| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1489132.3507 | -93838.5072 | -1395293.8436 | -344067.9794 | -2927025.9918 | 2582958.0123 |
| Total P&L (%) | -1489.1324 | -93.8385 | -1395.2938 | -344.068 | -2927.026 | 2582.958 |
| Avg Daily Profit (%) | -0.8184 | -0.0516 | -0.7669 | 0 | 0 | 0.181 |
| Buy And Hold Return (%) | 601.7802 | 601.7802 | 601.7802 | 601.7802 | 601.7802 | 601.7802 |
| Max Trade Drawdown | -1498241 | -169239 | -1398365 | -7257845 | -5350001 | -2049414 |
| Profit Factor | 0.2414 | 0.7322 | 0.1348 | 0.9701 | 0.5756 | 1.5592 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 36 | 18 | 18 | 31 | 14 | 17 |
| Losing Trades | 28 | 14 | 14 | 33 | 18 | 15 |
| Profitability (%) | 56.25 | 56.25 | 56.25 | 48.4375 | 43.75 | 53.125 |
| Ratio Avg Win / Avg Loss | 0.1877 | 0.5695 | 0.1048 | 1.0327 | 0.74 | 1.3758 |
| Largest Winning Trade | 42441 | 42441 | 22731 | 3855273 | 1008083 | 3855273 |
| Largest Losing Trade | -774308 | -78034 | -774308 | -4915447 | -4915447 | -1560353 |
| Avg Bars in Trades | 109 | 115 | 103 | 109 | 115 | 103 |
| Avg Bars in Winners | 56 | 55 | 58 | 112 | 124 | 102 |
| Avg Bars in Losers | 176 | 191 | 161 | 106 | 108 | 104 |
| Bars Traded | 7003 | 3692 | 3311 | 7003 | 3692 | 3311 |
| Profit Streak | 42.229 | 69.729 | 0 | 0 | 0 | 163.479 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -722916 | -579441 | -580000 | -723218 | -583240 | 321096 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757957385174,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 198,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-1489132.3507153231,
-93838.5071644995,
-1395293.8435508234,
-344067.9794491601,
-2927025.9917812077,
2582958.0123320487
],
[
-1489.132351,
-93.838507,
-1395.293844,
-344.067979,
-2927.025992,
2582.958012
],
[
-0.818429,
-0.051574,
-0.766856,
0,
0,
0.180955
],
[
601.780233,
601.780233,
601.780233,
601.780233,
601.780233,
601.780233
],
[
-1498241,
-169239,
-1398365,
-7257845,
-5350001,
-2049414
],
[
0.241392,
0.732159,
0.134771,
0.97012,
0.575562,
1.559227
],
[
64,
32,
32,
64,
32,
32
],
[
36,
18,
18,
31,
14,
17
],
[
28,
14,
14,
33,
18,
15
],
[
56.25,
56.25,
56.25,
48.4375,
43.75,
53.125
],
[
0.187749,
0.569457,
0.104822,
1.032708,
0.740008,
1.375789
],
[
42441,
42441,
22731,
3855273,
1008083,
3855273
],
[
-774308,
-78034,
-774308,
-4915447,
-4915447,
-1560353
],
[
109,
115,
103,
109,
115,
103
],
[
56,
55,
58,
112,
124,
102
],
[
176,
191,
161,
106,
108,
104
],
[
7003,
3692,
3311,
7003,
3692,
3311
],
[
42.228995,
69.728995,
0,
0,
0,
163.478995
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-722916,
-579441,
-580000,
-723218,
-583240,
321096
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757957385174,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 198,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|