| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1437209.386 | 1397037.5097 | 40171.8763 | 2148777.932 | 3613961.0083 | -1465183.0763 |
| Total P&L (%) | 1437.2094 | 1397.0375 | 40.1719 | 2148.7779 | 3613.961 | -1465.1831 |
| Avg Daily Profit (%) | 0.7899 | 0.7678 | 0.0221 | 0.1712 | 0.1989 | 0 |
| Buy And Hold Return (%) | 615.2542 | 615.2542 | 615.2542 | 615.2542 | 615.2542 | 615.2542 |
| Max Trade Drawdown | -149778 | -84767 | -103567 | -3880886 | -2760701 | -2157334 |
| Profit Factor | 2.7214 | 4.0846 | 1.1052 | 1.1476 | 1.4662 | 0.7847 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
| Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
| Profitability (%) | 43.1953 | 39.2857 | 47.0588 | 43.1953 | 39.2857 | 47.0588 |
| Ratio Avg Win / Avg Loss | 3.5788 | 6.3125 | 1.2433 | 1.5092 | 2.266 | 0.8828 |
| Largest Winning Trade | 752450 | 752450 | 75203 | 2990569 | 2990569 | 667284 |
| Largest Losing Trade | -38657 | -26618 | -38657 | -1212896 | -1138126 | -1212896 |
| Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
| Avg Bars in Winners | 33 | 40 | 27 | 33 | 40 | 27 |
| Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
| Bars Traded | 3558 | 1971 | 1587 | 3558 | 1971 | 1587 |
| 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 | 437023 | 385626 | -435187 | -53408 | 189717 | -581970 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757903781504,
"expiration_time": 1762610544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 51,
"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": [
[
1437209.3860373516,
1397037.5096882486,
40171.8763491024,
2148777.931994995,
3613961.0083289626,
-1465183.076333968
],
[
1437.209386,
1397.03751,
40.171876,
2148.777932,
3613.961008,
-1465.183076
],
[
0.789892,
0.767814,
0.022079,
0.171236,
0.198861,
0
],
[
615.254237,
615.254237,
615.254237,
615.254237,
615.254237,
615.254237
],
[
-149778,
-84767,
-103567,
-3880886,
-2760701,
-2157334
],
[
2.721391,
4.084568,
1.105162,
1.147611,
1.46624,
0.784714
],
[
169,
84,
85,
169,
84,
85
],
[
73,
33,
40,
73,
33,
40
],
[
96,
51,
45,
96,
51,
45
],
[
43.195266,
39.285714,
47.058824,
43.195266,
39.285714,
47.058824
],
[
3.578816,
6.312514,
1.243307,
1.509187,
2.266007,
0.882803
],
[
752450,
752450,
75203,
2990569,
2990569,
667284
],
[
-38657,
-26618,
-38657,
-1212896,
-1138126,
-1212896
],
[
21,
23,
18,
21,
23,
18
],
[
33,
40,
27,
33,
40,
27
],
[
11,
12,
11,
11,
12,
11
],
[
3558,
1971,
1587,
3558,
1971,
1587
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437023,
385626,
-435187,
-53408,
189717,
-581970
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757903781504,
"expiration_time": 1762610544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 51,
"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) |
|---|