| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1310452.0568 | 1247435.0363 | 63017.0205 | 5172101.3685 | 5516378.7886 | -344277.42 |
| Total P&L (%) | 1310.4521 | 1247.435 | 63.017 | 5172.1014 | 5516.3788 | -344.2774 |
| Avg Daily Profit (%) | 0.7102 | 0.6761 | 0.0342 | 0.2151 | 0.2186 | 0 |
| Buy And Hold Return (%) | 438.8489 | 438.8489 | 438.8489 | 438.8489 | 438.8489 | 438.8489 |
| Max Trade Drawdown | -122396 | -63444 | -70467 | -3516095 | -2714576 | -2087577 |
| Profit Factor | 3.6032 | 6.0352 | 1.2465 | 1.4158 | 1.9359 | 0.9474 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 38.3721 | 39.5349 | 37.2093 | 38.3721 | 39.5349 | 37.2093 |
| Ratio Avg Win / Avg Loss | 5.787 | 9.2304 | 2.1035 | 2.2739 | 2.9608 | 1.5987 |
| Largest Winning Trade | 681853 | 681853 | 76674 | 4573233 | 4573233 | 1738543 |
| Largest Losing Trade | -33516 | -28404 | -33516 | -1206076 | -1206076 | -1093374 |
| Avg Bars in Trades | 124 | 114 | 134 | 124 | 114 | 134 |
| Avg Bars in Winners | 220 | 197 | 246 | 220 | 197 | 246 |
| Avg Bars in Losers | 64 | 60 | 67 | 64 | 60 | 67 |
| Bars Traded | 10689 | 4920 | 5769 | 10689 | 4920 | 5769 |
| Profit Streak | 43.1508 | 50.8175 | 43.1508 | 43.1508 | 50.8175 | 43.1508 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458665 | 501451 | -316550 | 243531 | 303059 | -582371 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11071,
"evaluation_days": 1845.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603785600000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760168231090,
"expiration_time": 1764937872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 212,
"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": [
[
1310452.0568053143,
1247435.0363304554,
63017.0204748592,
5172101.368544087,
5516378.788578629,
-344277.4200345444
],
[
1310.452057,
1247.435036,
63.01702,
5172.101369,
5516.378789,
-344.27742
],
[
0.710207,
0.676054,
0.034152,
0.215117,
0.218553,
0
],
[
438.848921,
438.848921,
438.848921,
438.848921,
438.848921,
438.848921
],
[
-122396,
-63444,
-70467,
-3516095,
-2714576,
-2087577
],
[
3.603215,
6.035235,
1.246491,
1.415825,
1.935938,
0.947392
],
[
86,
43,
43,
86,
43,
43
],
[
33,
17,
16,
33,
17,
16
],
[
53,
26,
27,
53,
26,
27
],
[
38.372093,
39.534884,
37.209302,
38.372093,
39.534884,
37.209302
],
[
5.786981,
9.23036,
2.103454,
2.273901,
2.960846,
1.598724
],
[
681853,
681853,
76674,
4573233,
4573233,
1738543
],
[
-33516,
-28404,
-33516,
-1206076,
-1206076,
-1093374
],
[
124,
114,
134,
124,
114,
134
],
[
220,
197,
246,
220,
197,
246
],
[
64,
60,
67,
64,
60,
67
],
[
10689,
4920,
5769,
10689,
4920,
5769
],
[
43.150823,
50.817489,
43.150823,
43.150823,
50.817489,
43.150823
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458665,
501451,
-316550,
243531,
303059,
-582371
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11071,
"evaluation_days": 1845.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603785600000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760168231090,
"expiration_time": 1764937872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 212,
"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) |
|---|