| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1215690.8407 | 1006319.8182 | 209371.0224 | 50581868.6485 | 28164492.0952 | 22417376.5534 |
| Total P&L (%) | 1215.6908 | 1006.3198 | 209.371 | 50581.8686 | 28164.4921 | 22417.3766 |
| Avg Daily Profit (%) | 0.6707 | 0.5552 | 0.1155 | 0.3442 | 0.3119 | 0.2993 |
| Buy And Hold Return (%) | 540.068 | 540.068 | 540.068 | 540.068 | 540.068 | 540.068 |
| Max Trade Drawdown | -83831 | -92707 | -60654 | -56197956 | -51160045 | -17049837 |
| Profit Factor | 2.3169 | 2.9914 | 1.5011 | 1.2771 | 1.2485 | 1.3238 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
| Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
| Profitability (%) | 46.3415 | 40.6504 | 52.0325 | 46.3415 | 40.6504 | 52.0325 |
| Ratio Avg Win / Avg Loss | 2.6827 | 4.3674 | 1.3838 | 1.4787 | 1.8229 | 1.2204 |
| Largest Winning Trade | 290474 | 290474 | 42623 | 43879263 | 43879263 | 14580033 |
| Largest Losing Trade | -23232 | -23232 | -20354 | -16645951 | -14765698 | -16645951 |
| Avg Bars in Trades | 14 | 21 | 7 | 14 | 21 | 7 |
| Avg Bars in Winners | 19 | 33 | 8 | 19 | 33 | 8 |
| Avg Bars in Losers | 10 | 13 | 5 | 10 | 13 | 5 |
| Bars Traded | 3588 | 2697 | 891 | 3588 | 2697 | 891 |
| 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 | 410375 | 194446 | -202937 | 336827 | 226397 | 339466 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757318292976,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 23,
"offset": 0,
"std": 1.01624
}
}
}
{
"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": [
[
1215690.840666376,
1006319.8182450805,
209371.022421296,
50581868.64854915,
28164492.095155843,
22417376.553393286
],
[
1215.690841,
1006.319818,
209.371022,
50581.868649,
28164.492095,
22417.376553
],
[
0.670726,
0.555211,
0.115515,
0.344213,
0.311889,
0.299309
],
[
540.067999,
540.067999,
540.067999,
540.067999,
540.067999,
540.067999
],
[
-83831,
-92707,
-60654,
-56197956,
-51160045,
-17049837
],
[
2.31686,
2.991367,
1.501088,
1.277087,
1.248539,
1.323819
],
[
246,
123,
123,
246,
123,
123
],
[
114,
50,
64,
114,
50,
64
],
[
132,
73,
59,
132,
73,
59
],
[
46.341463,
40.650407,
52.03252,
46.341463,
40.650407,
52.03252
],
[
2.68268,
4.367396,
1.383816,
1.478733,
1.822866,
1.220396
],
[
290474,
290474,
42623,
43879263,
43879263,
14580033
],
[
-23232,
-23232,
-20354,
-16645951,
-14765698,
-16645951
],
[
14,
21,
7,
14,
21,
7
],
[
19,
33,
8,
19,
33,
8
],
[
10,
13,
5,
10,
13,
5
],
[
3588,
2697,
891,
3588,
2697,
891
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410375,
194446,
-202937,
336827,
226397,
339466
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757318292976,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 23,
"offset": 0,
"std": 1.01624
}
}
}
| # | 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) |
|---|