| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1514171.2511 | 1367717.3427 | 146453.9084 | 19265950.8456 | 9022666.869 | 10243283.9766 |
| Total P&L (%) | 1514.1713 | 1367.7173 | 146.4539 | 19265.9508 | 9022.6669 | 10243.284 |
| Avg Daily Profit (%) | 0.8251 | 0.7453 | 0.0798 | 0.2874 | 0.2462 | 0.2531 |
| Buy And Hold Return (%) | 610.2515 | 610.2515 | 610.2515 | 610.2515 | 610.2515 | 610.2515 |
| Max Trade Drawdown | -104194 | -86219 | -43365 | -31584309 | -28705486 | -8470936 |
| Profit Factor | 3.7787 | 4.9598 | 1.734 | 1.2925 | 1.1897 | 1.5597 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
| Profitability (%) | 43.3962 | 37.9747 | 48.75 | 43.3962 | 37.9747 | 48.75 |
| Ratio Avg Win / Avg Loss | 4.9287 | 8.1011 | 1.8229 | 1.6859 | 1.9432 | 1.6397 |
| Largest Winning Trade | 835758 | 835758 | 56270 | 17772101 | 17772101 | 5302917 |
| Largest Losing Trade | -28496 | -28496 | -15600 | -9569879 | -9569879 | -2554698 |
| Avg Bars in Trades | 67 | 98 | 37 | 67 | 98 | 37 |
| Avg Bars in Winners | 96 | 145 | 58 | 96 | 145 | 58 |
| Avg Bars in Losers | 45 | 70 | 16 | 45 | 70 | 16 |
| Bars Traded | 10762 | 7801 | 2961 | 10762 | 7801 | 2961 |
| Profit Streak | 0 | 109.6092 | 0 | 0 | 109.6092 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 528165 | -15493 | -268836 | 295147 | -32999 | -8670 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11011,
"evaluation_days": 1835.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759300637141,
"expiration_time": 1764047952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.73944
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 10,
"offset": 0,
"scalar": 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": [
[
1514171.2511306582,
1367717.3427336644,
146453.9083969937,
19265950.84559918,
9022666.868984874,
10243283.976614306
],
[
1514.171251,
1367.717343,
146.453908,
19265.950846,
9022.666869,
10243.283977
],
[
0.825085,
0.745281,
0.079804,
0.287367,
0.246239,
0.253099
],
[
610.251542,
610.251542,
610.251542,
610.251542,
610.251542,
610.251542
],
[
-104194,
-86219,
-43365,
-31584309,
-28705486,
-8470936
],
[
3.778662,
4.95984,
1.733991,
1.292501,
1.189691,
1.559711
],
[
159,
79,
80,
159,
79,
80
],
[
69,
30,
39,
69,
30,
39
],
[
90,
49,
41,
90,
49,
41
],
[
43.396226,
37.974684,
48.75,
43.396226,
37.974684,
48.75
],
[
4.92869,
8.101073,
1.822913,
1.685872,
1.943161,
1.639697
],
[
835758,
835758,
56270,
17772101,
17772101,
5302917
],
[
-28496,
-28496,
-15600,
-9569879,
-9569879,
-2554698
],
[
67,
98,
37,
67,
98,
37
],
[
96,
145,
58,
96,
145,
58
],
[
45,
70,
16,
45,
70,
16
],
[
10762,
7801,
2961,
10762,
7801,
2961
],
[
0,
109.609226,
0,
0,
109.609226,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
528165,
-15493,
-268836,
295147,
-32999,
-8670
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11011,
"evaluation_days": 1835.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759300637141,
"expiration_time": 1764047952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.73944
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 10,
"offset": 0,
"scalar": 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) |
|---|