| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1167996.7137 | 1131252.9475 | 36743.7662 | 2454530.1864 | 6465016.4565 | -4010486.2701 |
| Total P&L (%) | 1167.9967 | 1131.2529 | 36.7438 | 2454.5302 | 6465.0165 | -4010.4863 |
| Avg Daily Profit (%) | 0.6395 | 0.6194 | 0.0201 | 0.1776 | 0.2294 | 0 |
| Buy And Hold Return (%) | 665.6927 | 665.6927 | 665.6927 | 665.6927 | 665.6927 | 665.6927 |
| Max Trade Drawdown | -156089 | -147709 | -115891 | -5585618 | -2873189 | -5482860 |
| Profit Factor | 2.602 | 4.1469 | 1.0994 | 1.1585 | 2.0374 | 0.5667 |
| Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
| Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
| Profitability (%) | 48.4472 | 45.679 | 51.25 | 48.4472 | 45.679 | 51.25 |
| Ratio Avg Win / Avg Loss | 2.7688 | 4.9314 | 1.0458 | 1.2328 | 2.4228 | 0.539 |
| Largest Winning Trade | 548982 | 548982 | 52981 | 4599070 | 4599070 | 691413 |
| Largest Losing Trade | -47093 | -40735 | -47093 | -2149383 | -736041 | -2149383 |
| Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
| Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
| Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
| Bars Traded | 3495 | 2028 | 1467 | 3495 | 2028 | 1467 |
| Profit Streak | 4.1384 | 42.1384 | 0 | 4.1384 | 42.1384 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311651 | -2475 | -461952 | -40418 | -212 | -599796 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606089600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758511158645,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 122
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 125,
"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": [
[
1167996.7136781046,
1131252.947505645,
36743.7661724601,
2454530.1864159913,
6465016.456524466,
-4010486.270108473
],
[
1167.996714,
1131.252948,
36.743766,
2454.530186,
6465.016457,
-4010.48627
],
[
0.639473,
0.619356,
0.020117,
0.177571,
0.229353,
0
],
[
665.692706,
665.692706,
665.692706,
665.692706,
665.692706,
665.692706
],
[
-156089,
-147709,
-115891,
-5585618,
-2873189,
-5482860
],
[
2.601989,
4.146881,
1.099413,
1.158488,
2.037359,
0.566666
],
[
161,
81,
80,
161,
81,
80
],
[
78,
37,
41,
78,
37,
41
],
[
83,
44,
39,
83,
44,
39
],
[
48.447205,
45.679012,
51.25,
48.447205,
45.679012,
51.25
],
[
2.768783,
4.931426,
1.045783,
1.23275,
2.422805,
0.539023
],
[
548982,
548982,
52981,
4599070,
4599070,
691413
],
[
-47093,
-40735,
-47093,
-2149383,
-736041,
-2149383
],
[
21,
25,
18,
21,
25,
18
],
[
26,
29,
23,
26,
29,
23
],
[
17,
21,
12,
17,
21,
12
],
[
3495,
2028,
1467,
3495,
2028,
1467
],
[
4.13841,
42.13841,
0,
4.13841,
42.13841,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311651,
-2475,
-461952,
-40418,
-212,
-599796
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606089600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758511158645,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 122
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 125,
"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) |
|---|