| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1232058.6317 | 1045354.9239 | 186703.7078 | 43383904.2997 | 34603679.1671 | 8780225.1326 |
| Total P&L (%) | 1232.0586 | 1045.3549 | 186.7037 | 43383.9043 | 34603.6792 | 8780.2251 |
| Avg Daily Profit (%) | 0.6739 | 0.5718 | 0.1021 | 0.3328 | 0.3204 | 0.2457 |
| Buy And Hold Return (%) | 715.75 | 715.75 | 715.75 | 715.75 | 715.75 | 715.75 |
| Max Trade Drawdown | -109064 | -55357 | -96378 | -15306779 | -22129914 | -17687859 |
| Profit Factor | 2.2294 | 3.0436 | 1.3806 | 1.3916 | 1.5986 | 1.1658 |
| Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
| Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
| Losing Trades | 179 | 96 | 83 | 179 | 96 | 83 |
| Profitability (%) | 39.9329 | 35.5705 | 44.2953 | 39.9329 | 35.5705 | 44.2953 |
| Ratio Avg Win / Avg Loss | 3.3535 | 5.5129 | 1.7362 | 2.0933 | 2.8955 | 1.466 |
| Largest Winning Trade | 287679 | 287679 | 38025 | 21232492 | 21232492 | 8594750 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -7486117 | -6307874 | -7486117 |
| Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
| Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5431 | 2858 | 2573 | 5431 | 2858 | 2573 |
| Profit Streak | 0 | 29.5501 | 0 | 0 | 29.5501 | 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 | 198206 | -10434 | -222841 | 318570 | 256806 | -31864 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5485,
"evaluation_days": 1828.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758690725080,
"expiration_time": 1763411040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
1232058.6316861769,
1045354.9238853336,
186703.7078008419,
43383904.29971439,
34603679.167096496,
8780225.132617872
],
[
1232.058632,
1045.354924,
186.703708,
43383.9043,
34603.679167,
8780.225133
],
[
0.673871,
0.571754,
0.102117,
0.332822,
0.320445,
0.245684
],
[
715.750043,
715.750043,
715.750043,
715.750043,
715.750043,
715.750043
],
[
-109064,
-55357,
-96378,
-15306779,
-22129914,
-17687859
],
[
2.229442,
3.04356,
1.380568,
1.391621,
1.598571,
1.165759
],
[
298,
149,
149,
298,
149,
149
],
[
119,
53,
66,
119,
53,
66
],
[
179,
96,
83,
179,
96,
83
],
[
39.932886,
35.57047,
44.295302,
39.932886,
35.57047,
44.295302
],
[
3.353531,
5.512863,
1.736169,
2.093279,
2.895525,
1.46603
],
[
287679,
287679,
38025,
21232492,
21232492,
8594750
],
[
-29353,
-20579,
-29353,
-7486117,
-6307874,
-7486117
],
[
18,
19,
17,
18,
19,
17
],
[
31,
37,
27,
31,
37,
27
],
[
9,
9,
9,
9,
9,
9
],
[
5431,
2858,
2573,
5431,
2858,
2573
],
[
0,
29.550059,
0,
0,
29.550059,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
198206,
-10434,
-222841,
318570,
256806,
-31864
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5485,
"evaluation_days": 1828.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758690725080,
"expiration_time": 1763411040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|