| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1276203.107 | 1259426.5563 | 16776.5508 | 1319401.4305 | 1421227.9413 | -101826.5108 |
| Total P&L (%) | 1276.2031 | 1259.4266 | 16.7766 | 1319.4014 | 1421.2279 | -101.8265 |
| Avg Daily Profit (%) | 0.7006 | 0.6914 | 0.0092 | 0.1457 | 0.1495 | 0 |
| Buy And Hold Return (%) | 627.7271 | 627.7271 | 627.7271 | 627.7271 | 627.7271 | 627.7271 |
| Max Trade Drawdown | -143397 | -101064 | -97081 | -2817133 | -1898739 | -1112787 |
| Profit Factor | 3.2361 | 5.1117 | 1.0634 | 1.2077 | 1.454 | 0.9684 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
| Ratio Avg Win / Avg Loss | 5.3072 | 8.9455 | 1.6361 | 1.9806 | 2.5445 | 1.4898 |
| Largest Winning Trade | 653280 | 653280 | 72730 | 1748446 | 1748446 | 949308 |
| Largest Losing Trade | -38523 | -38523 | -30920 | -768169 | -768169 | -571373 |
| Avg Bars in Trades | 78 | 78 | 79 | 78 | 78 | 79 |
| Avg Bars in Winners | 136 | 134 | 138 | 136 | 134 | 138 |
| Avg Bars in Losers | 43 | 46 | 41 | 43 | 46 | 41 |
| Bars Traded | 5208 | 2581 | 2627 | 5208 | 2581 | 2627 |
| Profit Streak | 0 | 109.2832 | 0 | 0 | 109.2832 | 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 | -121658 | 306066 | -500081 | -137150 | -759 | -583260 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605945600000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758120471755,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 116,
"offset": 57
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 35,
"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": [
[
1276203.1070256494,
1259426.5562595315,
16776.5507661183,
1319401.4304714433,
1421227.9412680701,
-101826.5107966278
],
[
1276.203107,
1259.426556,
16.776551,
1319.40143,
1421.227941,
-101.826511
],
[
0.700568,
0.691358,
0.009209,
0.145732,
0.149541,
0
],
[
627.727139,
627.727139,
627.727139,
627.727139,
627.727139,
627.727139
],
[
-143397,
-101064,
-97081,
-2817133,
-1898739,
-1112787
],
[
3.236095,
5.111694,
1.063445,
1.207681,
1.453984,
0.968401
],
[
66,
33,
33,
66,
33,
33
],
[
25,
12,
13,
25,
12,
13
],
[
41,
21,
20,
41,
21,
20
],
[
37.878788,
36.363636,
39.393939,
37.878788,
36.363636,
39.393939
],
[
5.307196,
8.945464,
1.63607,
1.980597,
2.544472,
1.489848
],
[
653280,
653280,
72730,
1748446,
1748446,
949308
],
[
-38523,
-38523,
-30920,
-768169,
-768169,
-571373
],
[
78,
78,
79,
78,
78,
79
],
[
136,
134,
138,
136,
134,
138
],
[
43,
46,
41,
43,
46,
41
],
[
5208,
2581,
2627,
5208,
2581,
2627
],
[
0,
109.283238,
0,
0,
109.283238,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121658,
306066,
-500081,
-137150,
-759,
-583260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605945600000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758120471755,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 116,
"offset": 57
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 35,
"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) |
|---|