| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1461136.5304 | 1356640.6417 | 104495.8888 | 9858781.1589 | 8539392.3938 | 1319388.7651 |
| Total P&L (%) | 1461.1365 | 1356.6406 | 104.4959 | 9858.7812 | 8539.3924 | 1319.3888 |
| Avg Daily Profit (%) | 0.8037 | 0.7462 | 0.0575 | 0.2534 | 0.2456 | 0.146 |
| Buy And Hold Return (%) | 639.7465 | 639.7465 | 639.7465 | 639.7465 | 639.7465 | 639.7465 |
| Max Trade Drawdown | -92241 | -57359 | -62782 | -17436463 | -11769134 | -12201879 |
| Profit Factor | 3.4112 | 6.0071 | 1.3119 | 1.1909 | 1.3773 | 1.0455 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Profitability (%) | 35.7143 | 32.1429 | 39.2857 | 35.7143 | 32.1429 | 39.2857 |
| Ratio Avg Win / Avg Loss | 6.1401 | 12.6816 | 2.0275 | 2.1436 | 2.9076 | 1.6157 |
| Largest Winning Trade | 812575 | 812575 | 74953 | 10265441 | 10265441 | 8552557 |
| Largest Losing Trade | -27749 | -18016 | -27749 | -4116518 | -3379948 | -4116518 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 60 | 55 | 63 | 60 | 55 | 63 |
| Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
| Bars Traded | 3574 | 1672 | 1902 | 3574 | 1672 | 1902 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339794 | -171850 | -464901 | -6189 | -176905 | -357769 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3636,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757796160641,
"expiration_time": 1762477056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 38,
"offset": 0,
"std": 4.11818
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 10,
"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": [
[
1461136.530415181,
1356640.6416583874,
104495.8887567935,
9858781.158935988,
8539392.393817976,
1319388.765118008
],
[
1461.13653,
1356.640642,
104.495889,
9858.781159,
8539.392394,
1319.388765
],
[
0.803705,
0.746227,
0.057478,
0.253403,
0.245566,
0.146026
],
[
639.746458,
639.746458,
639.746458,
639.746458,
639.746458,
639.746458
],
[
-92241,
-57359,
-62782,
-17436463,
-11769134,
-12201879
],
[
3.411174,
6.007062,
1.311891,
1.1909,
1.377275,
1.045482
],
[
112,
56,
56,
112,
56,
56
],
[
40,
18,
22,
40,
18,
22
],
[
72,
38,
34,
72,
38,
34
],
[
35.714286,
32.142857,
39.285714,
35.714286,
32.142857,
39.285714
],
[
6.140113,
12.681575,
2.027467,
2.143621,
2.90758,
1.615745
],
[
812575,
812575,
74953,
10265441,
10265441,
8552557
],
[
-27749,
-18016,
-27749,
-4116518,
-3379948,
-4116518
],
[
31,
29,
33,
31,
29,
33
],
[
60,
55,
63,
60,
55,
63
],
[
16,
17,
14,
16,
17,
14
],
[
3574,
1672,
1902,
3574,
1672,
1902
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339794,
-171850,
-464901,
-6189,
-176905,
-357769
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3636,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757796160641,
"expiration_time": 1762477056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 38,
"offset": 0,
"std": 4.11818
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 10,
"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) |
|---|