| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1208162.8523 | 1006813.2689 | 201349.5834 | 38899009.7841 | 26354691.6711 | 12544318.1129 |
| Total P&L (%) | 1208.1629 | 1006.8133 | 201.3496 | 38899.0098 | 26354.6917 | 12544.3181 |
| Avg Daily Profit (%) | 0.6624 | 0.552 | 0.1104 | 0.3276 | 0.3063 | 0.2657 |
| Buy And Hold Return (%) | 733.19 | 733.19 | 733.19 | 733.19 | 733.19 | 733.19 |
| Max Trade Drawdown | -109064 | -64249 | -96378 | -16980810 | -20148481 | -9795518 |
| Profit Factor | 2.2352 | 2.994 | 1.4255 | 1.4236 | 1.5378 | 1.293 |
| Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
| Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
| Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
| Profitability (%) | 42.5926 | 37.7778 | 47.4074 | 42.5926 | 37.7778 | 47.4074 |
| Ratio Avg Win / Avg Loss | 3.0127 | 4.9313 | 1.5814 | 1.9188 | 2.5328 | 1.4344 |
| Largest Winning Trade | 272689 | 272689 | 42780 | 19013391 | 19013391 | 6310252 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -5934029 | -4509667 | -5934029 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
| Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
| Bars Traded | 5368 | 2687 | 2681 | 5368 | 2687 | 2681 |
| 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 | 209393 | -37579 | -210363 | 355990 | 249212 | 277689 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5472,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758310730816,
"expiration_time": 1763025408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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": [
[
1208162.85230604,
1006813.2689441205,
201349.5833619177,
38899009.78406073,
26354691.671145186,
12544318.11291555
],
[
1208.162852,
1006.813269,
201.349583,
38899.009784,
26354.691671,
12544.318113
],
[
0.66237,
0.551981,
0.110389,
0.327626,
0.306281,
0.265692
],
[
733.190047,
733.190047,
733.190047,
733.190047,
733.190047,
733.190047
],
[
-109064,
-64249,
-96378,
-16980810,
-20148481,
-9795518
],
[
2.2352,
2.994033,
1.425508,
1.423641,
1.537774,
1.292998
],
[
270,
135,
135,
270,
135,
135
],
[
115,
51,
64,
115,
51,
64
],
[
155,
84,
71,
155,
84,
71
],
[
42.592593,
37.777778,
47.407407,
42.592593,
37.777778,
47.407407
],
[
3.012661,
4.931349,
1.581423,
1.918821,
2.532805,
1.43442
],
[
272689,
272689,
42780,
19013391,
19013391,
6310252
],
[
-29353,
-20579,
-29353,
-5934029,
-4509667,
-5934029
],
[
19,
19,
19,
19,
19,
19
],
[
33,
38,
29,
33,
38,
29
],
[
10,
8,
11,
10,
8,
11
],
[
5368,
2687,
2681,
5368,
2687,
2681
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
209393,
-37579,
-210363,
355990,
249212,
277689
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5472,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758310730816,
"expiration_time": 1763025408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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) |
|---|