| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1485747.2189 | 1557152.3119 | -71405.093 | 166213.927 | 3957717.7693 | -3791503.8423 |
| Total P&L (%) | 1485.7472 | 1557.1523 | -71.4051 | 166.2139 | 3957.7178 | -3791.5038 |
| Avg Daily Profit (%) | 0.8134 | 0.8525 | -0.0391 | 0.0536 | 0.2029 | 0 |
| Buy And Hold Return (%) | 643.5778 | 643.5778 | 643.5778 | 643.5778 | 643.5778 | 643.5778 |
| Max Trade Drawdown | -209700 | -133017 | -114032 | -4275725 | -2370194 | -4135070 |
| Profit Factor | 2.4047 | 3.811 | 0.8582 | 1.0107 | 1.4901 | 0.4909 |
| Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
| Profitability (%) | 40.2116 | 38.2979 | 42.1053 | 40.2116 | 38.2979 | 42.1053 |
| Ratio Avg Win / Avg Loss | 3.5754 | 6.1399 | 1.1801 | 1.5028 | 2.4007 | 0.675 |
| Largest Winning Trade | 1061942 | 1061942 | 74894 | 3102621 | 3102621 | 487204 |
| Largest Losing Trade | -32915 | -32915 | -30823 | -978132 | -947870 | -978132 |
| Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
| Avg Bars in Winners | 92 | 81 | 102 | 92 | 81 | 102 |
| Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
| Bars Traded | 10613 | 4824 | 5789 | 10613 | 4824 | 5789 |
| 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 | 363966 | 402781 | -582482 | -497550 | 179948 | -584148 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603555200000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758570372928,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 196,
"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": [
[
1485747.2188641415,
1557152.311893447,
-71405.0930293055,
166213.9269663351,
3957717.7692700317,
-3791503.8423036933
],
[
1485.747219,
1557.152312,
-71.405093,
166.213927,
3957.717769,
-3791.503842
],
[
0.813364,
0.852454,
-0.03909,
0.053616,
0.202936,
0
],
[
643.577767,
643.577767,
643.577767,
643.577767,
643.577767,
643.577767
],
[
-209700,
-133017,
-114032,
-4275725,
-2370194,
-4135070
],
[
2.404725,
3.81098,
0.858246,
1.010708,
1.490115,
0.490914
],
[
189,
94,
95,
189,
94,
95
],
[
76,
36,
40,
76,
36,
40
],
[
113,
58,
55,
113,
58,
55
],
[
40.21164,
38.297872,
42.105263,
40.21164,
38.297872,
42.105263
],
[
3.575447,
6.139913,
1.180088,
1.502763,
2.400741,
0.675007
],
[
1061942,
1061942,
74894,
3102621,
3102621,
487204
],
[
-32915,
-32915,
-30823,
-978132,
-947870,
-978132
],
[
56,
51,
60,
56,
51,
60
],
[
92,
81,
102,
92,
81,
102
],
[
31,
32,
30,
31,
32,
30
],
[
10613,
4824,
5789,
10613,
4824,
5789
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363966,
402781,
-582482,
-497550,
179948,
-584148
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603555200000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758570372928,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 196,
"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) |
|---|