| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 139287.0093 | 169626.3089 | -30339.2996 | 703.0313 | 36630.7966 | -35927.7653 |
| Total P&L (%) | 139.287 | 169.6263 | -30.3393 | 0.703 | 36.6308 | -35.9278 |
| Avg Daily Profit (%) | 0.1337 | 0.1628 | -0.0291 | 0.0007 | 0.03 | -0.0427 |
| Buy And Hold Return (%) | 34.9446 | 34.9446 | 34.9446 | 34.9446 | 34.9446 | 34.9446 |
| Max Trade Drawdown | -89260 | -80841 | -30079 | -153499 | -141349 | -35653 |
| Profit Factor | 1.4779 | 1.6706 | 0.2115 | 1.0018 | 1.1051 | 0.1952 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
| Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Profitability (%) | 50.7937 | 61.2903 | 40.625 | 50.7937 | 61.2903 | 40.625 |
| Ratio Avg Win / Avg Loss | 1.4318 | 1.0551 | 0.3091 | 0.9705 | 0.698 | 0.2853 |
| Largest Winning Trade | 131814 | 131814 | 2094 | 101219 | 101219 | 2998 |
| Largest Losing Trade | -50110 | -50110 | -8793 | -110650 | -110650 | -10326 |
| Avg Bars in Trades | 375 | 761 | 1 | 375 | 761 | 1 |
| Avg Bars in Winners | 296 | 499 | 1 | 296 | 499 | 1 |
| Avg Bars in Losers | 456 | 1176 | 2 | 456 | 1176 | 2 |
| Bars Traded | 23664 | 23603 | 61 | 23664 | 23603 | 61 |
| Profit Streak | 0 | 65.9428 | 0 | 0 | 65.9428 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -166479 | 355544 | -583900 | -728810 | -408216 | -583900 |
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667502000000,
"first_datapoint_time": 1667674800000,
"last_datapoint_time": 1757502000000,
"evaluation_time": 1757504254879,
"expiration_time": 1763982000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 179,
"offset": 0,
"std": 3.52416
}
}
}
{
"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": [
[
139287.0093000522,
169626.3089384367,
-30339.2996383846,
703.0312707392,
36630.7966195863,
-35927.7653488471
],
[
139.287009,
169.626309,
-30.3393,
0.703031,
36.630797,
-35.927765
],
[
0.133715,
0.162841,
-0.029126,
0.000673,
0.029967,
-0.042726
],
[
34.944612,
34.944612,
34.944612,
34.944612,
34.944612,
34.944612
],
[
-89260,
-80841,
-30079,
-153499,
-141349,
-35653
],
[
1.477939,
1.670577,
0.211486,
1.001788,
1.105101,
0.195175
],
[
63,
31,
32,
63,
31,
32
],
[
32,
19,
13,
32,
19,
13
],
[
31,
12,
19,
31,
12,
19
],
[
50.793651,
61.290323,
40.625,
50.793651,
61.290323,
40.625
],
[
1.431754,
1.055101,
0.309095,
0.970482,
0.697959,
0.285256
],
[
131814,
131814,
2094,
101219,
101219,
2998
],
[
-50110,
-50110,
-8793,
-110650,
-110650,
-10326
],
[
375,
761,
1,
375,
761,
1
],
[
296,
499,
1,
296,
499,
1
],
[
456,
1176,
2,
456,
1176,
2
],
[
23664,
23603,
61,
23664,
23603,
61
],
[
0,
65.942765,
0,
0,
65.942765,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166479,
355544,
-583900,
-728810,
-408216,
-583900
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667502000000,
"first_datapoint_time": 1667674800000,
"last_datapoint_time": 1757502000000,
"evaluation_time": 1757504254879,
"expiration_time": 1763982000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 179,
"offset": 0,
"std": 3.52416
}
}
}
| # | 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) |
|---|