| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1304383.5457 | 1284608.8391 | 19774.7066 | 1103288.2397 | 1843460.8503 | -740172.6106 |
| Total P&L (%) | 1304.3835 | 1284.6088 | 19.7747 | 1103.2882 | 1843.4609 | -740.1726 |
| Avg Daily Profit (%) | 0.7176 | 0.7067 | 0.0109 | 0.137 | 0.1634 | 0 |
| Buy And Hold Return (%) | 648.4464 | 648.4464 | 648.4464 | 648.4464 | 648.4464 | 648.4464 |
| Max Trade Drawdown | -103190 | -83794 | -113815 | -1133895 | -718210 | -1016957 |
| Profit Factor | 2.7628 | 4.631 | 1.0512 | 1.1845 | 1.6956 | 0.7778 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 51.4493 | 49.2754 | 53.6232 | 51.4493 | 49.2754 | 53.6232 |
| Ratio Avg Win / Avg Loss | 2.6072 | 4.7672 | 0.9092 | 1.1177 | 1.7455 | 0.6727 |
| Largest Winning Trade | 952609 | 952609 | 73299 | 1065495 | 1065495 | 541737 |
| Largest Losing Trade | -66896 | -31368 | -66896 | -650417 | -429051 | -650417 |
| Avg Bars in Trades | 155 | 160 | 149 | 155 | 160 | 149 |
| Avg Bars in Winners | 188 | 199 | 177 | 188 | 199 | 177 |
| Avg Bars in Losers | 120 | 123 | 117 | 120 | 123 | 117 |
| Bars Traded | 21450 | 11105 | 10345 | 21450 | 11105 | 10345 |
| Profit Streak | 0 | 83.1151 | 0 | 0 | 83.1151 | 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 | 413118 | -88400 | -611153 | -35731 | -93591 | -681988 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21812,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757839541653,
"expiration_time": 1763490470400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 211,
"offset": 0,
"std": 1.2779
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 225,
"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": [
[
1304383.5456995438,
1284608.8391021595,
19774.7065973837,
1103288.2397121792,
1843460.850328043,
-740172.6106158637
],
[
1304.383546,
1284.608839,
19.774707,
1103.28824,
1843.46085,
-740.172611
],
[
0.717613,
0.706734,
0.010879,
0.136953,
0.163367,
0
],
[
648.446433,
648.446433,
648.446433,
648.446433,
648.446433,
648.446433
],
[
-103190,
-83794,
-113815,
-1133895,
-718210,
-1016957
],
[
2.762814,
4.631035,
1.051209,
1.184461,
1.695599,
0.777791
],
[
138,
69,
69,
138,
69,
69
],
[
71,
34,
37,
71,
34,
37
],
[
67,
35,
32,
67,
35,
32
],
[
51.449275,
49.275362,
53.623188,
51.449275,
49.275362,
53.623188
],
[
2.607162,
4.767242,
0.909154,
1.117731,
1.74547,
0.672684
],
[
952609,
952609,
73299,
1065495,
1065495,
541737
],
[
-66896,
-31368,
-66896,
-650417,
-429051,
-650417
],
[
155,
160,
149,
155,
160,
149
],
[
188,
199,
177,
188,
199,
177
],
[
120,
123,
117,
120,
123,
117
],
[
21450,
11105,
10345,
21450,
11105,
10345
],
[
0,
83.115065,
0,
0,
83.115065,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413118,
-88400,
-611153,
-35731,
-93591,
-681988
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21812,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757839541653,
"expiration_time": 1763490470400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 211,
"offset": 0,
"std": 1.2779
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 225,
"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) |
|---|