| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1415540.5373 | 1557472.8445 | -141932.3073 | -65341.3329 | 350928.1173 | -416269.4502 |
| Total P&L (%) | 1415.5405 | 1557.4728 | -141.9323 | -65.3413 | 350.9281 | -416.2695 |
| Avg Daily Profit (%) | 0.7804 | 0.8587 | -0.0783 | -0.0584 | 0.0831 | 0 |
| Buy And Hold Return (%) | 490.0558 | 490.0558 | 490.0558 | 490.0558 | 490.0558 | 490.0558 |
| Max Trade Drawdown | -307030 | -228076 | -160030 | -972965 | -640782 | -423305 |
| Profit Factor | 2.4225 | 3.083 | 0.4262 | 0.9652 | 1.2568 | 0.1869 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
| Profitability (%) | 32.5444 | 28.5714 | 36.4706 | 32.5444 | 28.5714 | 36.4706 |
| Ratio Avg Win / Avg Loss | 5.0213 | 7.7075 | 0.7425 | 2.0006 | 3.1419 | 0.3255 |
| Largest Winning Trade | 1091176 | 1091176 | 16700 | 900077 | 900077 | 22437 |
| Largest Losing Trade | -38303 | -38303 | -18357 | -333718 | -333718 | -106633 |
| Avg Bars in Trades | 61 | 116 | 7 | 61 | 116 | 7 |
| Avg Bars in Winners | 89 | 193 | 9 | 89 | 193 | 9 |
| Avg Bars in Losers | 48 | 85 | 6 | 48 | 85 | 6 |
| Bars Traded | 10430 | 9764 | 666 | 10430 | 9764 | 666 |
| Profit Streak | 0 | 80.8174 | 0 | 0 | 80.8174 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306035 | 83116 | -586088 | -583903 | -260737 | -586088 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601222400000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757461019662,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 1.41011
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 34,
"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": [
[
1415540.537260327,
1557472.8445269533,
-141932.3072666274,
-65341.3328950848,
350928.117258676,
-416269.4501537606
],
[
1415.540537,
1557.472845,
-141.932307,
-65.341333,
350.928117,
-416.26945
],
[
0.780415,
0.858665,
-0.07825,
-0.058402,
0.083071,
0
],
[
490.055752,
490.055752,
490.055752,
490.055752,
490.055752,
490.055752
],
[
-307030,
-228076,
-160030,
-972965,
-640782,
-423305
],
[
2.422538,
3.082991,
0.426237,
0.96522,
1.256754,
0.186864
],
[
169,
84,
85,
169,
84,
85
],
[
55,
24,
31,
55,
24,
31
],
[
114,
60,
54,
114,
60,
54
],
[
32.544379,
28.571429,
36.470588,
32.544379,
28.571429,
36.470588
],
[
5.021261,
7.707477,
0.742477,
2.000638,
3.141884,
0.325504
],
[
1091176,
1091176,
16700,
900077,
900077,
22437
],
[
-38303,
-38303,
-18357,
-333718,
-333718,
-106633
],
[
61,
116,
7,
61,
116,
7
],
[
89,
193,
9,
89,
193,
9
],
[
48,
85,
6,
48,
85,
6
],
[
10430,
9764,
666,
10430,
9764,
666
],
[
0,
80.817357,
0,
0,
80.817357,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306035,
83116,
-586088,
-583903,
-260737,
-586088
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601222400000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757461019662,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 33,
"offset": 0,
"std": 1.41011
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 34,
"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) |
|---|