| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 948083.8163 | 813134.5555 | 134949.2608 | 18362503.5229 | 20054668.8221 | -1692165.2993 |
| Total P&L (%) | 948.0838 | 813.1346 | 134.9493 | 18362.5035 | 20054.6688 | -1692.1653 |
| Avg Daily Profit (%) | 0.5192 | 0.4453 | 0.0739 | 0.2862 | 0.291 | 0 |
| Buy And Hold Return (%) | 708.8142 | 708.8142 | 708.8142 | 708.8142 | 708.8142 | 708.8142 |
| Max Trade Drawdown | -96418 | -69205 | -60229 | -35814926 | -26118156 | -18130078 |
| Profit Factor | 1.8488 | 2.4735 | 1.2388 | 1.1387 | 1.305 | 0.9746 |
| Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
| Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
| Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
| Profitability (%) | 49.7024 | 47.619 | 51.7857 | 49.7024 | 47.619 | 51.7857 |
| Ratio Avg Win / Avg Loss | 1.8709 | 2.7208 | 1.1534 | 1.1524 | 1.4354 | 0.9074 |
| Largest Winning Trade | 224680 | 224680 | 77222 | 11467609 | 11467609 | 7191531 |
| Largest Losing Trade | -36473 | -36473 | -29558 | -13463876 | -13463876 | -7133633 |
| Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
| Avg Bars in Winners | 26 | 23 | 27 | 26 | 23 | 27 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 7186 | 3397 | 3788 | 7186 | 3397 | 3788 |
| Profit Streak | 0 | 23.436 | 0 | 0 | 23.436 | 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 | -44564 | -104919 | -259501 | -57212 | 329464 | -579944 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758515272301,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 40,
"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": [
[
948083.8162912319,
813134.5554690305,
134949.2608222011,
18362503.5228512,
20054668.822127108,
-1692165.2992758912
],
[
948.083816,
813.134555,
134.949261,
18362.503523,
20054.668822,
-1692.165299
],
[
0.519213,
0.445309,
0.073904,
0.286188,
0.291004,
0
],
[
708.814196,
708.814196,
708.814196,
708.814196,
708.814196,
708.814196
],
[
-96418,
-69205,
-60229,
-35814926,
-26118156,
-18130078
],
[
1.848803,
2.47349,
1.238796,
1.138747,
1.30495,
0.974585
],
[
336,
168,
168,
336,
168,
168
],
[
167,
80,
87,
167,
80,
87
],
[
169,
88,
81,
169,
88,
81
],
[
49.702381,
47.619048,
51.785714,
49.702381,
47.619048,
51.785714
],
[
1.870944,
2.720839,
1.153362,
1.152384,
1.435446,
0.907372
],
[
224680,
224680,
77222,
11467609,
11467609,
7191531
],
[
-36473,
-36473,
-29558,
-13463876,
-13463876,
-7133633
],
[
21,
20,
22,
21,
20,
22
],
[
26,
23,
27,
26,
23,
27
],
[
16,
16,
16,
16,
16,
16
],
[
7186,
3397,
3788,
7186,
3397,
3788
],
[
0,
23.436022,
0,
0,
23.436022,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44564,
-104919,
-259501,
-57212,
329464,
-579944
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758515272301,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 40,
"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) |
|---|