| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -610036.3817 | 17336.2784 | -627372.6601 | 6865505.4767 | 1847892.8955 | 5017612.5812 |
| Total P&L (%) | -610.0364 | 17.3363 | -627.3727 | 6865.5055 | 1847.8929 | 5017.6126 |
| Avg Daily Profit (%) | -0.3361 | 0.0096 | -0.3456 | 0.234 | 0.1637 | 0.217 |
| Buy And Hold Return (%) | 655.0331 | 655.0331 | 655.0331 | 655.0331 | 655.0331 | 655.0331 |
| Max Trade Drawdown | -816078 | -74395 | -773884 | -2486486 | -1149781 | -3087171 |
| Profit Factor | 0.4478 | 1.1069 | 0.3345 | 1.8763 | 1.6563 | 1.9997 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 76 | 35 | 41 | 50 | 27 | 23 |
| Losing Trades | 19 | 13 | 6 | 45 | 21 | 24 |
| Profitability (%) | 80 | 72.9167 | 87.234 | 52.6316 | 56.25 | 48.9362 |
| Ratio Avg Win / Avg Loss | 0.112 | 0.4111 | 0.0489 | 1.6886 | 1.2882 | 2.0866 |
| Largest Winning Trade | 23374 | 23374 | 20403 | 4358679 | 1106168 | 4358679 |
| Largest Losing Trade | -601950 | -63279 | -601950 | -1588041 | -732541 | -1588041 |
| Avg Bars in Trades | 62 | 28 | 98 | 62 | 28 | 98 |
| Avg Bars in Winners | 30 | 9 | 48 | 58 | 32 | 89 |
| Avg Bars in Losers | 191 | 77 | 439 | 67 | 21 | 106 |
| Bars Traded | 5971 | 1345 | 4626 | 5971 | 1345 | 4626 |
| Profit Streak | 176.1252 | 176.1252 | 220.8752 | 176.1252 | 176.1252 | 220.8752 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574919 | -445728 | -574698 | 501238 | 324559 | 470032 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605852000000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757581217795,
"expiration_time": 1762275528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 171,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-610036.3817034023,
17336.2784008194,
-627372.6601042218,
6865505.476710346,
1847892.895515551,
5017612.581194796
],
[
-610.036382,
17.336278,
-627.37266,
6865.505477,
1847.892896,
5017.612581
],
[
-0.336062,
0.00955,
-0.345612,
0.234046,
0.163711,
0.217025
],
[
655.033118,
655.033118,
655.033118,
655.033118,
655.033118,
655.033118
],
[
-816078,
-74395,
-773884,
-2486486,
-1149781,
-3087171
],
[
0.447821,
1.10693,
0.33446,
1.876269,
1.656251,
1.999705
],
[
95,
48,
47,
95,
48,
47
],
[
76,
35,
41,
50,
27,
23
],
[
19,
13,
6,
45,
21,
24
],
[
80,
72.916667,
87.234043,
52.631579,
56.25,
48.93617
],
[
0.111955,
0.411145,
0.048945,
1.688642,
1.288195,
2.086649
],
[
23374,
23374,
20403,
4358679,
1106168,
4358679
],
[
-601950,
-63279,
-601950,
-1588041,
-732541,
-1588041
],
[
62,
28,
98,
62,
28,
98
],
[
30,
9,
48,
58,
32,
89
],
[
191,
77,
439,
67,
21,
106
],
[
5971,
1345,
4626,
5971,
1345,
4626
],
[
176.125206,
176.125206,
220.875206,
176.125206,
176.125206,
220.875206
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574919,
-445728,
-574698,
501238,
324559,
470032
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605852000000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757581217795,
"expiration_time": 1762275528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 171,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|