| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1629650.7486 | 1634119.9764 | -4469.2278 | 382137.3758 | 864481.0823 | -482343.7065 |
| Total P&L (%) | 1629.6507 | 1634.12 | -4.4692 | 382.1374 | 864.4811 | -482.3437 |
| Avg Daily Profit (%) | 0.8965 | 0.899 | -0.0025 | 0.0866 | 0.1248 | 0 |
| Buy And Hold Return (%) | 592.7418 | 592.7418 | 592.7418 | 592.7418 | 592.7418 | 592.7418 |
| Max Trade Drawdown | -235570 | -202416 | -57605 | -2495514 | -2001055 | -687790 |
| Profit Factor | 2.6713 | 3.3461 | 0.984 | 1.0639 | 1.2032 | 0.72 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
| Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
| Profitability (%) | 47.3077 | 42.3077 | 52.3077 | 47.3077 | 42.3077 | 52.3077 |
| Ratio Avg Win / Avg Loss | 2.9754 | 4.5628 | 0.8971 | 1.185 | 1.6408 | 0.6565 |
| Largest Winning Trade | 1068588 | 1068588 | 17975 | 1221097 | 1221097 | 148263 |
| Largest Losing Trade | -48643 | -48643 | -13916 | -623175 | -623175 | -188016 |
| Avg Bars in Trades | 82 | 151 | 13 | 82 | 151 | 13 |
| Avg Bars in Winners | 103 | 213 | 14 | 103 | 213 | 14 |
| Avg Bars in Losers | 64 | 106 | 13 | 64 | 106 | 13 |
| Bars Traded | 21542 | 19748 | 1794 | 21542 | 19748 | 1794 |
| Profit Streak | 40.6333 | 87.2166 | 40.6333 | 40.6333 | 87.2166 | 40.6333 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 587241 | 506966 | -579861 | -392040 | -50830 | -579861 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21813,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601532000000,
"last_datapoint_time": 1757844000000,
"evaluation_time": 1757848318330,
"expiration_time": 1763497929600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 4.86534
}
}
} {
"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": [
[
1629650.748555875,
1634119.976372,
-4469.2278161248,
382137.3758017557,
864481.0823020695,
-482343.7065003139
],
[
1629.650749,
1634.119976,
-4.469228,
382.137376,
864.481082,
-482.343707
],
[
0.896521,
0.898979,
-0.002459,
0.086576,
0.12476,
0
],
[
592.741824,
592.741824,
592.741824,
592.741824,
592.741824,
592.741824
],
[
-235570,
-202416,
-57605,
-2495514,
-2001055,
-687790
],
[
2.671337,
3.346081,
0.983954,
1.063941,
1.203238,
0.720028
],
[
260,
130,
130,
260,
130,
130
],
[
123,
55,
68,
123,
55,
68
],
[
137,
75,
62,
137,
75,
62
],
[
47.307692,
42.307692,
52.307692,
47.307692,
42.307692,
52.307692
],
[
2.975391,
4.562837,
0.897135,
1.18504,
1.640779,
0.656496
],
[
1068588,
1068588,
17975,
1221097,
1221097,
148263
],
[
-48643,
-48643,
-13916,
-623175,
-623175,
-188016
],
[
82,
151,
13,
82,
151,
13
],
[
103,
213,
14,
103,
213,
14
],
[
64,
106,
13,
64,
106,
13
],
[
21542,
19748,
1794,
21542,
19748,
1794
],
[
40.633314,
87.216647,
40.633314,
40.633314,
87.216647,
40.633314
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
587241,
506966,
-579861,
-392040,
-50830,
-579861
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21813,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601532000000,
"last_datapoint_time": 1757844000000,
"evaluation_time": 1757848318330,
"expiration_time": 1763497929600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 4.86534
}
}
}
| # | 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) |
|---|