| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1495587.1779 | 1366464.4299 | 129122.748 | 15563911.6187 | 17382847.9931 | -1818936.3745 |
| Total P&L (%) | 1495.5872 | 1366.4644 | 129.1227 | 15563.9116 | 17382.848 | -1818.9364 |
| Avg Daily Profit (%) | 0.8256 | 0.7543 | 0.0713 | 0.2794 | 0.2855 | 0 |
| Buy And Hold Return (%) | 534.5022 | 534.5022 | 534.5022 | 534.5022 | 534.5022 | 534.5022 |
| Max Trade Drawdown | -108848 | -73122 | -69562 | -41244836 | -27786177 | -22943355 |
| Profit Factor | 3.2378 | 5.4243 | 1.3592 | 1.1245 | 1.2879 | 0.9719 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Profitability (%) | 42.953 | 42.6667 | 43.2432 | 42.953 | 42.6667 | 43.2432 |
| Ratio Avg Win / Avg Loss | 4.3001 | 7.289 | 1.7839 | 1.4935 | 1.7306 | 1.2756 |
| Largest Winning Trade | 818333 | 818333 | 75906 | 22158155 | 22158155 | 10994074 |
| Largest Losing Trade | -21110 | -19709 | -21110 | -9718789 | -6243299 | -9718789 |
| Avg Bars in Trades | 144 | 129 | 158 | 144 | 129 | 158 |
| Avg Bars in Winners | 247 | 224 | 270 | 247 | 224 | 270 |
| Avg Bars in Losers | 66 | 59 | 73 | 66 | 59 | 73 |
| Bars Traded | 21488 | 9738 | 11750 | 21488 | 9738 | 11750 |
| 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 | 494644 | -42433 | -329074 | -77187 | -49920 | -646197 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21738,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1757304000000,
"evaluation_time": 1757307920400,
"expiration_time": 1762938489600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 24,
"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": [
[
1495587.1778751712,
1366464.4298859374,
129122.7479892342,
15563911.618666185,
17382847.99311848,
-1818936.374452315
],
[
1495.587178,
1366.46443,
129.122748,
15563.911619,
17382.847993,
-1818.936374
],
[
0.825607,
0.754328,
0.071279,
0.279382,
0.285464,
0
],
[
534.502176,
534.502176,
534.502176,
534.502176,
534.502176,
534.502176
],
[
-108848,
-73122,
-69562,
-41244836,
-27786177,
-22943355
],
[
3.237758,
5.424337,
1.359183,
1.124518,
1.287907,
0.97185
],
[
149,
75,
74,
149,
75,
74
],
[
64,
32,
32,
64,
32,
32
],
[
85,
43,
42,
85,
43,
42
],
[
42.95302,
42.666667,
43.243243,
42.95302,
42.666667,
43.243243
],
[
4.300148,
7.288953,
1.783928,
1.493501,
1.730625,
1.275553
],
[
818333,
818333,
75906,
22158155,
22158155,
10994074
],
[
-21110,
-19709,
-21110,
-9718789,
-6243299,
-9718789
],
[
144,
129,
158,
144,
129,
158
],
[
247,
224,
270,
247,
224,
270
],
[
66,
59,
73,
66,
59,
73
],
[
21488,
9738,
11750,
21488,
9738,
11750
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494644,
-42433,
-329074,
-77187,
-49920,
-646197
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21738,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1757304000000,
"evaluation_time": 1757307920400,
"expiration_time": 1762938489600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 24,
"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) |
|---|