| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1340707.1962 | 1222646.0501 | 118061.1461 | 5739418.9329 | 2405570.1647 | 3333848.7682 |
| Total P&L (%) | 1340.7072 | 1222.6461 | 118.0611 | 5739.4189 | 2405.5702 | 3333.8488 |
| Avg Daily Profit (%) | 0.7364 | 0.6715 | 0.0648 | 0.2236 | 0.1771 | 0.1944 |
| Buy And Hold Return (%) | 658.0926 | 658.0926 | 658.0926 | 658.0926 | 658.0926 | 658.0926 |
| Max Trade Drawdown | -170740 | -138690 | -54030 | -4057788 | -4132361 | -1619724 |
| Profit Factor | 2.8895 | 3.6675 | 1.47 | 1.3397 | 1.2098 | 1.6138 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
| Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
| Profitability (%) | 45.912 | 40.5063 | 51.25 | 45.912 | 40.5063 | 51.25 |
| Ratio Avg Win / Avg Loss | 3.4041 | 5.3867 | 1.3983 | 1.5782 | 1.7769 | 1.5351 |
| Largest Winning Trade | 793958 | 793958 | 48734 | 4069855 | 4069855 | 1652752 |
| Largest Losing Trade | -50902 | -50902 | -38581 | -1847711 | -1847711 | -1619724 |
| Avg Bars in Trades | 31 | 53 | 9 | 31 | 53 | 9 |
| Avg Bars in Winners | 38 | 74 | 10 | 38 | 74 | 10 |
| Avg Bars in Losers | 25 | 39 | 8 | 25 | 39 | 8 |
| Bars Traded | 5017 | 4255 | 762 | 5017 | 4255 | 762 |
| Profit Streak | 158.6814 | 162.3481 | 158.6814 | 158.6814 | 162.3481 | 158.6814 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421443 | -19022 | -289442 | 355873 | -24114 | -8685 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758010876919,
"expiration_time": 1762728768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 203,
"offset": 0,
"std": 3.23295
}
}
}
{
"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": [
[
1340707.1962301927,
1222646.0500856733,
118061.1461445188,
5739418.932896004,
2405570.1647148267,
3333848.7681811806
],
[
1340.707196,
1222.64605,
118.061146,
5739.418933,
2405.570165,
3333.848768
],
[
0.736381,
0.671536,
0.064845,
0.223641,
0.177075,
0.194418
],
[
658.09262,
658.09262,
658.09262,
658.09262,
658.09262,
658.09262
],
[
-170740,
-138690,
-54030,
-4057788,
-4132361,
-1619724
],
[
2.88951,
3.667547,
1.469966,
1.339663,
1.209796,
1.61384
],
[
159,
79,
80,
159,
79,
80
],
[
73,
32,
41,
73,
32,
41
],
[
86,
47,
39,
86,
47,
39
],
[
45.91195,
40.506329,
51.25,
45.91195,
40.506329,
51.25
],
[
3.40408,
5.386709,
1.398261,
1.578233,
1.776887,
1.535116
],
[
793958,
793958,
48734,
4069855,
4069855,
1652752
],
[
-50902,
-50902,
-38581,
-1847711,
-1847711,
-1619724
],
[
31,
53,
9,
31,
53,
9
],
[
38,
74,
10,
38,
74,
10
],
[
25,
39,
8,
25,
39,
8
],
[
5017,
4255,
762,
5017,
4255,
762
],
[
158.681446,
162.348112,
158.681446,
158.681446,
162.348112,
158.681446
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421443,
-19022,
-289442,
355873,
-24114,
-8685
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758010876919,
"expiration_time": 1762728768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 203,
"offset": 0,
"std": 3.23295
}
}
}
| # | 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) |
|---|