| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1382009.2727 | 1312120.1706 | 69889.1021 | 3669398.6694 | 3181854.971 | 487543.6984 |
| Total P&L (%) | 1382.0093 | 1312.1202 | 69.8891 | 3669.3987 | 3181.855 | 487.5437 |
| Avg Daily Profit (%) | 0.7585 | 0.7202 | 0.0384 | 0.1994 | 0.1918 | 0.0972 |
| Buy And Hold Return (%) | 550.0022 | 550.0022 | 550.0022 | 550.0022 | 550.0022 | 550.0022 |
| Max Trade Drawdown | -100662 | -60856 | -67134 | -7566327 | -5059219 | -5215024 |
| Profit Factor | 3.0587 | 5.1065 | 1.1987 | 1.1494 | 1.2842 | 1.0365 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Profitability (%) | 37.5 | 28.8462 | 46.1538 | 37.5 | 28.8462 | 46.1538 |
| Ratio Avg Win / Avg Loss | 5.0979 | 12.5959 | 1.3985 | 1.9157 | 3.1676 | 1.2093 |
| Largest Winning Trade | 812575 | 812575 | 69506 | 4452307 | 4452307 | 2364344 |
| Largest Losing Trade | -50421 | -21895 | -50421 | -1683802 | -1404190 | -1683802 |
| Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
| Avg Bars in Winners | 61 | 69 | 57 | 61 | 69 | 57 |
| Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
| Bars Traded | 3574 | 1721 | 1853 | 3574 | 1721 | 1853 |
| 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 | 378938 | -177157 | -490969 | -51796 | -184940 | -590860 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601078400000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130411292,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 80,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 9,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
1382009.272705881,
1312120.170584349,
69889.1021215316,
3669398.669356599,
3181854.9709903197,
487543.6983662767
],
[
1382.009273,
1312.120171,
69.889102,
3669.398669,
3181.854971,
487.543698
],
[
0.758512,
0.720154,
0.038358,
0.199403,
0.191786,
0.097236
],
[
550.002191,
550.002191,
550.002191,
550.002191,
550.002191,
550.002191
],
[
-100662,
-60856,
-67134,
-7566327,
-5059219,
-5215024
],
[
3.05873,
5.106451,
1.198681,
1.149446,
1.284162,
1.036504
],
[
104,
52,
52,
104,
52,
52
],
[
39,
15,
24,
39,
15,
24
],
[
65,
37,
28,
65,
37,
28
],
[
37.5,
28.846154,
46.153846,
37.5,
28.846154,
46.153846
],
[
5.097883,
12.595912,
1.398461,
1.915744,
3.1676,
1.209255
],
[
812575,
812575,
69506,
4452307,
4452307,
2364344
],
[
-50421,
-21895,
-50421,
-1683802,
-1404190,
-1683802
],
[
34,
33,
35,
34,
33,
35
],
[
61,
69,
57,
61,
69,
57
],
[
17,
18,
17,
17,
18,
17
],
[
3574,
1721,
1853,
3574,
1721,
1853
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378938,
-177157,
-490969,
-51796,
-184940,
-590860
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601078400000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130411292,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 80,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 9,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|