| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -966954.399 | 89706.3062 | -1056660.7053 | -2956218.1355 | -5781814.7751 | 2825596.6396 |
| Total P&L (%) | -966.9544 | 89.7063 | -1056.6607 | -2956.2181 | -5781.8148 | 2825.5966 |
| Avg Daily Profit (%) | -0.5316 | 0.0493 | -0.5809 | 0 | 0 | 0.1858 |
| Buy And Hold Return (%) | 415.4389 | 415.4389 | 415.4389 | 415.4389 | 415.4389 | 415.4389 |
| Max Trade Drawdown | -1089476 | -123356 | -1110521 | -12481367 | -7893660 | -5633752 |
| Profit Factor | 0.4059 | 1.341 | 0.2256 | 0.8852 | 0.5426 | 1.2155 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 34 | 17 | 17 | 29 | 13 | 16 |
| Losing Trades | 26 | 13 | 13 | 31 | 17 | 14 |
| Profitability (%) | 56.6667 | 56.6667 | 56.6667 | 48.3333 | 43.3333 | 53.3333 |
| Ratio Avg Win / Avg Loss | 0.3104 | 1.0255 | 0.1725 | 0.9463 | 0.7096 | 1.0636 |
| Largest Winning Trade | 61044 | 61044 | 58574 | 10111454 | 1681195 | 10111454 |
| Largest Losing Trade | -663013 | -75348 | -663013 | -6998825 | -6998825 | -5220474 |
| Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
| Avg Bars in Winners | 34 | 34 | 33 | 57 | 59 | 56 |
| Avg Bars in Losers | 91 | 95 | 87 | 59 | 61 | 57 |
| Bars Traded | 3525 | 1821 | 1704 | 3525 | 1821 | 1704 |
| Profit Streak | 39.0071 | 66.5071 | 0 | 0 | 0 | 160.5071 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -752867 | -291119 | -579961 | -754925 | -583418 | 313243 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757851816526,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-966954.3990262758,
89706.3062388935,
-1056660.7052651695,
-2956218.135465909,
-5781814.775082198,
2825596.639616287
],
[
-966.954399,
89.706306,
-1056.660705,
-2956.218135,
-5781.814775,
2825.59664
],
[
-0.531586,
0.049316,
-0.580902,
0,
0,
0.185773
],
[
415.438895,
415.438895,
415.438895,
415.438895,
415.438895,
415.438895
],
[
-1089476,
-123356,
-1110521,
-12481367,
-7893660,
-5633752
],
[
0.405897,
1.340997,
0.225615,
0.88521,
0.542605,
1.215489
],
[
60,
30,
30,
60,
30,
30
],
[
34,
17,
17,
29,
13,
16
],
[
26,
13,
13,
31,
17,
14
],
[
56.666667,
56.666667,
56.666667,
48.333333,
43.333333,
53.333333
],
[
0.310392,
1.025468,
0.172529,
0.946259,
0.709561,
1.063553
],
[
61044,
61044,
58574,
10111454,
1681195,
10111454
],
[
-663013,
-75348,
-663013,
-6998825,
-6998825,
-5220474
],
[
58,
60,
56,
58,
60,
56
],
[
34,
34,
33,
57,
59,
56
],
[
91,
95,
87,
59,
61,
57
],
[
3525,
1821,
1704,
3525,
1821,
1704
],
[
39.007136,
66.507136,
0,
0,
0,
160.507136
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-752867,
-291119,
-579961,
-754925,
-583418,
313243
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757851816526,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|