| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 729325.6376 | 615486.9942 | 113838.6434 | 2709134.061 | 8357934.2351 | -5648800.1741 |
| Total P&L (%) | 729.3256 | 615.487 | 113.8386 | 2709.1341 | 8357.9342 | -5648.8002 |
| Avg Daily Profit (%) | 0.3989 | 0.3366 | 0.0623 | 0.1826 | 0.243 | 0 |
| Buy And Hold Return (%) | 177.6162 | 177.6162 | 177.6162 | 177.6162 | 177.6162 | 177.6162 |
| Max Trade Drawdown | -127823 | -79559 | -91335 | -10512964 | -4009638 | -8949939 |
| Profit Factor | 1.6467 | 2.1889 | 1.1866 | 1.0562 | 1.4258 | 0.8026 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
| Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
| Profitability (%) | 42.1687 | 40.8 | 43.5484 | 42.1687 | 40.8 | 43.5484 |
| Ratio Avg Win / Avg Loss | 2.2583 | 3.1761 | 1.5382 | 1.4484 | 2.0689 | 1.0404 |
| Largest Winning Trade | 212325 | 212325 | 49246 | 3412973 | 3412973 | 1633099 |
| Largest Losing Trade | -38591 | -30675 | -38591 | -5130261 | -1447828 | -5130261 |
| Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
| Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
| Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
| Bars Traded | 3387 | 1789 | 1598 | 3387 | 1789 | 1598 |
| Profit Streak | 6.4511 | 25.9511 | 0 | 6.4511 | 25.9511 | 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 | 358341 | 294112 | -292186 | -151636 | 283188 | -581567 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611144000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758710978124,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 242,
"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": [
[
729325.6375506038,
615486.9941910428,
113838.6433595611,
2709134.0609896947,
8357934.235110972,
-5648800.174121281
],
[
729.325638,
615.486994,
113.838643,
2709.134061,
8357.934235,
-5648.800174
],
[
0.398866,
0.336608,
0.062258,
0.182582,
0.24299,
0
],
[
177.616185,
177.616185,
177.616185,
177.616185,
177.616185,
177.616185
],
[
-127823,
-79559,
-91335,
-10512964,
-4009638,
-8949939
],
[
1.64671,
2.188941,
1.186599,
1.05616,
1.425847,
0.802578
],
[
249,
125,
124,
249,
125,
124
],
[
105,
51,
54,
105,
51,
54
],
[
144,
74,
70,
144,
74,
70
],
[
42.168675,
40.8,
43.548387,
42.168675,
40.8,
43.548387
],
[
2.258346,
3.17611,
1.538184,
1.448448,
2.068876,
1.040379
],
[
212325,
212325,
49246,
3412973,
3412973,
1633099
],
[
-38591,
-30675,
-38591,
-5130261,
-1447828,
-5130261
],
[
13,
14,
12,
13,
14,
12
],
[
19,
20,
18,
19,
20,
18
],
[
9,
10,
8,
9,
10,
8
],
[
3387,
1789,
1598,
3387,
1789,
1598
],
[
6.451136,
25.951136,
0,
6.451136,
25.951136,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358341,
294112,
-292186,
-151636,
283188,
-581567
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611144000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758710978124,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 242,
"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) |
|---|