| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1053130.8663 | 1040189.8113 | 12941.055 | 501820.3314 | 287831.222 | 213989.1094 |
| Total P&L (%) | 1053.1309 | 1040.1898 | 12.9411 | 501.8203 | 287.8312 | 213.9891 |
| Avg Daily Profit (%) | 0.5791 | 0.572 | 0.0071 | 0.0987 | 0.0746 | 0.0629 |
| Buy And Hold Return (%) | 598.0815 | 598.0815 | 598.0815 | 598.0815 | 598.0815 | 598.0815 |
| Max Trade Drawdown | -195069 | -191771 | -44190 | -1448057 | -1565638 | -336957 |
| Profit Factor | 2.3799 | 2.865 | 1.063 | 1.1111 | 1.0817 | 1.2159 |
| Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
| Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
| Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
| Profitability (%) | 47.619 | 43.4783 | 51.7241 | 47.619 | 43.4783 | 51.7241 |
| Ratio Avg Win / Avg Loss | 2.6179 | 3.7244 | 0.9921 | 1.2223 | 1.4062 | 1.1348 |
| Largest Winning Trade | 631072 | 631072 | 16449 | 783159 | 783159 | 128311 |
| Largest Losing Trade | -45357 | -45357 | -16179 | -415103 | -415103 | -145551 |
| Avg Bars in Trades | 29 | 54 | 4 | 29 | 54 | 4 |
| Avg Bars in Winners | 35 | 72 | 5 | 35 | 72 | 5 |
| Avg Bars in Losers | 23 | 40 | 4 | 23 | 40 | 4 |
| Bars Traded | 6828 | 6257 | 571 | 6828 | 6257 | 571 |
| Profit Streak | 77.3739 | 77.3739 | 179.8739 | 77.3739 | 77.3739 | 179.8739 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333332 | 209965 | -500337 | -322850 | -392078 | -273428 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603778400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757861905419,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 233,
"offset": 0,
"std": 1.21107
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 34
}
}
}
{
"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": [
[
1053130.8662990371,
1040189.811300063,
12941.0549989742,
501820.3313782183,
287831.2220045449,
213989.1093736734
],
[
1053.130866,
1040.189811,
12.941055,
501.820331,
287.831222,
213.989109
],
[
0.579121,
0.572004,
0.007116,
0.098745,
0.074562,
0.062939
],
[
598.081535,
598.081535,
598.081535,
598.081535,
598.081535,
598.081535
],
[
-195069,
-191771,
-44190,
-1448057,
-1565638,
-336957
],
[
2.379868,
2.864953,
1.062987,
1.111139,
1.081676,
1.215889
],
[
231,
115,
116,
231,
115,
116
],
[
110,
50,
60,
110,
50,
60
],
[
121,
65,
56,
121,
65,
56
],
[
47.619048,
43.478261,
51.724138,
47.619048,
43.478261,
51.724138
],
[
2.617855,
3.724439,
0.992122,
1.222253,
1.406179,
1.134829
],
[
631072,
631072,
16449,
783159,
783159,
128311
],
[
-45357,
-45357,
-16179,
-415103,
-415103,
-145551
],
[
29,
54,
4,
29,
54,
4
],
[
35,
72,
5,
35,
72,
5
],
[
23,
40,
4,
23,
40,
4
],
[
6828,
6257,
571,
6828,
6257,
571
],
[
77.373905,
77.373905,
179.873905,
77.373905,
77.373905,
179.873905
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333332,
209965,
-500337,
-322850,
-392078,
-273428
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603778400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757861905419,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 233,
"offset": 0,
"std": 1.21107
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 34
}
}
}
| # | 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) |
|---|