| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1222189.4047 | 1020798.4015 | 201391.0032 | 40821198.6691 | 24554855.8701 | 16266342.7989 |
| Total P&L (%) | 1222.1894 | 1020.7984 | 201.391 | 40821.1987 | 24554.8559 | 16266.3428 |
| Avg Daily Profit (%) | 0.6708 | 0.5603 | 0.1105 | 0.3306 | 0.3027 | 0.2802 |
| Buy And Hold Return (%) | 634.6909 | 634.6909 | 634.6909 | 634.6909 | 634.6909 | 634.6909 |
| Max Trade Drawdown | -109064 | -55357 | -96378 | -15306779 | -22129914 | -10201741 |
| Profit Factor | 2.2377 | 2.9956 | 1.4232 | 1.3952 | 1.4247 | 1.3576 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 118 | 52 | 66 | 118 | 52 | 66 |
| Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
| Profitability (%) | 39.8649 | 35.1351 | 44.5946 | 39.8649 | 35.1351 | 44.5946 |
| Ratio Avg Win / Avg Loss | 3.3756 | 5.5303 | 1.7682 | 2.1046 | 2.6303 | 1.6868 |
| Largest Winning Trade | 287679 | 287679 | 38025 | 21232492 | 21232492 | 8594750 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -6307874 | -6307874 | -3602721 |
| Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
| Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5370 | 2800 | 2569 | 5370 | 2800 | 2569 |
| 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 | 245538 | 60231 | -211245 | 317355 | 187482 | 298209 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5466,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758124800000,
"evaluation_time": 1758133169517,
"expiration_time": 1762847424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"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": [
[
1222189.4046867986,
1020798.4015355951,
201391.0031512021,
40821198.66905708,
24554855.87014858,
16266342.798908483
],
[
1222.189405,
1020.798402,
201.391003,
40821.198669,
24554.85587,
16266.342799
],
[
0.670796,
0.560263,
0.110533,
0.330635,
0.302738,
0.280184
],
[
634.69087,
634.69087,
634.69087,
634.69087,
634.69087,
634.69087
],
[
-109064,
-55357,
-96378,
-15306779,
-22129914,
-10201741
],
[
2.237735,
2.995554,
1.423175,
1.395194,
1.424748,
1.35763
],
[
296,
148,
148,
296,
148,
148
],
[
118,
52,
66,
118,
52,
66
],
[
178,
96,
82,
178,
96,
82
],
[
39.864865,
35.135135,
44.594595,
39.864865,
35.135135,
44.594595
],
[
3.375566,
5.530254,
1.768187,
2.104614,
2.630303,
1.686752
],
[
287679,
287679,
38025,
21232492,
21232492,
8594750
],
[
-29353,
-20579,
-29353,
-6307874,
-6307874,
-3602721
],
[
18,
18,
17,
18,
18,
17
],
[
31,
36,
27,
31,
36,
27
],
[
9,
9,
9,
9,
9,
9
],
[
5370,
2800,
2569,
5370,
2800,
2569
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
245538,
60231,
-211245,
317355,
187482,
298209
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5466,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758124800000,
"evaluation_time": 1758133169517,
"expiration_time": 1762847424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"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) |
|---|