| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347429.6336 | 271114.705 | 76314.9286 | 829028.974 | 702460.5852 | 126568.3888 |
| Total P&L (%) | 347.4296 | 271.1147 | 76.3149 | 829.029 | 702.4606 | 126.5684 |
| Avg Daily Profit (%) | 0.3335 | 0.2603 | 0.0733 | 0.2142 | 0.2001 | 0.0785 |
| Buy And Hold Return (%) | 154.2332 | 154.2332 | 154.2332 | 154.2332 | 154.2332 | 154.2332 |
| Max Trade Drawdown | -51003 | -45633 | -46698 | -485218 | -470866 | -313920 |
| Profit Factor | 2.3961 | 3.5567 | 1.5344 | 1.4325 | 1.8173 | 1.1197 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 41.8919 | 45.9459 | 37.8378 | 41.8919 | 45.9459 | 37.8378 |
| Ratio Avg Win / Avg Loss | 3.3236 | 4.1843 | 2.5208 | 1.987 | 2.1381 | 1.8395 |
| Largest Winning Trade | 107859 | 107859 | 42116 | 375657 | 375657 | 361390 |
| Largest Losing Trade | -15170 | -14375 | -15170 | -163468 | -163468 | -153785 |
| Avg Bars in Trades | 327 | 227 | 426 | 327 | 227 | 426 |
| Avg Bars in Winners | 548 | 343 | 797 | 548 | 343 | 797 |
| Avg Bars in Losers | 167 | 129 | 200 | 167 | 129 | 200 |
| Bars Traded | 24207 | 8422 | 15785 | 24207 | 8422 | 15785 |
| Profit Streak | 27.3284 | 35.9117 | 27.3284 | 27.3284 | 35.9117 | 27.3284 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -62795 | 192288 | -262457 | -61837 | 314252 | -345797 |
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1668564000000,
"first_datapoint_time": 1669726800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758649974817,
"expiration_time": 1765044000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 186,
"offset": 138
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
347429.633554656,
271114.7049603227,
76314.9285943333,
829028.974049624,
702460.5852078638,
126568.3888417605
],
[
347.429634,
271.114705,
76.314929,
829.028974,
702.460585,
126.568389
],
[
0.333531,
0.260269,
0.073262,
0.21421,
0.200121,
0.078547
],
[
154.233227,
154.233227,
154.233227,
154.233227,
154.233227,
154.233227
],
[
-51003,
-45633,
-46698,
-485218,
-470866,
-313920
],
[
2.396114,
3.556675,
1.53437,
1.432479,
1.817349,
1.119688
],
[
74,
37,
37,
74,
37,
37
],
[
31,
17,
14,
31,
17,
14
],
[
43,
20,
23,
43,
20,
23
],
[
41.891892,
45.945946,
37.837838,
41.891892,
45.945946,
37.837838
],
[
3.323642,
4.184323,
2.520751,
1.986987,
2.138058,
1.839487
],
[
107859,
107859,
42116,
375657,
375657,
361390
],
[
-15170,
-14375,
-15170,
-163468,
-163468,
-153785
],
[
327,
227,
426,
327,
227,
426
],
[
548,
343,
797,
548,
343,
797
],
[
167,
129,
200,
167,
129,
200
],
[
24207,
8422,
15785,
24207,
8422,
15785
],
[
27.328412,
35.911745,
27.328412,
27.328412,
35.911746,
27.328412
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-62795,
192288,
-262457,
-61837,
314252,
-345797
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1668564000000,
"first_datapoint_time": 1669726800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758649974817,
"expiration_time": 1765044000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 186,
"offset": 138
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|