| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1785024.3548 | 1640035.5553 | 144988.7995 | 22035793.277 | 16145665.0334 | 5890128.2436 |
| Total P&L (%) | 1785.0244 | 1640.0356 | 144.9888 | 22035.7933 | 16145.665 | 5890.1282 |
| Avg Daily Profit (%) | 0.9804 | 0.9007 | 0.0796 | 0.297 | 0.28 | 0.225 |
| Buy And Hold Return (%) | 644.3069 | 644.3069 | 644.3069 | 644.3069 | 644.3069 | 644.3069 |
| Max Trade Drawdown | -146983 | -81496 | -102825 | -6814277 | -6814277 | -4255182 |
| Profit Factor | 3.9292 | 6.6755 | 1.4525 | 1.6772 | 1.8659 | 1.424 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Profitability (%) | 47.7876 | 44.6429 | 50.8772 | 47.7876 | 44.6429 | 50.8772 |
| Ratio Avg Win / Avg Loss | 4.293 | 8.2776 | 1.4024 | 1.8325 | 2.3137 | 1.3749 |
| Largest Winning Trade | 798894 | 798894 | 75894 | 6854067 | 6854067 | 3661109 |
| Largest Losing Trade | -35213 | -33948 | -35213 | -6814277 | -6814277 | -2965537 |
| Avg Bars in Trades | 61 | 64 | 59 | 61 | 64 | 59 |
| Avg Bars in Winners | 89 | 92 | 87 | 89 | 92 | 87 |
| Avg Bars in Losers | 36 | 41 | 29 | 36 | 41 | 29 |
| Bars Traded | 6981 | 3618 | 3363 | 6981 | 3618 | 3363 |
| Profit Streak | 0 | 94.9996 | 0 | 0 | 94.9996 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 592450 | -162913 | -431335 | 413425 | -168917 | -170848 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7283,
"evaluation_days": 1820.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758067162955,
"expiration_time": 1762764984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 164,
"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": [
[
1785024.3547787736,
1640035.555251877,
144988.7995268964,
22035793.276978493,
16145665.033373501,
5890128.243604989
],
[
1785.024355,
1640.035555,
144.9888,
22035.793277,
16145.665033,
5890.128244
],
[
0.980379,
0.900747,
0.079631,
0.297009,
0.279969,
0.225034
],
[
644.306931,
644.306931,
644.306931,
644.306931,
644.306931,
644.306931
],
[
-146983,
-81496,
-102825,
-6814277,
-6814277,
-4255182
],
[
3.929214,
6.675483,
1.452498,
1.677203,
1.865858,
1.423982
],
[
113,
56,
57,
113,
56,
57
],
[
54,
25,
29,
54,
25,
29
],
[
59,
31,
28,
59,
31,
28
],
[
47.787611,
44.642857,
50.877193,
47.787611,
44.642857,
50.877193
],
[
4.29303,
8.277599,
1.402412,
1.8325,
2.313664,
1.374879
],
[
798894,
798894,
75894,
6854067,
6854067,
3661109
],
[
-35213,
-33948,
-35213,
-6814277,
-6814277,
-2965537
],
[
61,
64,
59,
61,
64,
59
],
[
89,
92,
87,
89,
92,
87
],
[
36,
41,
29,
36,
41,
29
],
[
6981,
3618,
3363,
6981,
3618,
3363
],
[
0,
94.999571,
0,
0,
94.999571,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
592450,
-162913,
-431335,
413425,
-168917,
-170848
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7283,
"evaluation_days": 1820.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758067162955,
"expiration_time": 1762764984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 164,
"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) |
|---|