| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1750741.3387 | 1712042.298 | 38699.0407 | 1435617.2935 | 1794798.4492 | -359181.1557 |
| Total P&L (%) | 1750.7413 | 1712.0423 | 38.699 | 1435.6173 | 1794.7984 | -359.1812 |
| Avg Daily Profit (%) | 0.9584 | 0.9372 | 0.0212 | 0.1496 | 0.1612 | 0 |
| Buy And Hold Return (%) | 700.6639 | 700.6639 | 700.6639 | 700.6639 | 700.6639 | 700.6639 |
| Max Trade Drawdown | -139454 | -91855 | -77187 | -4952459 | -3232029 | -2261947 |
| Profit Factor | 3.7027 | 5.6953 | 1.1367 | 1.1123 | 1.2416 | 0.9329 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Profitability (%) | 43.0894 | 42.623 | 43.5484 | 43.0894 | 42.623 | 43.5484 |
| Ratio Avg Win / Avg Loss | 4.8904 | 7.6667 | 1.4735 | 1.4691 | 1.6713 | 1.2093 |
| Largest Winning Trade | 993871 | 993871 | 53767 | 2829703 | 2829703 | 836434 |
| Largest Losing Trade | -56302 | -56302 | -40165 | -1198134 | -1198134 | -656898 |
| Avg Bars in Trades | 83 | 113 | 53 | 83 | 113 | 53 |
| Avg Bars in Winners | 117 | 151 | 84 | 117 | 151 | 84 |
| Avg Bars in Losers | 57 | 84 | 30 | 57 | 84 | 30 |
| Bars Traded | 10230 | 6893 | 3337 | 10230 | 6893 | 3337 |
| Profit Streak | 91.4945 | 0 | 154.4945 | 91.4945 | 0 | 154.4945 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 532098 | -147169 | -556517 | -98219 | -159784 | -735114 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602820800000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758657125244,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 145,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 77,
"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": [
[
1750741.3387106298,
1712042.298013761,
38699.0406968687,
1435617.2935182021,
1794798.449221593,
-359181.1557033917
],
[
1750.741339,
1712.042298,
38.699041,
1435.617294,
1794.798449,
-359.181156
],
[
0.958433,
0.937248,
0.021186,
0.149647,
0.161171,
0
],
[
700.663867,
700.663867,
700.663867,
700.663867,
700.663867,
700.663867
],
[
-139454,
-91855,
-77187,
-4952459,
-3232029,
-2261947
],
[
3.702749,
5.695284,
1.136681,
1.112303,
1.241551,
0.932903
],
[
123,
61,
62,
123,
61,
62
],
[
53,
26,
27,
53,
26,
27
],
[
70,
35,
35,
70,
35,
35
],
[
43.089431,
42.622951,
43.548387,
43.089431,
42.622951,
43.548387
],
[
4.890423,
7.666728,
1.473476,
1.469079,
1.671318,
1.209319
],
[
993871,
993871,
53767,
2829703,
2829703,
836434
],
[
-56302,
-56302,
-40165,
-1198134,
-1198134,
-656898
],
[
83,
113,
53,
83,
113,
53
],
[
117,
151,
84,
117,
151,
84
],
[
57,
84,
30,
57,
84,
30
],
[
10230,
6893,
3337,
10230,
6893,
3337
],
[
91.494505,
0,
154.494505,
91.494505,
0,
154.494505
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
532098,
-147169,
-556517,
-98219,
-159784,
-735114
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602820800000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758657125244,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 145,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 77,
"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) |
|---|