| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1371287.8041 | 1405726.5856 | -34438.7815 | 203943.9183 | 457490.4967 | -253546.5784 |
| Total P&L (%) | 1371.2878 | 1405.7266 | -34.4388 | 203.9439 | 457.4905 | -253.5466 |
| Avg Daily Profit (%) | 0.7537 | 0.7726 | -0.0189 | 0.0611 | 0.0945 | 0 |
| Buy And Hold Return (%) | 555.1043 | 555.1043 | 555.1043 | 555.1043 | 555.1043 | 555.1043 |
| Max Trade Drawdown | -173550 | -161616 | -33653 | -1860640 | -1795157 | -256908 |
| Profit Factor | 3.0751 | 3.3689 | 0.489 | 1.0452 | 1.1126 | 0.4294 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
| Profitability (%) | 34.7826 | 31.5789 | 37.931 | 34.7826 | 31.5789 | 37.931 |
| Ratio Avg Win / Avg Loss | 5.7659 | 7.2992 | 0.8002 | 1.9598 | 2.4106 | 0.7027 |
| Largest Winning Trade | 931459 | 931459 | 7258 | 1025568 | 1025568 | 34542 |
| Largest Losing Trade | -70479 | -70479 | -12103 | -1024681 | -1024681 | -80035 |
| Avg Bars in Trades | 176 | 355 | 1 | 176 | 355 | 1 |
| Avg Bars in Winners | 235 | 520 | 1 | 235 | 520 | 1 |
| Avg Bars in Losers | 145 | 279 | 1 | 145 | 279 | 1 |
| Bars Traded | 20354 | 20266 | 88 | 20354 | 20266 | 88 |
| Profit Streak | 0 | 190.4 | 0 | 0 | 190.4 | 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 | 334058 | -171061 | -765526 | -452356 | -515088 | -765526 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757993760757,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 195,
"offset": 0,
"std": 3.02002
}
},
"second_band": {
"type": "hl2",
"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": [
[
1371287.804101189,
1405726.5856277146,
-34438.7815265252,
203943.9182551141,
457490.4966717095,
-253546.5784165955
],
[
1371.287804,
1405.726586,
-34.438782,
203.943918,
457.490497,
-253.546578
],
[
0.753695,
0.772623,
-0.018928,
0.061119,
0.094485,
0
],
[
555.104262,
555.104262,
555.104262,
555.104262,
555.104262,
555.104262
],
[
-173550,
-161616,
-33653,
-1860640,
-1795157,
-256908
],
[
3.075144,
3.368861,
0.489016,
1.04524,
1.112582,
0.429432
],
[
115,
57,
58,
115,
57,
58
],
[
40,
18,
22,
40,
18,
22
],
[
75,
39,
36,
75,
39,
36
],
[
34.782609,
31.578947,
37.931034,
34.782609,
31.578947,
37.931034
],
[
5.765894,
7.299198,
0.800208,
1.959826,
2.410594,
0.702706
],
[
931459,
931459,
7258,
1025568,
1025568,
34542
],
[
-70479,
-70479,
-12103,
-1024681,
-1024681,
-80035
],
[
176,
355,
1,
176,
355,
1
],
[
235,
520,
1,
235,
520,
1
],
[
145,
279,
1,
145,
279,
1
],
[
20354,
20266,
88,
20354,
20266,
88
],
[
0,
190.400009,
0,
0,
190.400009,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334058,
-171061,
-765526,
-452356,
-515088,
-765526
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757993760757,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 195,
"offset": 0,
"std": 3.02002
}
},
"second_band": {
"type": "hl2",
"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) |
|---|