| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1166201.5091 | 987617.7703 | 178583.7388 | 23896155.2147 | 15459941.5859 | 8436213.6288 |
| Total P&L (%) | 1166.2015 | 987.6178 | 178.5837 | 23896.1552 | 15459.9416 | 8436.2136 |
| Avg Daily Profit (%) | 0.6423 | 0.5439 | 0.0984 | 0.3023 | 0.2784 | 0.2452 |
| Buy And Hold Return (%) | 614.0576 | 614.0576 | 614.0576 | 614.0576 | 614.0576 | 614.0576 |
| Max Trade Drawdown | -109064 | -60858 | -96378 | -13056303 | -16691787 | -5311874 |
| Profit Factor | 2.165 | 2.888 | 1.3737 | 1.3402 | 1.3948 | 1.2715 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
| Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
| Profitability (%) | 41.0072 | 36.6906 | 45.3237 | 41.0072 | 36.6906 | 45.3237 |
| Ratio Avg Win / Avg Loss | 3.1146 | 4.9832 | 1.6571 | 1.928 | 2.4067 | 1.5338 |
| Largest Winning Trade | 284893 | 284893 | 38025 | 15521021 | 15521021 | 4539877 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -3836587 | -3836587 | -2280794 |
| Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
| Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 5368 | 2773 | 2595 | 5368 | 2773 | 2595 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 237974 | 68671 | -227522 | 309152 | 194321 | 277856 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5447,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757593129214,
"expiration_time": 1762283808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 4,
"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": [
[
1166201.509103201,
987617.7702870455,
178583.7388161537,
23896155.214708697,
15459941.585888382,
8436213.62882032
],
[
1166.201509,
987.61777,
178.583739,
23896.155215,
15459.941586,
8436.213629
],
[
0.642298,
0.543941,
0.098357,
0.302299,
0.278371,
0.245218
],
[
614.057626,
614.057626,
614.057626,
614.057626,
614.057626,
614.057626
],
[
-109064,
-60858,
-96378,
-13056303,
-16691787,
-5311874
],
[
2.165025,
2.888008,
1.373677,
1.340218,
1.394774,
1.271468
],
[
278,
139,
139,
278,
139,
139
],
[
114,
51,
63,
114,
51,
63
],
[
164,
88,
76,
164,
88,
76
],
[
41.007194,
36.690647,
45.323741,
41.007194,
36.690647,
45.323741
],
[
3.114598,
4.983229,
1.657134,
1.928032,
2.406668,
1.533834
],
[
284893,
284893,
38025,
15521021,
15521021,
4539877
],
[
-29353,
-20579,
-29353,
-3836587,
-3836587,
-2280794
],
[
19,
19,
18,
19,
19,
18
],
[
32,
37,
28,
32,
37,
28
],
[
10,
10,
10,
10,
10,
10
],
[
5368,
2773,
2595,
5368,
2773,
2595
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
237974,
68671,
-227522,
309152,
194321,
277856
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5447,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757593129214,
"expiration_time": 1762283808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 4,
"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) |
|---|