| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1235362.5671 | 1209564.8289 | 25797.7383 | 1030926.5908 | 1047568.8939 | -16642.3031 |
| Total P&L (%) | 1235.3626 | 1209.5648 | 25.7977 | 1030.9266 | 1047.5689 | -16.6423 |
| Avg Daily Profit (%) | 0.6795 | 0.6653 | 0.0142 | 0.1335 | 0.1343 | -0.01 |
| Buy And Hold Return (%) | 572.3451 | 572.3451 | 572.3451 | 572.3451 | 572.3451 | 572.3451 |
| Max Trade Drawdown | -173754 | -93479 | -96297 | -1376139 | -1138298 | -783698 |
| Profit Factor | 2.9028 | 4.2543 | 1.0929 | 1.1873 | 1.3315 | 0.9929 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 38.6364 | 38.6364 | 38.6364 | 38.6364 | 38.6364 | 38.6364 |
| Ratio Avg Win / Avg Loss | 4.6103 | 6.7569 | 1.7359 | 1.8857 | 2.1147 | 1.577 |
| Largest Winning Trade | 701606 | 701606 | 74350 | 1262337 | 1262337 | 399755 |
| Largest Losing Trade | -41566 | -40743 | -41566 | -437582 | -437582 | -333167 |
| Avg Bars in Trades | 38 | 50 | 27 | 38 | 50 | 27 |
| Avg Bars in Winners | 66 | 88 | 45 | 66 | 88 | 45 |
| Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
| Bars Traded | 3421 | 2231 | 1190 | 3421 | 2231 | 1190 |
| Profit Streak | 89.0384 | 0 | 95.0384 | 89.0384 | 0 | 95.0384 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 295924 | 315685 | -460366 | -39578 | -24295 | -581523 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3636,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757768118897,
"expiration_time": 1762477056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcu",
"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": [
[
1235362.5671289808,
1209564.828858163,
25797.7382708176,
1030926.5908332369,
1047568.893936987,
-16642.3031037505
],
[
1235.362567,
1209.564829,
25.797738,
1030.926591,
1047.568894,
-16.642303
],
[
0.679517,
0.665327,
0.01419,
0.133512,
0.134316,
-0.010012
],
[
572.345133,
572.345133,
572.345133,
572.345133,
572.345133,
572.345133
],
[
-173754,
-93479,
-96297,
-1376139,
-1138298,
-783698
],
[
2.902764,
4.254318,
1.092943,
1.187319,
1.331496,
0.992898
],
[
88,
44,
44,
88,
44,
44
],
[
34,
17,
17,
34,
17,
17
],
[
54,
27,
27,
54,
27,
27
],
[
38.636364,
38.636364,
38.636364,
38.636364,
38.636364,
38.636364
],
[
4.610273,
6.756858,
1.73585,
1.885742,
2.114729,
1.576956
],
[
701606,
701606,
74350,
1262337,
1262337,
399755
],
[
-41566,
-40743,
-41566,
-437582,
-437582,
-333167
],
[
38,
50,
27,
38,
50,
27
],
[
66,
88,
45,
66,
88,
45
],
[
21,
27,
15,
21,
27,
15
],
[
3421,
2231,
1190,
3421,
2231,
1190
],
[
89.038413,
0,
95.038413,
89.038413,
0,
95.038413
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
295924,
315685,
-460366,
-39578,
-24295,
-581523
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3636,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757768118897,
"expiration_time": 1762477056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcu",
"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) |
|---|