| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1609461.6852 | 1639640.8541 | -30179.1688 | 350700.9032 | 802368.643 | -451667.7398 |
| Total P&L (%) | 1609.4617 | 1639.6409 | -30.1792 | 350.7009 | 802.3686 | -451.6677 |
| Avg Daily Profit (%) | 0.8857 | 0.9023 | -0.0166 | 0.0829 | 0.1211 | 0 |
| Buy And Hold Return (%) | 632.7095 | 632.7095 | 632.7095 | 632.7095 | 632.7095 | 632.7095 |
| Max Trade Drawdown | -192088 | -172095 | -47046 | -3561520 | -3127140 | -785375 |
| Profit Factor | 3.7376 | 4.3927 | 0.7116 | 1.0508 | 1.1405 | 0.6218 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 44.8276 | 41.8605 | 47.7273 | 44.8276 | 41.8605 | 47.7273 |
| Ratio Avg Win / Avg Loss | 4.6001 | 6.101 | 0.7793 | 1.2933 | 1.584 | 0.681 |
| Largest Winning Trade | 818422 | 818422 | 15478 | 2957747 | 2957747 | 280444 |
| Largest Losing Trade | -55413 | -55413 | -14023 | -1297411 | -1297411 | -347963 |
| Avg Bars in Trades | 232 | 447 | 21 | 232 | 447 | 21 |
| Avg Bars in Winners | 332 | 694 | 21 | 332 | 694 | 21 |
| Avg Bars in Losers | 151 | 269 | 22 | 151 | 269 | 22 |
| Bars Traded | 20199 | 19232 | 967 | 20199 | 19232 | 967 |
| Profit Streak | 0 | 161.4552 | 0 | 0 | 161.4552 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 533295 | 539328 | -581325 | -414509 | -180280 | -581325 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21805,
"evaluation_days": 1817.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757789728999,
"expiration_time": 1763438256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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": [
[
1609461.6852193547,
1639640.8540549343,
-30179.1688355804,
350700.9031779559,
802368.6430268987,
-451667.7398489433
],
[
1609.461685,
1639.640854,
-30.179169,
350.700903,
802.368643,
-451.66774
],
[
0.885741,
0.902349,
-0.016609,
0.082894,
0.121139,
0
],
[
632.70954,
632.70954,
632.70954,
632.70954,
632.70954,
632.70954
],
[
-192088,
-172095,
-47046,
-3561520,
-3127140,
-785375
],
[
3.737601,
4.392739,
0.711564,
1.050778,
1.140463,
0.621773
],
[
87,
43,
44,
87,
43,
44
],
[
39,
18,
21,
39,
18,
21
],
[
48,
25,
23,
48,
25,
23
],
[
44.827586,
41.860465,
47.727273,
44.827586,
41.860465,
47.727273
],
[
4.600124,
6.101027,
0.779332,
1.293266,
1.583976,
0.680989
],
[
818422,
818422,
15478,
2957747,
2957747,
280444
],
[
-55413,
-55413,
-14023,
-1297411,
-1297411,
-347963
],
[
232,
447,
21,
232,
447,
21
],
[
332,
694,
21,
332,
694,
21
],
[
151,
269,
22,
151,
269,
22
],
[
20199,
19232,
967,
20199,
19232,
967
],
[
0,
161.455197,
0,
0,
161.455197,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533295,
539328,
-581325,
-414509,
-180280,
-581325
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21805,
"evaluation_days": 1817.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757789728999,
"expiration_time": 1763438256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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) |
|---|