| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1537762.0835 | 1450664.8685 | 87097.215 | 6933641.9577 | 2514839.506 | 4418802.4517 |
| Total P&L (%) | 1537.7621 | 1450.6649 | 87.0972 | 6933.642 | 2514.8395 | 4418.8025 |
| Avg Daily Profit (%) | 0.8473 | 0.7993 | 0.048 | 0.2346 | 0.18 | 0.2102 |
| Buy And Hold Return (%) | 686.2778 | 686.2778 | 686.2778 | 686.2778 | 686.2778 | 686.2778 |
| Max Trade Drawdown | -134293 | -72800 | -80042 | -28662179 | -21566291 | -11780728 |
| Profit Factor | 3.5027 | 5.5039 | 1.2979 | 1.0943 | 1.0578 | 1.1472 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
| Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
| Profitability (%) | 33.0579 | 25 | 40.9836 | 33.0579 | 25 | 40.9836 |
| Ratio Avg Win / Avg Loss | 7.093 | 16.5118 | 1.869 | 2.216 | 3.1735 | 1.652 |
| Largest Winning Trade | 889556 | 889556 | 69147 | 13492426 | 13492426 | 8047873 |
| Largest Losing Trade | -30457 | -22446 | -30457 | -4034617 | -3625558 | -4034617 |
| Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
| Avg Bars in Winners | 84 | 109 | 70 | 84 | 109 | 70 |
| Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
| Bars Traded | 5212 | 2772 | 2440 | 5212 | 2772 | 2440 |
| 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 | 300684 | -184078 | -458883 | -113592 | -349736 | -215199 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5445,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757540342086,
"expiration_time": 1762224480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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": [
[
1537762.0834910718,
1450664.8685221702,
87097.2149689016,
6933641.957676837,
2514839.506024494,
4418802.451652346
],
[
1537.762083,
1450.664869,
87.097215,
6933.641958,
2514.839506,
4418.802452
],
[
0.847252,
0.799264,
0.047987,
0.234616,
0.179985,
0.210184
],
[
686.277836,
686.277836,
686.277836,
686.277836,
686.277836,
686.277836
],
[
-134293,
-72800,
-80042,
-28662179,
-21566291,
-11780728
],
[
3.502707,
5.503928,
1.29792,
1.094325,
1.057824,
1.14721
],
[
121,
60,
61,
121,
60,
61
],
[
40,
15,
25,
40,
15,
25
],
[
81,
45,
36,
81,
45,
36
],
[
33.057851,
25,
40.983607,
33.057851,
25,
40.983607
],
[
7.092983,
16.511784,
1.869005,
2.216008,
3.173473,
1.651982
],
[
889556,
889556,
69147,
13492426,
13492426,
8047873
],
[
-30457,
-22446,
-30457,
-4034617,
-3625558,
-4034617
],
[
43,
46,
40,
43,
46,
40
],
[
84,
109,
70,
84,
109,
70
],
[
22,
25,
19,
22,
25,
19
],
[
5212,
2772,
2440,
5212,
2772,
2440
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300684,
-184078,
-458883,
-113592,
-349736,
-215199
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5445,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606694400000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757540342086,
"expiration_time": 1762224480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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) |
|---|