| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 931264.1645 | 803038.5936 | 128225.571 | 13358375.7933 | 15744408.23 | -2386032.4368 |
| Total P&L (%) | 931.2642 | 803.0386 | 128.2256 | 13358.3758 | 15744.4082 | -2386.0324 |
| Avg Daily Profit (%) | 0.5105 | 0.4402 | 0.0703 | 0.2691 | 0.278 | 0 |
| Buy And Hold Return (%) | 881.0727 | 881.0727 | 881.0727 | 881.0727 | 881.0727 | 881.0727 |
| Max Trade Drawdown | -104623 | -82642 | -78232 | -14572993 | -8014027 | -10812263 |
| Profit Factor | 1.8947 | 2.7189 | 1.2235 | 1.1766 | 1.4684 | 0.9432 |
| Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
| Winning Trades | 149 | 67 | 82 | 149 | 67 | 82 |
| Losing Trades | 163 | 89 | 74 | 163 | 89 | 74 |
| Profitability (%) | 47.7564 | 42.9487 | 52.5641 | 47.7564 | 42.9487 | 52.5641 |
| Ratio Avg Win / Avg Loss | 2.0728 | 3.6117 | 1.1042 | 1.2872 | 1.9505 | 0.8512 |
| Largest Winning Trade | 252870 | 252870 | 74614 | 8924439 | 8924439 | 3937258 |
| Largest Losing Trade | -31883 | -25773 | -31883 | -6038670 | -2382919 | -6038670 |
| Avg Bars in Trades | 68 | 60 | 77 | 68 | 60 | 77 |
| Avg Bars in Winners | 101 | 92 | 108 | 101 | 92 | 108 |
| Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
| Bars Traded | 21520 | 9452 | 12068 | 21520 | 9452 | 12068 |
| 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 | -133007 | -152979 | -264658 | -16832 | 304145 | -580183 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21892,
"evaluation_days": 1824.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602036000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758416750057,
"expiration_time": 1764087206400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 179,
"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": [
[
931264.1645346502,
803038.5935605195,
128225.5709741309,
13358375.79327264,
15744408.230030937,
-2386032.4367582984
],
[
931.264165,
803.038594,
128.225571,
13358.375793,
15744.40823,
-2386.032437
],
[
0.510469,
0.440183,
0.070286,
0.269073,
0.278044,
0
],
[
881.072742,
881.072742,
881.072742,
881.072742,
881.072742,
881.072742
],
[
-104623,
-82642,
-78232,
-14572993,
-8014027,
-10812263
],
[
1.894734,
2.718925,
1.223525,
1.176643,
1.468387,
0.943203
],
[
312,
156,
156,
312,
156,
156
],
[
149,
67,
82,
149,
67,
82
],
[
163,
89,
74,
163,
89,
74
],
[
47.75641,
42.948718,
52.564103,
47.75641,
42.948718,
52.564103
],
[
2.072763,
3.611706,
1.104156,
1.2872,
1.950544,
0.851183
],
[
252870,
252870,
74614,
8924439,
8924439,
3937258
],
[
-31883,
-25773,
-31883,
-6038670,
-2382919,
-6038670
],
[
68,
60,
77,
68,
60,
77
],
[
101,
92,
108,
101,
92,
108
],
[
39,
36,
42,
39,
36,
42
],
[
21520,
9452,
12068,
21520,
9452,
12068
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133007,
-152979,
-264658,
-16832,
304145,
-580183
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21892,
"evaluation_days": 1824.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602036000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758416750057,
"expiration_time": 1764087206400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 179,
"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) |
|---|