| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1774231.5783 | 1600841.1669 | 173390.4114 | 55222829.3548 | 42937011.6553 | 12285817.6995 |
| Total P&L (%) | 1774.2316 | 1600.8412 | 173.3904 | 55222.8294 | 42937.0117 | 12285.8177 |
| Avg Daily Profit (%) | 0.974 | 0.8788 | 0.0952 | 0.3473 | 0.3335 | 0.2649 |
| Buy And Hold Return (%) | 815.7734 | 815.7734 | 815.7734 | 815.7734 | 815.7734 | 815.7734 |
| Max Trade Drawdown | -114099 | -80795 | -82439 | -18355022 | -16518049 | -18870104 |
| Profit Factor | 6.0969 | 9.5019 | 2.085 | 1.7697 | 2.2395 | 1.3311 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 50.6849 | 45.9459 | 55.5556 | 50.6849 | 45.9459 | 55.5556 |
| Ratio Avg Win / Avg Loss | 5.9321 | 11.1787 | 1.668 | 1.7219 | 2.6347 | 1.0649 |
| Largest Winning Trade | 837708 | 837708 | 68065 | 19352580 | 19352580 | 16487437 |
| Largest Losing Trade | -36484 | -33025 | -36484 | -11141528 | -8802011 | -11141528 |
| Avg Bars in Trades | 71 | 81 | 60 | 71 | 81 | 60 |
| Avg Bars in Winners | 89 | 100 | 80 | 89 | 100 | 80 |
| Avg Bars in Losers | 52 | 65 | 35 | 52 | 65 | 35 |
| Bars Traded | 5186 | 3017 | 2169 | 5186 | 3017 | 2169 |
| Profit Streak | 3.5298 | 3.5298 | 4.5298 | 3.5298 | 3.5298 | 4.5298 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60264 | 446320 | -226717 | -63734 | 403771 | 354935 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607904000000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758112978629,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 40,
"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": [
[
1774231.578300298,
1600841.1669431932,
173390.4113571055,
55222829.35477841,
42937011.65525934,
12285817.69951906
],
[
1774.231578,
1600.841167,
173.390411,
55222.829355,
42937.011655,
12285.8177
],
[
0.973959,
0.878777,
0.095182,
0.347304,
0.333472,
0.264895
],
[
815.773354,
815.773354,
815.773354,
815.773354,
815.773354,
815.773354
],
[
-114099,
-80795,
-82439,
-18355022,
-16518049,
-18870104
],
[
6.09692,
9.50192,
2.084999,
1.769694,
2.239462,
1.331111
],
[
73,
37,
36,
73,
37,
36
],
[
37,
17,
20,
37,
17,
20
],
[
36,
20,
16,
36,
20,
16
],
[
50.684932,
45.945946,
55.555556,
50.684932,
45.945946,
55.555556
],
[
5.932138,
11.178729,
1.667999,
1.721864,
2.634661,
1.064889
],
[
837708,
837708,
68065,
19352580,
19352580,
16487437
],
[
-36484,
-33025,
-36484,
-11141528,
-8802011,
-11141528
],
[
71,
81,
60,
71,
81,
60
],
[
89,
100,
80,
89,
100,
80
],
[
52,
65,
35,
52,
65,
35
],
[
5186,
3017,
2169,
5186,
3017,
2169
],
[
3.529845,
3.529845,
4.529845,
3.529845,
3.529845,
4.529845
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60264,
446320,
-226717,
-63734,
403771,
354935
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607904000000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758112978629,
"expiration_time": 1762817760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 40,
"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) |
|---|