -79828 | -403472 | -9732725 | -9732725 | -4699048 |
| Avg Bars in Trades | 73 | 79 | 68 | 73 | 79 | 68 |
| Avg Bars in Winners | 46 | 50 | 42 | 75 | 86 | 63 |
| Avg Bars in Losers | 119 | 130 | 109 | 72 | 72 | 72 |
| Bars Traded | 5317 | 2859 | 2458 | 5317 | 2859 | 2458 |
| Profit Streak | 0 | 0 | 43.6327 | 15.2994 | 32.6327 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -662657 | -237165 | -578786 | -663385 | -581319 | 382535 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5469,
"evaluation_days": 1823,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602662400000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758237068042,
"expiration_time": 1762936416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 87,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 4.78122
}
}
}
{
"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": [
[
-694328.7420861145,
163157.5129876073,
-857486.255073722,
-1620764.7835677688,
-12104006.11956029,
10483241.335992515
],
[
-694.328742,
163.157513,
-857.486255,
-1620.764784,
-12104.00612,
10483.241336
],
[
-0.380871,
0.089499,
-0.470371,
0,
0,
0.256052
],
[
739.506769,
739.506769,
739.506769,
739.506769,
739.506769,
739.506769
],
[
-853996,
-124570,
-928352,
-16943870,
-12606685,
-6740523
],
[
0.53303,
1.619509,
0.299161,
0.950635,
0.309095,
1.684595
],
[
72,
36,
36,
72,
36,
36
],
[
45,
23,
22,
34,
17,
17
],
[
27,
13,
14,
38,
19,
19
],
[
62.5,
63.888889,
61.111111,
47.222222,
47.222222,
47.222222
],
[
0.319818,
0.915375,
0.190375,
1.062474,
0.345459,
1.882783
],
[
90376,
90376,
66934,
19786030,
1832973,
19786030
],
[
-403472,
-79828,
-403472,
-9732725,
-9732725,
-4699048
],
[
73,
79,
68,
73,
79,
68
],
[
46,
50,
42,
75,
86,
63
],
[
119,
130,
109,
72,
72,
72
],
[
5317,
2859,
2458,
5317,
2859,
2458
],
[
0,
0,
43.632732,
15.299399,
32.632732,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-662657,
-237165,
-578786,
-663385,
-581319,
382535
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5469,
"evaluation_days": 1823,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602662400000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758237068042,
"expiration_time": 1762936416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 87,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 4.78122
}
}
}
| # | 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) |
|---|