| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 110387.4049 | 69864.1352 | 40523.2697 | 92385.6409 | 61912.9393 | 30472.7016 |
| Total P&L (%) | 110.3874 | 69.8641 | 40.5233 | 92.3856 | 61.9129 | 30.4727 |
| Avg Daily Profit (%) | 0.2119 | 0.1341 | 0.0778 | 0.1257 | 0.0926 | 0.0511 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81961 | -43401 | -75958 | -71945 | -41407 | -50628 |
| Profit Factor | 1.2594 | 1.3678 | 1.172 | 1.2505 | 1.3864 | 1.1461 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Profitability (%) | 53.2338 | 53.4653 | 53 | 53.2338 | 53.4653 | 53 |
| Ratio Avg Win / Avg Loss | 1.1064 | 1.1905 | 1.0393 | 1.0986 | 1.2067 | 1.0163 |
| Largest Winning Trade | 18089 | 18089 | 17735 | 24852 | 19123 | 24852 |
| Largest Losing Trade | -24414 | -24414 | -23451 | -28105 | -28105 | -26200 |
| Avg Bars in Trades | 121 | 128 | 115 | 121 | 128 | 115 |
| Avg Bars in Winners | 111 | 123 | 99 | 111 | 123 | 99 |
| Avg Bars in Losers | 133 | 134 | 132 | 133 | 134 | 132 |
| Bars Traded | 24464 | 12943 | 11520 | 24464 | 12943 | 11520 |
| Profit Streak | 9.0515 | 9.0515 | 9.114 | 9.0515 | 9.0515 | 9.114 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344761 | -13200 | -122359 | -23392 | -69048 | -187406 |
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714428000000,
"first_datapoint_time": 1714825800000,
"last_datapoint_time": 1759426200000,
"evaluation_time": 1759427052390,
"expiration_time": 1765906200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 218,
"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": [
[
110387.4049142086,
69864.1351832642,
40523.2697309443,
92385.6408978914,
61912.9392751597,
30472.7016227317
],
[
110.387405,
69.864135,
40.52327,
92.385641,
61.912939,
30.472702
],
[
0.211945,
0.13414,
0.077805,
0.125711,
0.092566,
0.051084
],
[
10,
10,
10,
10,
10,
10
],
[
-81961,
-43401,
-75958,
-71945,
-41407,
-50628
],
[
1.259413,
1.367825,
1.172009,
1.250483,
1.386423,
1.146076
],
[
201,
101,
100,
201,
101,
100
],
[
107,
54,
53,
107,
54,
53
],
[
94,
47,
47,
94,
47,
47
],
[
53.233831,
53.465347,
53,
53.233831,
53.465347,
53
],
[
1.106401,
1.190514,
1.039329,
1.098555,
1.206701,
1.016331
],
[
18089,
18089,
17735,
24852,
19123,
24852
],
[
-24414,
-24414,
-23451,
-28105,
-28105,
-26200
],
[
121,
128,
115,
121,
128,
115
],
[
111,
123,
99,
111,
123,
99
],
[
133,
134,
132,
133,
134,
132
],
[
24464,
12943,
11520,
24464,
12943,
11520
],
[
9.051532,
9.051532,
9.114032,
9.051532,
9.051532,
9.114032
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344761,
-13200,
-122359,
-23392,
-69048,
-187406
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714428000000,
"first_datapoint_time": 1714825800000,
"last_datapoint_time": 1759426200000,
"evaluation_time": 1759427052390,
"expiration_time": 1765906200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 218,
"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) |
|---|