| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1139422.0622 | 1040640.166 | 98781.8962 | 6035825.9713 | 5612889.8407 | 422936.1306 |
| Total P&L (%) | 1139.4221 | 1040.6402 | 98.7819 | 6035.826 | 5612.8898 | 422.9361 |
| Avg Daily Profit (%) | 0.6264 | 0.5721 | 0.0543 | 0.2266 | 0.2226 | 0.091 |
| Buy And Hold Return (%) | 522.5962 | 522.5962 | 522.5962 | 522.5962 | 522.5962 | 522.5962 |
| Max Trade Drawdown | -84031 | -65467 | -78364 | -7204562 | -4794631 | -4419762 |
| Profit Factor | 2.5367 | 4.0777 | 1.2449 | 1.1818 | 1.3892 | 1.0225 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
| Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
| Profitability (%) | 47.5177 | 41.4286 | 53.5211 | 47.5177 | 41.4286 | 53.5211 |
| Ratio Avg Win / Avg Loss | 2.8017 | 5.765 | 1.0811 | 1.3053 | 1.964 | 0.888 |
| Largest Winning Trade | 573531 | 573531 | 77119 | 3023290 | 3023290 | 2680224 |
| Largest Losing Trade | -59711 | -27471 | -59711 | -2380976 | -2064915 | -2380976 |
| Avg Bars in Trades | 152 | 139 | 164 | 152 | 139 | 164 |
| Avg Bars in Winners | 204 | 180 | 222 | 204 | 180 | 222 |
| Avg Bars in Losers | 105 | 111 | 98 | 105 | 111 | 98 |
| Bars Traded | 21491 | 9790 | 11701 | 21491 | 9790 | 11701 |
| 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 | 368614 | -86401 | -372652 | -12832 | -87820 | -520902 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21828,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757952160470,
"expiration_time": 1763609817600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 145,
"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": [
[
1139422.0621832588,
1040640.1660246206,
98781.8961586379,
6035825.971286575,
5612889.8407052895,
422936.1305812877
],
[
1139.422062,
1040.640166,
98.781896,
6035.825971,
5612.889841,
422.936131
],
[
0.6264,
0.572095,
0.054306,
0.226575,
0.222639,
0.090986
],
[
522.596154,
522.596154,
522.596154,
522.596154,
522.596154,
522.596154
],
[
-84031,
-65467,
-78364,
-7204562,
-4794631,
-4419762
],
[
2.536701,
4.077684,
1.244905,
1.181838,
1.389172,
1.022532
],
[
141,
70,
71,
141,
70,
71
],
[
67,
29,
38,
67,
29,
38
],
[
74,
41,
33,
74,
41,
33
],
[
47.51773,
41.428571,
53.521127,
47.51773,
41.428571,
53.521127
],
[
2.80173,
5.765001,
1.081101,
1.305313,
1.964001,
0.887988
],
[
573531,
573531,
77119,
3023290,
3023290,
2680224
],
[
-59711,
-27471,
-59711,
-2380976,
-2064915,
-2380976
],
[
152,
139,
164,
152,
139,
164
],
[
204,
180,
222,
204,
180,
222
],
[
105,
111,
98,
105,
111,
98
],
[
21491,
9790,
11701,
21491,
9790,
11701
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368614,
-86401,
-372652,
-12832,
-87820,
-520902
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21828,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757952160470,
"expiration_time": 1763609817600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 145,
"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) |
|---|