| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1325522.545 | 1362607.9558 | -37085.4108 | 283855.4743 | 1047640.561 | -763785.0866 |
| Total P&L (%) | 1325.5225 | 1362.608 | -37.0854 | 283.8555 | 1047.6406 | -763.7851 |
| Avg Daily Profit (%) | 0.7286 | 0.749 | -0.0204 | 0.074 | 0.1342 | 0 |
| Buy And Hold Return (%) | 611.4872 | 611.4872 | 611.4872 | 611.4872 | 611.4872 | 611.4872 |
| Max Trade Drawdown | -160293 | -85888 | -143454 | -896469 | -326087 | -873786 |
| Profit Factor | 2.1438 | 3.3477 | 0.9359 | 1.0689 | 1.53 | 0.6432 |
| Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
| Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
| Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
| Profitability (%) | 44.664 | 42.8571 | 46.4567 | 44.664 | 42.8571 | 46.4567 |
| Ratio Avg Win / Avg Loss | 2.6561 | 4.4636 | 1.0787 | 1.3244 | 2.04 | 0.7413 |
| Largest Winning Trade | 1100904 | 1100904 | 71522 | 683366 | 683366 | 118100 |
| Largest Losing Trade | -45570 | -45570 | -44205 | -282479 | -193320 | -282479 |
| Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
| Avg Bars in Winners | 27 | 33 | 21 | 27 | 33 | 21 |
| Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
| Bars Traded | 5348 | 2981 | 2367 | 5348 | 2981 | 2367 |
| Profit Streak | 0 | 28.0821 | 0 | 0 | 28.0821 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373995 | 417058 | -580428 | -405133 | -21807 | -582095 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5458,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602748800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757901493741,
"expiration_time": 1762610112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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": [
[
1325522.5449804072,
1362607.955804043,
-37085.4108236349,
283855.4743331004,
1047640.5609546343,
-763785.0866215344
],
[
1325.522545,
1362.607956,
-37.085411,
283.855474,
1047.640561,
-763.785087
],
[
0.728577,
0.748961,
-0.020384,
0.073961,
0.134221,
0
],
[
611.487152,
611.487152,
611.487152,
611.487152,
611.487152,
611.487152
],
[
-160293,
-85888,
-143454,
-896469,
-326087,
-873786
],
[
2.143818,
3.347666,
0.935888,
1.068943,
1.530005,
0.64319
],
[
253,
126,
127,
253,
126,
127
],
[
113,
54,
59,
113,
54,
59
],
[
140,
72,
68,
140,
72,
68
],
[
44.664032,
42.857143,
46.456693,
44.664032,
42.857143,
46.456693
],
[
2.656057,
4.463555,
1.078651,
1.324354,
2.040007,
0.741304
],
[
1100904,
1100904,
71522,
683366,
683366,
118100
],
[
-45570,
-45570,
-44205,
-282479,
-193320,
-282479
],
[
21,
23,
18,
21,
23,
18
],
[
27,
33,
21,
27,
33,
21
],
[
16,
16,
15,
16,
16,
15
],
[
5348,
2981,
2367,
5348,
2981,
2367
],
[
0,
28.082103,
0,
0,
28.082103,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373995,
417058,
-580428,
-405133,
-21807,
-582095
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5458,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602748800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757901493741,
"expiration_time": 1762610112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 71,
"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) |
|---|