| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 904476.5553 | 788574.7726 | 115901.7827 | 13640168.3208 | 18291915.818 | -4651747.4972 |
| Total P&L (%) | 904.4766 | 788.5748 | 115.9018 | 13640.1683 | 18291.9158 | -4651.7475 |
| Avg Daily Profit (%) | 0.4971 | 0.4334 | 0.0637 | 0.2709 | 0.287 | 0 |
| Buy And Hold Return (%) | 653.3072 | 653.3072 | 653.3072 | 653.3072 | 653.3072 | 653.3072 |
| Max Trade Drawdown | -94589 | -63282 | -66223 | -15284320 | -10423161 | -14617274 |
| Profit Factor | 1.9951 | 2.9076 | 1.2339 | 1.155 | 1.4487 | 0.9015 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Profitability (%) | 47.479 | 47.0588 | 47.8992 | 47.479 | 47.0588 | 47.8992 |
| Ratio Avg Win / Avg Loss | 2.207 | 3.2711 | 1.3421 | 1.2777 | 1.6297 | 0.9805 |
| Largest Winning Trade | 196901 | 196901 | 77584 | 8301130 | 8301130 | 7281884 |
| Largest Losing Trade | -33136 | -28346 | -33136 | -4995749 | -3421053 | -4995749 |
| Avg Bars in Trades | 90 | 82 | 98 | 90 | 82 | 98 |
| Avg Bars in Winners | 115 | 100 | 131 | 115 | 100 | 131 |
| Avg Bars in Losers | 67 | 66 | 69 | 67 | 66 | 69 |
| Bars Traded | 21549 | 9780 | 11769 | 21549 | 9780 | 11769 |
| Profit Streak | 0 | 20.0619 | 0 | 0 | 20.0619 | 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 | -31535 | -86095 | -275021 | -41076 | 380420 | -581833 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601827200000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757993348750,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 37,
"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": [
[
904476.5552774459,
788574.7726238302,
115901.7826536158,
13640168.320828103,
18291915.817998372,
-4651747.497170272
],
[
904.476555,
788.574773,
115.901783,
13640.168321,
18291.915818,
-4651.747497
],
[
0.497124,
0.433421,
0.063703,
0.270942,
0.287013,
0
],
[
653.307234,
653.307234,
653.307234,
653.307234,
653.307234,
653.307234
],
[
-94589,
-63282,
-66223,
-15284320,
-10423161,
-14617274
],
[
1.995124,
2.907614,
1.233897,
1.155038,
1.448656,
0.901465
],
[
238,
119,
119,
238,
119,
119
],
[
113,
56,
57,
113,
56,
57
],
[
125,
63,
62,
125,
63,
62
],
[
47.478992,
47.058824,
47.89916,
47.478992,
47.058824,
47.89916
],
[
2.206996,
3.271065,
1.342133,
1.277697,
1.629738,
0.98054
],
[
196901,
196901,
77584,
8301130,
8301130,
7281884
],
[
-33136,
-28346,
-33136,
-4995749,
-3421053,
-4995749
],
[
90,
82,
98,
90,
82,
98
],
[
115,
100,
131,
115,
100,
131
],
[
67,
66,
69,
67,
66,
69
],
[
21549,
9780,
11769,
21549,
9780,
11769
],
[
0,
20.061907,
0,
0,
20.061907,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31535,
-86095,
-275021,
-41076,
380420,
-581833
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601827200000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757993348750,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 37,
"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) |
|---|