| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1418838.0442 | 1397170.6281 | 21667.4161 | 1019955.9781 | 1346025.7312 | -326069.7532 |
| Total P&L (%) | 1418.838 | 1397.1706 | 21.6674 | 1019.956 | 1346.0257 | -326.0698 |
| Avg Daily Profit (%) | 0.7826 | 0.7706 | 0.012 | 0.1333 | 0.1475 | 0 |
| Buy And Hold Return (%) | 549.0918 | 549.0918 | 549.0918 | 549.0918 | 549.0918 | 549.0918 |
| Max Trade Drawdown | -122878 | -99974 | -62162 | -2590783 | -2285599 | -776465 |
| Profit Factor | 2.5629 | 3.3612 | 1.0685 | 1.0835 | 1.169 | 0.9233 |
| Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
| Winning Trades | 81 | 29 | 52 | 81 | 29 | 52 |
| Losing Trades | 186 | 104 | 82 | 186 | 104 | 82 |
| Profitability (%) | 30.3371 | 21.8045 | 38.806 | 30.3371 | 21.8045 | 38.806 |
| Ratio Avg Win / Avg Loss | 5.8852 | 12.0539 | 1.685 | 2.488 | 4.1921 | 1.4559 |
| Largest Winning Trade | 997976 | 997976 | 45306 | 2533307 | 2533307 | 500671 |
| Largest Losing Trade | -17546 | -17546 | -16466 | -338570 | -338570 | -304540 |
| Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
| Avg Bars in Winners | 28 | 56 | 13 | 28 | 56 | 13 |
| Avg Bars in Losers | 6 | 8 | 3 | 6 | 8 | 3 |
| Bars Traded | 3526 | 2508 | 1018 | 3526 | 2508 | 1018 |
| Profit Streak | 0 | 69.1702 | 0 | 0 | 69.1702 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304222 | -27437 | -490938 | -155984 | -76491 | -583385 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3626,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757347506179,
"expiration_time": 1762032096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 26,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
1418838.044165679,
1397170.628084941,
21667.4160807388,
1019955.9780507812,
1346025.7312135724,
-326069.7531627933
],
[
1418.838044,
1397.170628,
21.667416,
1019.955978,
1346.025731,
-326.069753
],
[
0.782591,
0.77064,
0.011951,
0.133342,
0.147456,
0
],
[
549.091826,
549.091826,
549.091826,
549.091826,
549.091826,
549.091826
],
[
-122878,
-99974,
-62162,
-2590783,
-2285599,
-776465
],
[
2.562913,
3.361196,
1.068547,
1.083493,
1.168955,
0.923265
],
[
267,
133,
134,
267,
133,
134
],
[
81,
29,
52,
81,
29,
52
],
[
186,
104,
82,
186,
104,
82
],
[
30.337079,
21.804511,
38.80597,
30.337079,
21.804511,
38.80597
],
[
5.885208,
12.053945,
1.685017,
2.488021,
4.192113,
1.455917
],
[
997976,
997976,
45306,
2533307,
2533307,
500671
],
[
-17546,
-17546,
-16466,
-338570,
-338570,
-304540
],
[
13,
18,
7,
13,
18,
7
],
[
28,
56,
13,
28,
56,
13
],
[
6,
8,
3,
6,
8,
3
],
[
3526,
2508,
1018,
3526,
2508,
1018
],
[
0,
69.17021,
0,
0,
69.17021,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304222,
-27437,
-490938,
-155984,
-76491,
-583385
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3626,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757347506179,
"expiration_time": 1762032096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 26,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|