| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1463166.0582 | 1431587.689 | 31578.3692 | 1127567.0385 | 1300288.9232 | -172721.8847 |
| Total P&L (%) | 1463.1661 | 1431.5877 | 31.5784 | 1127.567 | 1300.2889 | -172.7219 |
| Avg Daily Profit (%) | 0.8042 | 0.7868 | 0.0174 | 0.1379 | 0.1452 | 0 |
| Buy And Hold Return (%) | 556.2724 | 556.2724 | 556.2724 | 556.2724 | 556.2724 | 556.2724 |
| Max Trade Drawdown | -143336 | -160625 | -32147 | -3661259 | -3110610 | -835105 |
| Profit Factor | 2.7989 | 3.2672 | 1.1735 | 1.0803 | 1.1183 | 0.9434 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
| Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
| Profitability (%) | 38.6503 | 28.3951 | 48.7805 | 38.6503 | 28.3951 | 48.7805 |
| Ratio Avg Win / Avg Loss | 4.4426 | 8.2391 | 1.2322 | 1.7147 | 2.82 | 0.9906 |
| Largest Winning Trade | 823524 | 823524 | 39610 | 2211468 | 2211468 | 259985 |
| Largest Losing Trade | -28348 | -28348 | -15003 | -885908 | -885908 | -577027 |
| Avg Bars in Trades | 64 | 120 | 9 | 64 | 120 | 9 |
| Avg Bars in Winners | 95 | 240 | 12 | 95 | 240 | 12 |
| Avg Bars in Losers | 45 | 73 | 6 | 45 | 73 | 6 |
| Bars Traded | 10561 | 9789 | 772 | 10561 | 9789 | 772 |
| 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 | 414428 | -11000 | -369726 | -149887 | -119614 | -585432 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10917,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601481600000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757951386403,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 52,
"offset": 0,
"std": 1.78395
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 28,
"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": [
[
1463166.058197849,
1431587.688984697,
31578.3692131517,
1127567.0385338652,
1300288.923195204,
-172721.884661339
],
[
1463.166058,
1431.587689,
31.578369,
1127.567039,
1300.288923,
-172.721885
],
[
0.804158,
0.786803,
0.017356,
0.137914,
0.14516,
0
],
[
556.27241,
556.27241,
556.27241,
556.27241,
556.27241,
556.27241
],
[
-143336,
-160625,
-32147,
-3661259,
-3110610,
-835105
],
[
2.798863,
3.267245,
1.173544,
1.080274,
1.118266,
0.943404
],
[
163,
81,
82,
163,
81,
82
],
[
63,
23,
40,
63,
23,
40
],
[
100,
58,
42,
100,
58,
42
],
[
38.650307,
28.395062,
48.780488,
38.650307,
28.395062,
48.780488
],
[
4.44264,
8.239138,
1.232221,
1.714721,
2.819976,
0.990574
],
[
823524,
823524,
39610,
2211468,
2211468,
259985
],
[
-28348,
-28348,
-15003,
-885908,
-885908,
-577027
],
[
64,
120,
9,
64,
120,
9
],
[
95,
240,
12,
95,
240,
12
],
[
45,
73,
6,
45,
73,
6
],
[
10561,
9789,
772,
10561,
9789,
772
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414428,
-11000,
-369726,
-149887,
-119614,
-585432
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10917,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601481600000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757951386403,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 52,
"offset": 0,
"std": 1.78395
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 28,
"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) |
|---|