| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 823570.3084 | 701415.8735 | 122154.4349 | 12909845.2292 | 9481718.7989 | 3428126.4302 |
| Total P&L (%) | 823.5703 | 701.4159 | 122.1544 | 12909.8452 | 9481.7188 | 3428.1264 |
| Avg Daily Profit (%) | 0.4524 | 0.3853 | 0.0671 | 0.2678 | 0.2509 | 0.1959 |
| Buy And Hold Return (%) | 825.8464 | 825.8464 | 825.8464 | 825.8464 | 825.8464 | 825.8464 |
| Max Trade Drawdown | -118125 | -93422 | -118973 | -9586966 | -6296767 | -6777427 |
| Profit Factor | 1.8377 | 2.3778 | 1.2577 | 1.2585 | 1.3565 | 1.1468 |
| Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
| Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
| Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
| Profitability (%) | 52.7559 | 54.3307 | 51.1811 | 52.7559 | 54.3307 | 51.1811 |
| Ratio Avg Win / Avg Loss | 1.6457 | 1.9987 | 1.1996 | 1.127 | 1.1403 | 1.0939 |
| Largest Winning Trade | 149766 | 149766 | 74910 | 3605088 | 3085499 | 3605088 |
| Largest Losing Trade | -38001 | -38001 | -26741 | -4113996 | -2607810 | -4113996 |
| Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
| Avg Bars in Winners | 33 | 27 | 39 | 33 | 27 | 39 |
| Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
| Bars Traded | 7181 | 3276 | 3905 | 7181 | 3276 | 3905 |
| Profit Streak | 0 | 17.9851 | 0 | 0 | 17.9851 | 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 | -150131 | -150440 | -269357 | 374801 | 363216 | -53169 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7282,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602050400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758044309573,
"expiration_time": 1762742736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 61,
"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": [
[
823570.3084265824,
701415.8735325966,
122154.4348939865,
12909845.229153054,
9481718.798912665,
3428126.4302403927
],
[
823.570308,
701.415874,
122.154435,
12909.845229,
9481.718799,
3428.12643
],
[
0.452387,
0.385287,
0.067099,
0.267773,
0.250929,
0.195926
],
[
825.846418,
825.846418,
825.846418,
825.846418,
825.846418,
825.846418
],
[
-118125,
-93422,
-118973,
-9586966,
-6296767,
-6777427
],
[
1.837714,
2.377815,
1.257689,
1.258496,
1.356542,
1.146824
],
[
254,
127,
127,
254,
127,
127
],
[
134,
69,
65,
134,
69,
65
],
[
120,
58,
62,
120,
58,
62
],
[
52.755906,
54.330709,
51.181102,
52.755906,
54.330709,
51.181102
],
[
1.645714,
1.998743,
1.199642,
1.127011,
1.140281,
1.093894
],
[
149766,
149766,
74910,
3605088,
3085499,
3605088
],
[
-38001,
-38001,
-26741,
-4113996,
-2607810,
-4113996
],
[
28,
25,
30,
28,
25,
30
],
[
33,
27,
39,
33,
27,
39
],
[
22,
23,
22,
22,
23,
22
],
[
7181,
3276,
3905,
7181,
3276,
3905
],
[
0,
17.985064,
0,
0,
17.985064,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150131,
-150440,
-269357,
374801,
363216,
-53169
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7282,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602050400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758044309573,
"expiration_time": 1762742736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 61,
"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) |
|---|