| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -510841.3302 | 36038.0555 | -546879.3857 | 6885723.2406 | 2374821.9812 | 4510901.2594 |
| Total P&L (%) | -510.8413 | 36.0381 | -546.8794 | 6885.7232 | 2374.822 | 4510.9013 |
| Avg Daily Profit (%) | -0.282 | 0.0199 | -0.3019 | 0.2347 | 0.1773 | 0.2117 |
| Buy And Hold Return (%) | 482.4731 | 482.4731 | 482.4731 | 482.4731 | 482.4731 | 482.4731 |
| Max Trade Drawdown | -723693 | -67414 | -698920 | -1482741 | -353422 | -1708599 |
| Profit Factor | 0.4651 | 1.3382 | 0.3555 | 3.0922 | 4.0519 | 2.795 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 50 | 24 | 26 | 34 | 18 | 16 |
| Losing Trades | 13 | 8 | 5 | 29 | 14 | 15 |
| Profitability (%) | 79.3651 | 75 | 83.871 | 53.9683 | 56.25 | 51.6129 |
| Ratio Avg Win / Avg Loss | 0.1209 | 0.4461 | 0.0684 | 2.6374 | 3.1515 | 2.6203 |
| Largest Winning Trade | 25047 | 14498 | 25047 | 2947266 | 806894 | 2947266 |
| Largest Losing Trade | -528632 | -67414 | -528632 | -1019219 | -207228 | -1019219 |
| Avg Bars in Trades | 141 | 58 | 227 | 141 | 58 | 227 |
| Avg Bars in Winners | 75 | 31 | 116 | 131 | 72 | 197 |
| Avg Bars in Losers | 396 | 141 | 803 | 153 | 40 | 259 |
| Bars Traded | 8924 | 1879 | 7045 | 8924 | 1879 | 7045 |
| Profit Streak | 172.7577 | 172.7577 | 216.4244 | 172.7577 | 172.7577 | 216.4244 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -726532 | -328847 | -575145 | -134804 | 564248 | 541750 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757268664297,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"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": [
[
-510841.3301925253,
36038.0555264421,
-546879.3857189671,
6885723.240576586,
2374821.981186388,
4510901.259390198
],
[
-510.84133,
36.038056,
-546.879386,
6885.723241,
2374.821981,
4510.901259
],
[
-0.281973,
0.019892,
-0.301865,
0.234669,
0.177273,
0.211687
],
[
482.473116,
482.473116,
482.473116,
482.473116,
482.473116,
482.473116
],
[
-723693,
-67414,
-698920,
-1482741,
-353422,
-1708599
],
[
0.4651,
1.338214,
0.35545,
3.092163,
4.051868,
2.794994
],
[
63,
32,
31,
63,
32,
31
],
[
50,
24,
26,
34,
18,
16
],
[
13,
8,
5,
29,
14,
15
],
[
79.365079,
75,
83.870968,
53.968254,
56.25,
51.612903
],
[
0.120926,
0.446071,
0.068356,
2.637433,
3.151453,
2.620307
],
[
25047,
14498,
25047,
2947266,
806894,
2947266
],
[
-528632,
-67414,
-528632,
-1019219,
-207228,
-1019219
],
[
141,
58,
227,
141,
58,
227
],
[
75,
31,
116,
131,
72,
197
],
[
396,
141,
803,
153,
40,
259
],
[
8924,
1879,
7045,
8924,
1879,
7045
],
[
172.757688,
172.757689,
216.424355,
172.757689,
172.757689,
216.424355
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-726532,
-328847,
-575145,
-134804,
564248,
541750
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757268664297,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"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) |
|---|