| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1206704.8882 | 1004715.5482 | 201989.3399 | 48768460.3698 | 43158149.9406 | 5610310.4292 |
| Total P&L (%) | 1206.7049 | 1004.7155 | 201.9893 | 48768.4604 | 43158.1499 | 5610.3104 |
| Avg Daily Profit (%) | 0.6632 | 0.5522 | 0.111 | 0.3409 | 0.3342 | 0.2226 |
| Buy And Hold Return (%) | 652.2959 | 652.2959 | 652.2959 | 652.2959 | 652.2959 | 652.2959 |
| Max Trade Drawdown | -74768 | -53942 | -61132 | -33925083 | -31064700 | -28090420 |
| Profit Factor | 2.8567 | 4.2957 | 1.5854 | 1.272 | 1.5068 | 1.0596 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
| Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
| Profitability (%) | 46 | 38.6667 | 53.3333 | 46 | 38.6667 | 53.3333 |
| Ratio Avg Win / Avg Loss | 3.3535 | 6.8139 | 1.3872 | 1.4932 | 2.3901 | 0.9271 |
| Largest Winning Trade | 280761 | 280761 | 64510 | 28618175 | 28618175 | 16134307 |
| Largest Losing Trade | -43825 | -25003 | -43825 | -14357792 | -10422240 | -14357792 |
| Avg Bars in Trades | 143 | 134 | 151 | 143 | 134 | 151 |
| Avg Bars in Winners | 228 | 237 | 222 | 228 | 237 | 222 |
| Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
| Bars Traded | 21456 | 10111 | 11346 | 21456 | 10111 | 11346 |
| 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 | 316502 | -52992 | -265256 | 301866 | -49722 | -204935 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601697600000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757990889357,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 132,
"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": [
[
1206704.8881696153,
1004715.5482310008,
201989.3399386152,
48768460.369807556,
43158149.94055905,
5610310.429248499
],
[
1206.704888,
1004.715548,
201.98934,
48768.46037,
43158.149941,
5610.310429
],
[
0.663236,
0.552217,
0.111019,
0.340892,
0.334167,
0.222563
],
[
652.295918,
652.295918,
652.295918,
652.295918,
652.295918,
652.295918
],
[
-74768,
-53942,
-61132,
-33925083,
-31064700,
-28090420
],
[
2.856691,
4.295691,
1.585366,
1.271989,
1.506784,
1.059594
],
[
150,
75,
75,
150,
75,
75
],
[
69,
29,
40,
69,
29,
40
],
[
81,
46,
35,
81,
46,
35
],
[
46,
38.666667,
53.333333,
46,
38.666667,
53.333333
],
[
3.353506,
6.813854,
1.387195,
1.493204,
2.390071,
0.927145
],
[
280761,
280761,
64510,
28618175,
28618175,
16134307
],
[
-43825,
-25003,
-43825,
-14357792,
-10422240,
-14357792
],
[
143,
134,
151,
143,
134,
151
],
[
228,
237,
222,
228,
237,
222
],
[
70,
70,
70,
70,
70,
70
],
[
21456,
10111,
11346,
21456,
10111,
11346
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316502,
-52992,
-265256,
301866,
-49722,
-204935
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21833,
"evaluation_days": 1819.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601697600000,
"last_datapoint_time": 1757988000000,
"evaluation_time": 1757990889357,
"expiration_time": 1763647113600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 132,
"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) |
|---|