| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1430720.0834 | 1412168.0268 | 18552.0566 | 835870.2209 | 652273.0661 | 183597.1548 |
| Total P&L (%) | 1430.7201 | 1412.168 | 18.5521 | 835.8702 | 652.2731 | 183.5972 |
| Avg Daily Profit (%) | 0.7891 | 0.7789 | 0.0102 | 0.1234 | 0.1114 | 0.0575 |
| Buy And Hold Return (%) | 535.0165 | 535.0165 | 535.0165 | 535.0165 | 535.0165 | 535.0165 |
| Max Trade Drawdown | -132819 | -154103 | -43259 | -1889381 | -2057911 | -538202 |
| Profit Factor | 2.5247 | 3.0136 | 1.0783 | 1.0891 | 1.0916 | 1.0811 |
| Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
| Winning Trades | 79 | 30 | 49 | 79 | 30 | 49 |
| Losing Trades | 174 | 96 | 78 | 174 | 96 | 78 |
| Profitability (%) | 31.2253 | 23.8095 | 38.5827 | 31.2253 | 23.8095 | 38.5827 |
| Ratio Avg Win / Avg Loss | 5.5608 | 9.6436 | 1.7164 | 2.3987 | 3.4932 | 1.7209 |
| Largest Winning Trade | 988676 | 988676 | 31517 | 1071876 | 1071876 | 329699 |
| Largest Losing Trade | -28120 | -28120 | -15558 | -386870 | -386870 | -262601 |
| Avg Bars in Trades | 21 | 37 | 4 | 21 | 37 | 4 |
| Avg Bars in Winners | 43 | 103 | 7 | 43 | 103 | 7 |
| Avg Bars in Losers | 10 | 17 | 2 | 10 | 17 | 2 |
| Bars Traded | 5337 | 4765 | 572 | 5337 | 4765 | 572 |
| Profit Streak | 0 | 78.5314 | 0 | 0 | 78.5314 | 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 | 316275 | -19007 | -482645 | -164764 | -294446 | -416525 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757364314256,
"expiration_time": 1762046496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 37,
"offset": 0,
"std": 1.65705
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
1430720.0833769895,
1412168.026794286,
18552.0565827042,
835870.2209007083,
652273.0660993373,
183597.1548013719
],
[
1430.720083,
1412.168027,
18.552057,
835.870221,
652.273066,
183.597155
],
[
0.789145,
0.778912,
0.010233,
0.123425,
0.111365,
0.057512
],
[
535.016479,
535.016479,
535.016479,
535.016479,
535.016479,
535.016479
],
[
-132819,
-154103,
-43259,
-1889381,
-2057911,
-538202
],
[
2.524709,
3.01361,
1.078264,
1.089074,
1.091622,
1.081065
],
[
253,
126,
127,
253,
126,
127
],
[
79,
30,
49,
79,
30,
49
],
[
174,
96,
78,
174,
96,
78
],
[
31.225296,
23.809524,
38.582677,
31.225296,
23.809524,
38.582677
],
[
5.560751,
9.643551,
1.71642,
2.39872,
3.49319,
1.720878
],
[
988676,
988676,
31517,
1071876,
1071876,
329699
],
[
-28120,
-28120,
-15558,
-386870,
-386870,
-262601
],
[
21,
37,
4,
21,
37,
4
],
[
43,
103,
7,
43,
103,
7
],
[
10,
17,
2,
10,
17,
2
],
[
5337,
4765,
572,
5337,
4765,
572
],
[
0,
78.531415,
0,
0,
78.531415,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316275,
-19007,
-482645,
-164764,
-294446,
-416525
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757364314256,
"expiration_time": 1762046496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 37,
"offset": 0,
"std": 1.65705
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|