| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1238737.2446 | -34882.0628 | -1203855.1818 | -431055.9758 | -6112850.0367 | 5681794.0609 |
| Total P&L (%) | -1238.7372 | -34.8821 | -1203.8552 | -431.056 | -6112.85 | 5681.7941 |
| Avg Daily Profit (%) | -0.6803 | -0.0192 | -0.6611 | 0 | 0 | 0.2231 |
| Buy And Hold Return (%) | 638.8784 | 638.8784 | 638.8784 | 638.8784 | 638.8784 | 638.8784 |
| Max Trade Drawdown | -1255256 | -184978 | -1218647 | -13072114 | -9864979 | -3307291 |
| Profit Factor | 0.3169 | 0.8939 | 0.1892 | 0.9799 | 0.5131 | 1.6393 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 34 | 17 | 17 | 31 | 15 | 16 |
| Losing Trades | 30 | 15 | 15 | 33 | 17 | 16 |
| Profitability (%) | 53.125 | 53.125 | 53.125 | 48.4375 | 46.875 | 50 |
| Ratio Avg Win / Avg Loss | 0.2796 | 0.7887 | 0.1669 | 1.0431 | 0.5815 | 1.6393 |
| Largest Winning Trade | 58569 | 58569 | 31057 | 8844896 | 1811048 | 8844896 |
| Largest Losing Trade | -622216 | -77066 | -622216 | -8992044 | -8992044 | -2381151 |
| Avg Bars in Trades | 111 | 113 | 109 | 111 | 113 | 109 |
| Avg Bars in Winners | 62 | 63 | 62 | 115 | 116 | 114 |
| Avg Bars in Losers | 166 | 170 | 162 | 107 | 111 | 104 |
| Bars Traded | 7139 | 3638 | 3501 | 7139 | 3638 | 3501 |
| Profit Streak | 0 | 0 | 0 | 31.6578 | 31.6578 | 163.9078 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -723872 | -580405 | -580405 | -722220 | -581485 | 455763 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7284,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601704800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758080838011,
"expiration_time": 1762787232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 45,
"offset": 0,
"std": 3.49513
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
-1238737.2445823804,
-34882.0628044157,
-1203855.1817779648,
-431055.9758335965,
-6112850.036694757,
5681794.060861162
],
[
-1238.737245,
-34.882063,
-1203.855182,
-431.055976,
-6112.850037,
5681.794061
],
[
-0.680251,
-0.019155,
-0.661096,
0,
0,
0.223054
],
[
638.878431,
638.878431,
638.878431,
638.878431,
638.878431,
638.878431
],
[
-1255256,
-184978,
-1218647,
-13072114,
-9864979,
-3307291
],
[
0.316908,
0.893866,
0.189196,
0.979897,
0.51309,
1.639299
],
[
64,
32,
32,
64,
32,
32
],
[
34,
17,
17,
31,
15,
16
],
[
30,
15,
15,
33,
17,
16
],
[
53.125,
53.125,
53.125,
48.4375,
46.875,
50
],
[
0.279625,
0.788705,
0.166937,
1.043116,
0.581502,
1.639299
],
[
58569,
58569,
31057,
8844896,
1811048,
8844896
],
[
-622216,
-77066,
-622216,
-8992044,
-8992044,
-2381151
],
[
111,
113,
109,
111,
113,
109
],
[
62,
63,
62,
115,
116,
114
],
[
166,
170,
162,
107,
111,
104
],
[
7139,
3638,
3501,
7139,
3638,
3501
],
[
0,
0,
0,
31.657847,
31.657847,
163.907847
],
[
0,
0,
0,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-723872,
-580405,
-580405,
-722220,
-581485,
455763
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7284,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601704800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758080838011,
"expiration_time": 1762787232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 45,
"offset": 0,
"std": 3.49513
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|