| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 11396.1149 | 319747.8497 | -308351.7348 | -55639.5416 | -2481748.263 | 2426108.7214 |
| Total P&L (%) | 11.3961 | 319.7479 | -308.3517 | -55.6395 | -2481.7483 | 2426.1087 |
| Avg Daily Profit (%) | 0.0062 | 0.175 | -0.1688 | -0.0445 | 0 | 0.1769 |
| Buy And Hold Return (%) | 770.9464 | 770.9464 | 770.9464 | 770.9464 | 770.9464 | 770.9464 |
| Max Trade Drawdown | -305687 | -86167 | -376083 | -5132578 | -2940252 | -2970290 |
| Profit Factor | 1.0129 | 2.2866 | 0.5146 | 0.9923 | 0.3878 | 1.7686 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 56.0976 | 56.0976 | 56.0976 | 56.0976 | 56.0976 | 56.0976 |
| Ratio Avg Win / Avg Loss | 0.7927 | 1.7895 | 0.4027 | 0.7766 | 0.3035 | 1.3841 |
| Largest Winning Trade | 92770 | 92770 | 55204 | 3574498 | 637302 | 3574498 |
| Largest Losing Trade | -293804 | -63617 | -293804 | -1328360 | -1328360 | -1317096 |
| Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
| Avg Bars in Winners | 36 | 40 | 33 | 39 | 42 | 36 |
| Avg Bars in Losers | 46 | 64 | 28 | 43 | 62 | 25 |
| Bars Traded | 3374 | 2094 | 1280 | 3374 | 2094 | 1280 |
| Profit Streak | 146.8985 | 146.8985 | 303.8985 | 146.8985 | 146.8985 | 303.8985 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -565301 | -152617 | -578604 | -587802 | -579378 | 333915 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758576829864,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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": [
[
11396.1149464697,
319747.8497411964,
-308351.7347947268,
-55639.5415963326,
-2481748.263014413,
2426108.7214180804
],
[
11.396115,
319.74785,
-308.351735,
-55.639542,
-2481.748263,
2426.108721
],
[
0.006238,
0.175013,
-0.168775,
-0.04448,
0,
0.176909
],
[
770.946393,
770.946393,
770.946393,
770.946393,
770.946393,
770.946393
],
[
-305687,
-86167,
-376083,
-5132578,
-2940252,
-2970290
],
[
1.012895,
2.286563,
0.514608,
0.992284,
0.387805,
1.768581
],
[
82,
41,
41,
82,
41,
41
],
[
46,
23,
23,
46,
23,
23
],
[
36,
18,
18,
36,
18,
18
],
[
56.097561,
56.097561,
56.097561,
56.097561,
56.097561,
56.097561
],
[
0.7927,
1.789484,
0.402736,
0.77657,
0.3035,
1.384107
],
[
92770,
92770,
55204,
3574498,
637302,
3574498
],
[
-293804,
-63617,
-293804,
-1328360,
-1328360,
-1317096
],
[
41,
51,
31,
41,
51,
31
],
[
36,
40,
33,
39,
42,
36
],
[
46,
64,
28,
43,
62,
25
],
[
3374,
2094,
1280,
3374,
2094,
1280
],
[
146.898494,
146.898494,
303.898494,
146.898494,
146.898494,
303.898494
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-565301,
-152617,
-578604,
-587802,
-579378,
333915
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758576829864,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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) |
|---|