| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1455768.1198 | 1518932.9683 | -63164.8484 | 138963.5029 | 8157132.6523 | -8018169.1493 |
| Total P&L (%) | 1455.7681 | 1518.933 | -63.1648 | 138.9635 | 8157.1327 | -8018.1691 |
| Avg Daily Profit (%) | 0.7988 | 0.8334 | -0.0347 | 0.0478 | 0.2425 | 0 |
| Buy And Hold Return (%) | 935.2178 | 935.2178 | 935.2178 | 935.2178 | 935.2178 | 935.2178 |
| Max Trade Drawdown | -202553 | -159822 | -145703 | -10808144 | -3632839 | -9021730 |
| Profit Factor | 3.1884 | 5.8395 | 0.8202 | 1.0077 | 2.3699 | 0.338 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
| Ratio Avg Win / Avg Loss | 4.4147 | 9.2459 | 0.996 | 1.3953 | 3.7523 | 0.4104 |
| Largest Winning Trade | 1042362 | 1042362 | 63591 | 8911287 | 8911287 | 910235 |
| Largest Losing Trade | -56646 | -33871 | -56646 | -6257807 | -1042230 | -6257807 |
| Avg Bars in Trades | 55 | 61 | 49 | 55 | 61 | 49 |
| Avg Bars in Winners | 75 | 89 | 62 | 75 | 89 | 62 |
| Avg Bars in Losers | 41 | 44 | 37 | 41 | 44 | 37 |
| Bars Traded | 3443 | 1919 | 1524 | 3443 | 1919 | 1524 |
| 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 | -152509 | 280094 | -582699 | -668815 | 305426 | -582699 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607947200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758160332192,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 156,
"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": [
[
1455768.119844642,
1518932.9682804316,
-63164.8484357891,
138963.5029485316,
8157132.652269299,
-8018169.149320775
],
[
1455.76812,
1518.932968,
-63.164848,
138.963503,
8157.132652,
-8018.169149
],
[
0.798775,
0.833434,
-0.034658,
0.047811,
0.24247,
0
],
[
935.217765,
935.217765,
935.217765,
935.217765,
935.217765,
935.217765
],
[
-202553,
-159822,
-145703,
-10808144,
-3632839,
-9021730
],
[
3.188395,
5.83953,
0.820229,
1.007692,
2.369864,
0.337967
],
[
62,
31,
31,
62,
31,
31
],
[
26,
12,
14,
26,
12,
14
],
[
36,
19,
17,
36,
19,
17
],
[
41.935484,
38.709677,
45.16129,
41.935484,
38.709677,
45.16129
],
[
4.414701,
9.245922,
0.995992,
1.395266,
3.752284,
0.410388
],
[
1042362,
1042362,
63591,
8911287,
8911287,
910235
],
[
-56646,
-33871,
-56646,
-6257807,
-1042230,
-6257807
],
[
55,
61,
49,
55,
61,
49
],
[
75,
89,
62,
75,
89,
62
],
[
41,
44,
37,
41,
44,
37
],
[
3443,
1919,
1524,
3443,
1919,
1524
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-152509,
280094,
-582699,
-668815,
305426,
-582699
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607947200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758160332192,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 156,
"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) |
|---|