| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 910568.1591 | 841433.6931 | 69134.466 | 1140922.0253 | 3884439.4184 | -2743517.3932 |
| Total P&L (%) | 910.5682 | 841.4337 | 69.1345 | 1140.922 | 3884.4394 | -2743.5174 |
| Avg Daily Profit (%) | 0.5027 | 0.4645 | 0.0382 | 0.1391 | 0.2036 | 0 |
| Buy And Hold Return (%) | 497.8248 | 497.8248 | 497.8248 | 497.8248 | 497.8248 | 497.8248 |
| Max Trade Drawdown | -153082 | -126853 | -89357 | -5653544 | -2105028 | -3895514 |
| Profit Factor | 2.4909 | 3.9438 | 1.2128 | 1.1103 | 1.8358 | 0.518 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
| Ratio Avg Win / Avg Loss | 1.855 | 3.0864 | 0.8591 | 0.8269 | 1.4367 | 0.3669 |
| Largest Winning Trade | 306613 | 306613 | 51295 | 4435654 | 4435654 | 558785 |
| Largest Losing Trade | -77679 | -60547 | -77679 | -3035614 | -1287553 | -3035614 |
| Avg Bars in Trades | 260 | 233 | 287 | 260 | 233 | 287 |
| Avg Bars in Winners | 293 | 279 | 306 | 293 | 279 | 306 |
| Avg Bars in Losers | 217 | 175 | 261 | 217 | 175 | 261 |
| Bars Traded | 21385 | 9593 | 11792 | 21385 | 9593 | 11792 |
| Profit Streak | 0 | 0 | 139.212 | 0 | 0 | 139.212 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -485 | 330870 | -307711 | -120483 | 405616 | -578674 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21738,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601575200000,
"last_datapoint_time": 1757304000000,
"evaluation_time": 1757307913562,
"expiration_time": 1762938489600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 63,
"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": [
[
910568.1591453986,
841433.6931136292,
69134.4660317691,
1140922.0252558412,
3884439.418417471,
-2743517.3931616284
],
[
910.568159,
841.433693,
69.134466,
1140.922025,
3884.439418,
-2743.517393
],
[
0.50266,
0.464496,
0.038164,
0.139122,
0.203629,
0
],
[
497.824776,
497.824776,
497.824776,
497.824776,
497.824776,
497.824776
],
[
-153082,
-126853,
-89357,
-5653544,
-2105028,
-3895514
],
[
2.490949,
3.943763,
1.21279,
1.110342,
1.835783,
0.518022
],
[
82,
41,
41,
82,
41,
41
],
[
47,
23,
24,
47,
23,
24
],
[
35,
18,
17,
35,
18,
17
],
[
57.317073,
56.097561,
58.536585,
57.317073,
56.097561,
58.536585
],
[
1.854962,
3.086423,
0.85906,
0.82685,
1.436699,
0.366932
],
[
306613,
306613,
51295,
4435654,
4435654,
558785
],
[
-77679,
-60547,
-77679,
-3035614,
-1287553,
-3035614
],
[
260,
233,
287,
260,
233,
287
],
[
293,
279,
306,
293,
279,
306
],
[
217,
175,
261,
217,
175,
261
],
[
21385,
9593,
11792,
21385,
9593,
11792
],
[
0,
0,
139.211962,
0,
0,
139.211962
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-485,
330870,
-307711,
-120483,
405616,
-578674
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21738,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601575200000,
"last_datapoint_time": 1757304000000,
"evaluation_time": 1757307913562,
"expiration_time": 1762938489600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 63,
"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) |
|---|