| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1364710.0981 | 1259875.6992 | 104834.3989 | 9115865.2944 | 5109851.3582 | 4006013.9362 |
| Total P&L (%) | 1364.7101 | 1259.8757 | 104.8344 | 9115.8653 | 5109.8514 | 4006.0139 |
| Avg Daily Profit (%) | 0.7532 | 0.6953 | 0.0579 | 0.25 | 0.2184 | 0.2052 |
| Buy And Hold Return (%) | 754.8979 | 754.8979 | 754.8979 | 754.8979 | 754.8979 | 754.8979 |
| Max Trade Drawdown | -100493 | -51477 | -82337 | -4650196 | -4231327 | -2001037 |
| Profit Factor | 3.8179 | 6.2593 | 1.4283 | 1.636 | 1.5742 | 1.7371 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 42.2535 | 36.1111 | 48.5714 | 42.2535 | 36.1111 | 48.5714 |
| Ratio Avg Win / Avg Loss | 5.2178 | 11.0742 | 1.5123 | 2.2358 | 2.7851 | 1.8393 |
| Largest Winning Trade | 653652 | 653652 | 71639 | 3750032 | 3750032 | 3285653 |
| Largest Losing Trade | -39347 | -32655 | -39347 | -1781971 | -1781971 | -1228126 |
| Avg Bars in Trades | 71 | 77 | 66 | 71 | 77 | 66 |
| Avg Bars in Winners | 113 | 129 | 101 | 113 | 129 | 101 |
| Avg Bars in Losers | 41 | 47 | 33 | 41 | 47 | 33 |
| Bars Traded | 5108 | 2780 | 2329 | 5108 | 2780 | 2329 |
| Profit Streak | 32.8436 | 104.5102 | 0 | 32.8436 | 104.5102 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -82225 | 261289 | -280028 | -82186 | 232788 | 348525 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757276085351,
"expiration_time": 1761957504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 11,
"offset": 0,
"std": 2.34283
}
}
}
{
"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": [
[
1364710.0980589688,
1259875.6991773988,
104834.3988815698,
9115865.294422543,
5109851.3581964895,
4006013.936226051
],
[
1364.710098,
1259.875699,
104.834399,
9115.865294,
5109.851358,
4006.013936
],
[
0.753151,
0.695296,
0.057856,
0.249954,
0.218402,
0.205234
],
[
754.897852,
754.897852,
754.897852,
754.897852,
754.897852,
754.897852
],
[
-100493,
-51477,
-82337,
-4650196,
-4231327,
-2001037
],
[
3.817891,
6.259335,
1.42833,
1.635969,
1.574203,
1.737106
],
[
71,
36,
35,
71,
36,
35
],
[
30,
13,
17,
30,
13,
17
],
[
41,
23,
18,
41,
23,
18
],
[
42.253521,
36.111111,
48.571429,
42.253521,
36.111111,
48.571429
],
[
5.217784,
11.074209,
1.512349,
2.235825,
2.785129,
1.839289
],
[
653652,
653652,
71639,
3750032,
3750032,
3285653
],
[
-39347,
-32655,
-39347,
-1781971,
-1781971,
-1228126
],
[
71,
77,
66,
71,
77,
66
],
[
113,
129,
101,
113,
129,
101
],
[
41,
47,
33,
41,
47,
33
],
[
5108,
2780,
2329,
5108,
2780,
2329
],
[
32.84358,
104.510247,
0,
32.84358,
104.510247,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-82225,
261289,
-280028,
-82186,
232788,
348525
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757276085351,
"expiration_time": 1761957504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 11,
"offset": 0,
"std": 2.34283
}
}
}
| # | 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) |
|---|