| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1891538.1073 | 1866173.4415 | 25364.6658 | 1694371.1119 | 2564516.6228 | -870145.511 |
| Total P&L (%) | 1891.5381 | 1866.1734 | 25.3647 | 1694.3711 | 2564.5166 | -870.1455 |
| Avg Daily Profit (%) | 1.0396 | 1.0257 | 0.0139 | 0.1588 | 0.1806 | 0 |
| Buy And Hold Return (%) | 562.5532 | 562.5532 | 562.5532 | 562.5532 | 562.5532 | 562.5532 |
| Max Trade Drawdown | -165242 | -112178 | -97829 | -2835999 | -1389587 | -1556130 |
| Profit Factor | 4.0387 | 7.1116 | 1.08 | 1.1785 | 1.5599 | 0.8228 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Profitability (%) | 40.2299 | 41.8605 | 38.6364 | 40.2299 | 41.8605 | 38.6364 |
| Ratio Avg Win / Avg Loss | 6.0004 | 9.8772 | 1.7153 | 1.751 | 2.1665 | 1.3068 |
| Largest Winning Trade | 1437522 | 1437522 | 76209 | 2184675 | 2184675 | 1377607 |
| Largest Losing Trade | -38002 | -38002 | -35325 | -758978 | -758978 | -455222 |
| Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
| Avg Bars in Winners | 137 | 123 | 151 | 137 | 123 | 151 |
| Avg Bars in Losers | 44 | 34 | 53 | 44 | 34 | 53 |
| Bars Traded | 7107 | 3092 | 4015 | 7107 | 3092 | 4015 |
| 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 | 507881 | 574078 | -475794 | -22010 | 209334 | -583472 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603519200000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757939457964,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 50,
"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": [
[
1891538.1072879368,
1866173.4415306393,
25364.6657572982,
1694371.1118701417,
2564516.622829704,
-870145.5109595633
],
[
1891.538107,
1866.173442,
25.364666,
1694.371112,
2564.516623,
-870.145511
],
[
1.039592,
1.025652,
0.01394,
0.158809,
0.180575,
0
],
[
562.553152,
562.553152,
562.553152,
562.553152,
562.553152,
562.553152
],
[
-165242,
-112178,
-97829,
-2835999,
-1389587,
-1556130
],
[
4.038716,
7.111592,
1.079982,
1.178534,
1.559889,
0.822784
],
[
87,
43,
44,
87,
43,
44
],
[
35,
18,
17,
35,
18,
17
],
[
52,
25,
27,
52,
25,
27
],
[
40.229885,
41.860465,
38.636364,
40.229885,
41.860465,
38.636364
],
[
6.000378,
9.877211,
1.715266,
1.750964,
2.166513,
1.306775
],
[
1437522,
1437522,
76209,
2184675,
2184675,
1377607
],
[
-38002,
-38002,
-35325,
-758978,
-758978,
-455222
],
[
81,
71,
91,
81,
71,
91
],
[
137,
123,
151,
137,
123,
151
],
[
44,
34,
53,
44,
34,
53
],
[
7107,
3092,
4015,
7107,
3092,
4015
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507881,
574078,
-475794,
-22010,
209334,
-583472
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603519200000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757939457964,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 50,
"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) |
|---|