| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -608355.8833 | 8172.636 | -616528.5194 | 7858126.7066 | 2341442.4623 | 5516684.2443 |
| Total P&L (%) | -608.3559 | 8.1726 | -616.5285 | 7858.1267 | 2341.4425 | 5516.6842 |
| Avg Daily Profit (%) | -0.3336 | 0.0045 | -0.3381 | 0.2403 | 0.1754 | 0.2212 |
| Buy And Hold Return (%) | 671.6829 | 671.6829 | 671.6829 | 671.6829 | 671.6829 | 671.6829 |
| Max Trade Drawdown | -812120 | -78218 | -755057 | -1756937 | -227095 | -1749359 |
| Profit Factor | 0.4266 | 1.0747 | 0.352 | 2.8292 | 4.5867 | 2.5142 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 79 | 33 | 46 | 49 | 26 | 23 |
| Losing Trades | 24 | 19 | 5 | 54 | 26 | 28 |
| Profitability (%) | 76.699 | 63.4615 | 90.1961 | 47.5728 | 50 | 45.098 |
| Ratio Avg Win / Avg Loss | 0.1296 | 0.6187 | 0.0383 | 3.1179 | 4.5867 | 3.0608 |
| Largest Winning Trade | 34032 | 12839 | 34032 | 3299521 | 487638 | 3299521 |
| Largest Losing Trade | -537369 | -50018 | -537369 | -1749359 | -131259 | -1749359 |
| Avg Bars in Trades | 57 | 9 | 107 | 57 | 9 | 107 |
| Avg Bars in Winners | 34 | 4 | 55 | 54 | 11 | 103 |
| Avg Bars in Losers | 135 | 18 | 582 | 60 | 6 | 111 |
| Bars Traded | 5966 | 482 | 5484 | 5966 | 482 | 5484 |
| Profit Streak | 0 | 0 | 229.1261 | 0 | 0 | 229.1261 |
| Trades During Streak | 0 | 0 | 10 | 0 | 0 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576765 | -670711 | -754429 | 472061 | -167137 | -167426 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7294,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603346400000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758294097674,
"expiration_time": 1763009712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 121,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-608355.8833432304,
8172.6360306481,
-616528.5193738784,
7858126.706625044,
2341442.4623028715,
5516684.244322173
],
[
-608.355883,
8.172636,
-616.528519,
7858.126707,
2341.442462,
5516.684244
],
[
-0.33362,
0.004482,
-0.338102,
0.240309,
0.175376,
0.221156
],
[
671.682947,
671.682947,
671.682947,
671.682947,
671.682947,
671.682947
],
[
-812120,
-78218,
-755057,
-1756937,
-227095,
-1749359
],
[
0.426604,
1.074657,
0.352046,
2.829168,
4.586697,
2.514242
],
[
103,
52,
51,
103,
52,
51
],
[
79,
33,
46,
49,
26,
23
],
[
24,
19,
5,
54,
26,
28
],
[
76.699029,
63.461538,
90.196078,
47.572816,
50,
45.098039
],
[
0.129601,
0.618742,
0.038266,
3.117859,
4.586697,
3.060817
],
[
34032,
12839,
34032,
3299521,
487638,
3299521
],
[
-537369,
-50018,
-537369,
-1749359,
-131259,
-1749359
],
[
57,
9,
107,
57,
9,
107
],
[
34,
4,
55,
54,
11,
103
],
[
135,
18,
582,
60,
6,
111
],
[
5966,
482,
5484,
5966,
482,
5484
],
[
0,
0,
229.12613,
0,
0,
229.12613
],
[
0,
0,
10,
0,
0,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576765,
-670711,
-754429,
472061,
-167137,
-167426
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7294,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603346400000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758294097674,
"expiration_time": 1763009712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 121,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|