| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1188811.0497 | 950596.4792 | 238214.5705 | 92666163.4298 | 78947523.6091 | 13718639.8207 |
| Total P&L (%) | 1188.8111 | 950.5965 | 238.2146 | 92666.1634 | 78947.5236 | 13718.6398 |
| Avg Daily Profit (%) | 0.6544 | 0.5233 | 0.1311 | 0.3768 | 0.368 | 0.2717 |
| Buy And Hold Return (%) | 681.0293 | 681.0293 | 681.0293 | 681.0293 | 681.0293 | 681.0293 |
| Max Trade Drawdown | -77592 | -44931 | -57990 | -94432579 | -49792540 | -67091884 |
| Profit Factor | 2.2383 | 3.1771 | 1.4552 | 1.2158 | 1.3825 | 1.0615 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 159 | 73 | 86 | 159 | 73 | 86 |
| Losing Trades | 171 | 92 | 79 | 171 | 92 | 79 |
| Profitability (%) | 48.1818 | 44.2424 | 52.1212 | 48.1818 | 44.2424 | 52.1212 |
| Ratio Avg Win / Avg Loss | 2.4073 | 4.004 | 1.3367 | 1.3076 | 1.7423 | 0.9751 |
| Largest Winning Trade | 262959 | 262959 | 56069 | 47175515 | 47175515 | 24162245 |
| Largest Losing Trade | -30148 | -18821 | -30148 | -32107448 | -20067481 | -32107448 |
| Avg Bars in Trades | 65 | 57 | 73 | 65 | 57 | 73 |
| Avg Bars in Winners | 91 | 80 | 101 | 91 | 80 | 101 |
| Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
| Bars Traded | 21482 | 9420 | 12062 | 21482 | 9420 | 12062 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310149 | -27690 | -182132 | 364930 | 332722 | -145273 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601848800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757751054377,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1188811.049663457,
950596.479154119,
238214.5705093396,
92666163.42981705,
78947523.60908654,
13718639.820730506
],
[
1188.81105,
950.596479,
238.214571,
92666.16343,
78947.523609,
13718.639821
],
[
0.65439,
0.523263,
0.131127,
0.376818,
0.367976,
0.271667
],
[
681.029263,
681.029263,
681.029263,
681.029263,
681.029263,
681.029263
],
[
-77592,
-44931,
-57990,
-94432579,
-49792540,
-67091884
],
[
2.238344,
3.177067,
1.455164,
1.215827,
1.382485,
1.061533
],
[
330,
165,
165,
330,
165,
165
],
[
159,
73,
86,
159,
73,
86
],
[
171,
92,
79,
171,
92,
79
],
[
48.181818,
44.242424,
52.121212,
48.181818,
44.242424,
52.121212
],
[
2.407276,
4.003975,
1.336721,
1.307588,
1.74231,
0.975129
],
[
262959,
262959,
56069,
47175515,
47175515,
24162245
],
[
-30148,
-18821,
-30148,
-32107448,
-20067481,
-32107448
],
[
65,
57,
73,
65,
57,
73
],
[
91,
80,
101,
91,
80,
101
],
[
40,
38,
42,
40,
38,
42
],
[
21482,
9420,
12062,
21482,
9420,
12062
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310149,
-27690,
-182132,
364930,
332722,
-145273
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21800,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601848800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757751054377,
"expiration_time": 1763400960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|