| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 930073.3809 | 971045.7319 | -40972.3511 | 348371.9128 | 721079.0464 | -372707.1336 |
| Total P&L (%) | 930.0734 | 971.0457 | -40.9724 | 348.3719 | 721.079 | -372.7071 |
| Avg Daily Profit (%) | 0.5122 | 0.5347 | -0.0226 | 0.0827 | 0.116 | 0 |
| Buy And Hold Return (%) | 594.7242 | 594.7242 | 594.7242 | 594.7242 | 594.7242 | 594.7242 |
| Max Trade Drawdown | -162326 | -75575 | -144203 | -381658 | -266023 | -507502 |
| Profit Factor | 2.6383 | 4.6385 | 0.8638 | 1.2258 | 2.0574 | 0.567 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
| Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Profitability (%) | 38.0952 | 45.1613 | 31.25 | 38.0952 | 45.1613 | 31.25 |
| Ratio Avg Win / Avg Loss | 4.2872 | 5.6324 | 1.9004 | 1.9919 | 2.4983 | 1.2475 |
| Largest Winning Trade | 489020 | 489020 | 75793 | 361924 | 361924 | 138571 |
| Largest Losing Trade | -55959 | -40375 | -55959 | -243947 | -111086 | -243947 |
| Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
| Avg Bars in Winners | 97 | 84 | 115 | 97 | 84 | 115 |
| Avg Bars in Losers | 30 | 25 | 34 | 30 | 25 | 34 |
| Bars Traded | 3517 | 1615 | 1902 | 3517 | 1615 | 1902 |
| Profit Streak | 0 | 161.5805 | 0 | 0 | 161.5805 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149965 | 306823 | -585324 | -403539 | -134051 | -586435 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757598951548,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 241,
"offset": 0,
"std": 1.08365
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.78081
}
}
}
{
"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": [
[
930073.380854234,
971045.7319061274,
-40972.3510518933,
348371.9128331758,
721079.0464260627,
-372707.1335928866
],
[
930.073381,
971.045732,
-40.972351,
348.371913,
721.079046,
-372.707134
],
[
0.512155,
0.534717,
-0.022562,
0.082658,
0.116006,
0
],
[
594.724221,
594.724221,
594.724221,
594.724221,
594.724221,
594.724221
],
[
-162326,
-75575,
-144203,
-381658,
-266023,
-507502
],
[
2.638277,
4.638473,
0.863803,
1.225813,
2.057432,
0.567039
],
[
63,
31,
32,
63,
31,
32
],
[
24,
14,
10,
24,
14,
10
],
[
39,
17,
22,
39,
17,
22
],
[
38.095238,
45.16129,
31.25,
38.095238,
45.16129,
31.25
],
[
4.2872,
5.632431,
1.900367,
1.991945,
2.49831,
1.247485
],
[
489020,
489020,
75793,
361924,
361924,
138571
],
[
-55959,
-40375,
-55959,
-243947,
-111086,
-243947
],
[
55,
52,
59,
55,
52,
59
],
[
97,
84,
115,
97,
84,
115
],
[
30,
25,
34,
30,
25,
34
],
[
3517,
1615,
1902,
3517,
1615,
1902
],
[
0,
161.580458,
0,
0,
161.580458,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149965,
306823,
-585324,
-403539,
-134051,
-586435
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757598951548,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 241,
"offset": 0,
"std": 1.08365
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.78081
}
}
}
| # | 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) |
|---|