| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181196.7564 | 519973.0156 | -338776.2592 | -609406.3422 | -4322653.0284 | 3713246.6861 |
| Total P&L (%) | 181.1968 | 519.973 | -338.7763 | -609.4063 | -4322.653 | 3713.2467 |
| Avg Daily Profit (%) | 0.0994 | 0.2854 | -0.1859 | 0 | 0 | 0.2 |
| Buy And Hold Return (%) | 773.1435 | 773.1435 | 773.1435 | 773.1435 | 773.1435 | 773.1435 |
| Max Trade Drawdown | -342998 | -102798 | -121636 | -5836228 | -6340512 | -1583264 |
| Profit Factor | 1.195 | 3.0585 | 0.4994 | 0.9581 | 0.5548 | 1.7703 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 26 | 12 | 14 | 30 | 16 | 14 |
| Losing Trades | 32 | 17 | 15 | 28 | 13 | 15 |
| Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
| Ratio Avg Win / Avg Loss | 1.4708 | 4.3329 | 0.535 | 0.8942 | 0.4507 | 1.8967 |
| Largest Winning Trade | 267130 | 267130 | 64166 | 1791598 | 1387690 | 1791598 |
| Largest Losing Trade | -342998 | -35300 | -342998 | -4181992 | -4181992 | -1218975 |
| Avg Bars in Trades | 179 | 175 | 183 | 179 | 175 | 183 |
| Avg Bars in Winners | 219 | 214 | 222 | 148 | 150 | 146 |
| Avg Bars in Losers | 147 | 147 | 146 | 212 | 205 | 217 |
| Bars Traded | 10410 | 5089 | 5321 | 10410 | 5089 | 5321 |
| Profit Streak | 0 | 0 | 0 | 133.1266 | 147.7933 | 133.1266 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -413549 | -154575 | -581503 | -758670 | -579200 | 364335 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758178940119,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 131,
"offset": 208
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 130,
"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": [
[
181196.7564042173,
519973.0156412645,
-338776.2592370472,
-609406.3422431865,
-4322653.0283545535,
3713246.68611137
],
[
181.196756,
519.973016,
-338.776259,
-609.406342,
-4322.653028,
3713.246686
],
[
0.09944,
0.285359,
-0.185919,
0,
0,
0.20002
],
[
773.143531,
773.143531,
773.143531,
773.143531,
773.143531,
773.143531
],
[
-342998,
-102798,
-121636,
-5836228,
-6340512,
-1583264
],
[
1.194988,
3.058522,
0.499354,
0.958056,
0.55476,
1.770287
],
[
58,
29,
29,
58,
29,
29
],
[
26,
12,
14,
30,
16,
14
],
[
32,
17,
15,
28,
13,
15
],
[
44.827586,
41.37931,
48.275862,
51.724138,
55.172414,
48.275862
],
[
1.470754,
4.332906,
0.535022,
0.894186,
0.450742,
1.896736
],
[
267130,
267130,
64166,
1791598,
1387690,
1791598
],
[
-342998,
-35300,
-342998,
-4181992,
-4181992,
-1218975
],
[
179,
175,
183,
179,
175,
183
],
[
219,
214,
222,
148,
150,
146
],
[
147,
147,
146,
212,
205,
217
],
[
10410,
5089,
5321,
10410,
5089,
5321
],
[
0,
0,
0,
133.126622,
147.793288,
133.126622
],
[
0,
0,
0,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-413549,
-154575,
-581503,
-758670,
-579200,
364335
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10933,
"evaluation_days": 1822.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758178940119,
"expiration_time": 1762891056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 131,
"offset": 208
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 130,
"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) |
|---|