| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1375629.4815 | 1303915.0996 | 71714.3819 | 6118749.8475 | 10807026.8883 | -4688277.0408 |
| Total P&L (%) | 1375.6295 | 1303.9151 | 71.7144 | 6118.7498 | 10807.0269 | -4688.277 |
| Avg Daily Profit (%) | 0.7561 | 0.7167 | 0.0394 | 0.2273 | 0.2582 | 0 |
| Buy And Hold Return (%) | 898.6969 | 898.6969 | 898.6969 | 898.6969 | 898.6969 | 898.6969 |
| Max Trade Drawdown | -145166 | -75330 | -82546 | -15942725 | -10074606 | -7485128 |
| Profit Factor | 4.0219 | 7.7388 | 1.274 | 1.2292 | 1.8368 | 0.6598 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
| Ratio Avg Win / Avg Loss | 4.8004 | 11.0555 | 1.274 | 1.4671 | 2.6239 | 0.6598 |
| Largest Winning Trade | 684399 | 684399 | 79528 | 14105697 | 14105697 | 2523231 |
| Largest Losing Trade | -48265 | -33986 | -48265 | -5911947 | -5911947 | -3204357 |
| Avg Bars in Trades | 75 | 77 | 73 | 75 | 77 | 73 |
| Avg Bars in Winners | 107 | 123 | 94 | 107 | 123 | 94 |
| Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
| Bars Traded | 5128 | 2643 | 2485 | 5128 | 2643 | 2485 |
| Profit Streak | 0 | 158.5987 | 0 | 0 | 158.5987 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105642 | -7000 | -306118 | -107699 | 343331 | -580795 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5458,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1608595200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757917329118,
"expiration_time": 1762610112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 47
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 1.93791
}
}
}
{
"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": [
[
1375629.4815139219,
1303915.099581051,
71714.3819328705,
6118749.847499755,
10807026.888345478,
-4688277.040845727
],
[
1375.629482,
1303.9151,
71.714382,
6118.749847,
10807.026888,
-4688.277041
],
[
0.756119,
0.716701,
0.039418,
0.227273,
0.25823,
0
],
[
898.696916,
898.696916,
898.696916,
898.696916,
898.696916,
898.696916
],
[
-145166,
-75330,
-82546,
-15942725,
-10074606,
-7485128
],
[
4.021946,
7.738833,
1.274011,
1.229185,
1.836756,
0.659838
],
[
68,
34,
34,
68,
34,
34
],
[
31,
14,
17,
31,
14,
17
],
[
37,
20,
17,
37,
20,
17
],
[
45.588235,
41.176471,
50,
45.588235,
41.176471,
50
],
[
4.800387,
11.055476,
1.274011,
1.467092,
2.623937,
0.659838
],
[
684399,
684399,
79528,
14105697,
14105697,
2523231
],
[
-48265,
-33986,
-48265,
-5911947,
-5911947,
-3204357
],
[
75,
77,
73,
75,
77,
73
],
[
107,
123,
94,
107,
123,
94
],
[
48,
46,
51,
48,
46,
51
],
[
5128,
2643,
2485,
5128,
2643,
2485
],
[
0,
158.598717,
0,
0,
158.598717,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105642,
-7000,
-306118,
-107699,
343331,
-580795
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5458,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1608595200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757917329118,
"expiration_time": 1762610112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 47
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 1.93791
}
}
}
| # | 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) |
|---|