| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1234665.3645 | 1201153.3335 | 33512.031 | 835143.7649 | 1356073.1183 | -520929.3535 |
| Total P&L (%) | 1234.6654 | 1201.1533 | 33.512 | 835.1438 | 1356.0731 | -520.9294 |
| Avg Daily Profit (%) | 0.6815 | 0.663 | 0.0185 | 0.1235 | 0.1479 | 0 |
| Buy And Hold Return (%) | 493.9609 | 493.9609 | 493.9609 | 493.9609 | 493.9609 | 493.9609 |
| Max Trade Drawdown | -144028 | -89356 | -67168 | -4249262 | -2590863 | -1787251 |
| Profit Factor | 2.8495 | 4.0542 | 1.1222 | 1.0995 | 1.2881 | 0.8587 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
| Profitability (%) | 43.2 | 40.3226 | 46.0317 | 43.2 | 40.3226 | 46.0317 |
| Ratio Avg Win / Avg Loss | 3.7465 | 6.0002 | 1.3156 | 1.4456 | 1.9063 | 1.0068 |
| Largest Winning Trade | 721369 | 721369 | 38927 | 2388141 | 2388141 | 764835 |
| Largest Losing Trade | -38325 | -38325 | -33294 | -752369 | -752369 | -722120 |
| Avg Bars in Trades | 82 | 117 | 47 | 82 | 117 | 47 |
| Avg Bars in Winners | 118 | 174 | 69 | 118 | 174 | 69 |
| Avg Bars in Losers | 54 | 79 | 27 | 54 | 79 | 27 |
| Bars Traded | 10260 | 7292 | 2968 | 10260 | 7292 | 2968 |
| Profit Streak | 85.2028 | 0 | 91.0361 | 85.2028 | 0 | 91.0361 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 442051 | -143136 | -567724 | -149554 | -155563 | -726776 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603728000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757263920735,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"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": [
[
1234665.364545061,
1201153.3335420555,
33512.0310030062,
835143.7648513892,
1356073.118340932,
-520929.3534895425
],
[
1234.665365,
1201.153334,
33.512031,
835.143765,
1356.073118,
-520.929353
],
[
0.681507,
0.663009,
0.018498,
0.123472,
0.147947,
0
],
[
493.960872,
493.960872,
493.960872,
493.960872,
493.960872,
493.960872
],
[
-144028,
-89356,
-67168,
-4249262,
-2590863,
-1787251
],
[
2.849458,
4.054211,
1.122171,
1.09949,
1.288069,
0.858704
],
[
125,
62,
63,
125,
62,
63
],
[
54,
25,
29,
54,
25,
29
],
[
71,
37,
34,
71,
37,
34
],
[
43.2,
40.322581,
46.031746,
43.2,
40.322581,
46.031746
],
[
3.746509,
6.000232,
1.315649,
1.445626,
1.906342,
1.006756
],
[
721369,
721369,
38927,
2388141,
2388141,
764835
],
[
-38325,
-38325,
-33294,
-752369,
-752369,
-722120
],
[
82,
117,
47,
82,
117,
47
],
[
118,
174,
69,
118,
174,
69
],
[
54,
79,
27,
54,
79,
27
],
[
10260,
7292,
2968,
10260,
7292,
2968
],
[
85.202786,
0,
91.036119,
85.202786,
0,
91.03612
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442051,
-143136,
-567724,
-149554,
-155563,
-726776
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603728000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757263920735,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"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) |
|---|