| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1288000.4138 | 1228677.234 | 59323.1799 | 2765497.4803 | 3050220.7632 | -284723.2829 |
| Total P&L (%) | 1288.0004 | 1228.6772 | 59.3232 | 2765.4975 | 3050.2208 | -284.7233 |
| Avg Daily Profit (%) | 0.7088 | 0.6761 | 0.0326 | 0.1848 | 0.19 | 0 |
| Buy And Hold Return (%) | 800.33 | 800.33 | 800.33 | 800.33 | 800.33 | 800.33 |
| Max Trade Drawdown | -114287 | -64566 | -79246 | -2043871 | -1416180 | -1383855 |
| Profit Factor | 3.5665 | 5.753 | 1.2438 | 1.3754 | 1.812 | 0.9211 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
| Ratio Avg Win / Avg Loss | 4.0585 | 6.9858 | 1.3267 | 1.5651 | 2.2003 | 0.9825 |
| Largest Winning Trade | 692068 | 692068 | 68764 | 2119252 | 2119252 | 502267 |
| Largest Losing Trade | -43482 | -43482 | -36828 | -883975 | -786849 | -883975 |
| Avg Bars in Trades | 112 | 128 | 95 | 112 | 128 | 95 |
| Avg Bars in Winners | 147 | 176 | 120 | 147 | 176 | 120 |
| Avg Bars in Losers | 81 | 89 | 72 | 81 | 89 | 72 |
| Bars Traded | 6960 | 3991 | 2969 | 6960 | 3991 | 2969 |
| Profit Streak | 0 | 139.3049 | 0 | 0 | 139.3049 | 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 | -150117 | 342215 | -315985 | -152896 | 289406 | -581445 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605204000000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757747941412,
"expiration_time": 1762453512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 146,
"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": [
[
1288000.4138209596,
1228677.2339538399,
59323.179867119,
2765497.4802877186,
3050220.763162253,
-284723.2828745339
],
[
1288.000414,
1228.677234,
59.32318,
2765.49748,
3050.220763,
-284.723283
],
[
0.708763,
0.676119,
0.032644,
0.184808,
0.190031,
0
],
[
800.329994,
800.329994,
800.329994,
800.329994,
800.329994,
800.329994
],
[
-114287,
-64566,
-79246,
-2043871,
-1416180,
-1383855
],
[
3.566529,
5.752971,
1.243789,
1.375392,
1.811981,
0.921139
],
[
62,
31,
31,
62,
31,
31
],
[
29,
14,
15,
29,
14,
15
],
[
33,
17,
16,
33,
17,
16
],
[
46.774194,
45.16129,
48.387097,
46.774194,
45.16129,
48.387097
],
[
4.058464,
6.985751,
1.326708,
1.565101,
2.200262,
0.982548
],
[
692068,
692068,
68764,
2119252,
2119252,
502267
],
[
-43482,
-43482,
-36828,
-883975,
-786849,
-883975
],
[
112,
128,
95,
112,
128,
95
],
[
147,
176,
120,
147,
176,
120
],
[
81,
89,
72,
81,
89,
72
],
[
6960,
3991,
2969,
6960,
3991,
2969
],
[
0,
139.304877,
0,
0,
139.304877,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150117,
342215,
-315985,
-152896,
289406,
-581445
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605204000000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757747941412,
"expiration_time": 1762453512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 146,
"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) |
|---|