| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 978589.8753 | 897990.8822 | 80598.9931 | 2966528.9032 | 6345323.7957 | -3378794.8925 |
| Total P&L (%) | 978.5899 | 897.9909 | 80.599 | 2966.5289 | 6345.3238 | -3378.7949 |
| Avg Daily Profit (%) | 0.5388 | 0.4944 | 0.0444 | 0.1887 | 0.2296 | 0 |
| Buy And Hold Return (%) | 590.5569 | 590.5569 | 590.5569 | 590.5569 | 590.5569 | 590.5569 |
| Max Trade Drawdown | -128966 | -117011 | -104198 | -6535786 | -4053259 | -4774123 |
| Profit Factor | 1.9278 | 2.6745 | 1.1555 | 1.1094 | 1.526 | 0.7754 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
| Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
| Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
| Ratio Avg Win / Avg Loss | 2.2783 | 3.3432 | 1.2914 | 1.3112 | 1.9075 | 0.8666 |
| Largest Winning Trade | 299625 | 299625 | 48105 | 3119868 | 3119868 | 1264199 |
| Largest Losing Trade | -48263 | -32854 | -48263 | -2028775 | -817251 | -2028775 |
| Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
| Avg Bars in Winners | 45 | 49 | 41 | 45 | 49 | 41 |
| Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
| Bars Traded | 7107 | 3804 | 3303 | 7107 | 3804 | 3303 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 177459 | 113180 | -350287 | -94002 | 303844 | -582124 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602914400000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671887809,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.15343
}
}
}
{
"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": [
[
978589.8753419139,
897990.8822454537,
80598.9930964609,
2966528.903203364,
6345323.795695723,
-3378794.8924923562
],
[
978.589875,
897.990882,
80.598993,
2966.528903,
6345.323796,
-3378.794892
],
[
0.538797,
0.49442,
0.044377,
0.18865,
0.229634,
0
],
[
590.556901,
590.556901,
590.556901,
590.556901,
590.556901,
590.556901
],
[
-128966,
-117011,
-104198,
-6535786,
-4053259,
-4774123
],
[
1.927813,
2.674543,
1.155456,
1.109447,
1.526037,
0.775379
],
[
216,
108,
108,
216,
108,
108
],
[
99,
48,
51,
99,
48,
51
],
[
117,
60,
57,
117,
60,
57
],
[
45.833333,
44.444444,
47.222222,
45.833333,
44.444444,
47.222222
],
[
2.278325,
3.343179,
1.291392,
1.311165,
1.907546,
0.8666
],
[
299625,
299625,
48105,
3119868,
3119868,
1264199
],
[
-48263,
-32854,
-48263,
-2028775,
-817251,
-2028775
],
[
32,
35,
30,
32,
35,
30
],
[
45,
49,
41,
45,
49,
41
],
[
22,
23,
20,
22,
23,
20
],
[
7107,
3804,
3303,
7107,
3804,
3303
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
177459,
113180,
-350287,
-94002,
303844,
-582124
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602914400000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757671887809,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.15343
}
}
}
| # | 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) |
|---|