| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1086782.7157 | 52810.3012 | -1139593.017 | -1340597.5944 | -10423102.627 | 9082505.0327 |
| Total P&L (%) | -1086.7827 | 52.8103 | -1139.593 | -1340.5976 | -10423.1026 | 9082.505 |
| Avg Daily Profit (%) | -0.5953 | 0.0289 | -0.6242 | 0 | 0 | 0.2479 |
| Buy And Hold Return (%) | 743.1798 | 743.1798 | 743.1798 | 743.1798 | 743.1798 | 743.1798 |
| Max Trade Drawdown | -1179416 | -169078 | -1197782 | -20644731 | -15705890 | -5620009 |
| Profit Factor | 0.3741 | 1.1881 | 0.2171 | 0.9608 | 0.4698 | 1.626 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 34 | 16 | 18 | 27 | 14 | 13 |
| Losing Trades | 26 | 14 | 12 | 33 | 16 | 17 |
| Profitability (%) | 56.6667 | 53.3333 | 60 | 45 | 46.6667 | 43.3333 |
| Ratio Avg Win / Avg Loss | 0.2861 | 1.0396 | 0.1448 | 1.1743 | 0.5369 | 2.1263 |
| Largest Winning Trade | 78187 | 78187 | 45058 | 14000816 | 2267001 | 14000816 |
| Largest Losing Trade | -698824 | -73611 | -698824 | -13654190 | -13654190 | -4059914 |
| Avg Bars in Trades | 87 | 94 | 81 | 87 | 94 | 81 |
| Avg Bars in Winners | 46 | 49 | 44 | 88 | 94 | 82 |
| Avg Bars in Losers | 142 | 145 | 138 | 87 | 94 | 81 |
| Bars Traded | 5277 | 2825 | 2452 | 5277 | 2825 | 2452 |
| Profit Streak | 45.8095 | 72.8095 | 0 | 0 | 0 | 167.8095 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -752856 | -332722 | -579529 | -754555 | -582121 | 354692 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5477,
"evaluation_days": 1825.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758453942138,
"expiration_time": 1763173728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 88,
"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": [
[
-1086782.7157399782,
52810.3012428315,
-1139593.0169828106,
-1340597.594360026,
-10423102.627043884,
9082505.03268386
],
[
-1086.782716,
52.810301,
-1139.593017,
-1340.597594,
-10423.102627,
9082.505033
],
[
-0.595279,
0.028927,
-0.624205,
0,
0,
0.247881
],
[
743.179788,
743.179788,
743.179788,
743.179788,
743.179788,
743.179788
],
[
-1179416,
-169078,
-1197782,
-20644731,
-15705890,
-5620009
],
[
0.374143,
1.18807,
0.217135,
0.960764,
0.469772,
1.625967
],
[
60,
30,
30,
60,
30,
30
],
[
34,
16,
18,
27,
14,
13
],
[
26,
14,
12,
33,
16,
17
],
[
56.666667,
53.333333,
60,
45,
46.666667,
43.333333
],
[
0.28611,
1.039561,
0.144757,
1.174267,
0.536882,
2.126265
],
[
78187,
78187,
45058,
14000816,
2267001,
14000816
],
[
-698824,
-73611,
-698824,
-13654190,
-13654190,
-4059914
],
[
87,
94,
81,
87,
94,
81
],
[
46,
49,
44,
88,
94,
82
],
[
142,
145,
138,
87,
94,
81
],
[
5277,
2825,
2452,
5277,
2825,
2452
],
[
45.809515,
72.809515,
0,
0,
0,
167.809515
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-752856,
-332722,
-579529,
-754555,
-582121,
354692
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5477,
"evaluation_days": 1825.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758453942138,
"expiration_time": 1763173728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 88,
"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) |
|---|