| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -754562.9345 | 134029.5338 | -888592.4683 | -2267702.1914 | -10386287.105 | 8118584.9136 |
| Total P&L (%) | -754.5629 | 134.0295 | -888.5925 | -2267.7022 | -10386.2871 | 8118.5849 |
| Avg Daily Profit (%) | -0.4107 | 0.073 | -0.4837 | 0 | 0 | 0.2403 |
| Buy And Hold Return (%) | 710.23 | 710.23 | 710.23 | 710.23 | 710.23 | 710.23 |
| Max Trade Drawdown | -888934 | -133860 | -942794 | -20991934 | -14666452 | -8757285 |
| Profit Factor | 0.4838 | 1.5563 | 0.2721 | 0.9456 | 0.4901 | 1.3806 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 36 | 19 | 17 | 29 | 15 | 14 |
| Losing Trades | 25 | 12 | 13 | 32 | 16 | 16 |
| Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 47.541 | 48.3871 | 46.6667 |
| Ratio Avg Win / Avg Loss | 0.3359 | 0.983 | 0.2081 | 1.0434 | 0.5228 | 1.5779 |
| Largest Winning Trade | 62740 | 60044 | 62740 | 20456973 | 2387419 | 20456973 |
| Largest Losing Trade | -501510 | -77140 | -501510 | -13232471 | -13232471 | -7356971 |
| Avg Bars in Trades | 171 | 183 | 159 | 171 | 183 | 159 |
| Avg Bars in Winners | 90 | 101 | 78 | 182 | 201 | 161 |
| Avg Bars in Losers | 288 | 313 | 265 | 162 | 167 | 157 |
| Bars Traded | 10488 | 5701 | 4787 | 10488 | 5701 | 4787 |
| Profit Streak | 57.0344 | 82.8677 | 0 | 0 | 0 | 180.0344 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -745047 | -259346 | -579961 | -746067 | -581445 | 349075 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11023,
"evaluation_days": 1837.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604088000000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759481370432,
"expiration_time": 1764225936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 233,
"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": [
[
-754562.9344980508,
134029.5338443597,
-888592.4683424104,
-2267702.1913941093,
-10386287.105002368,
8118584.913608262
],
[
-754.562934,
134.029534,
-888.592468,
-2267.702191,
-10386.287105,
8118.584914
],
[
-0.41072,
0.072954,
-0.483675,
0,
0,
0.240276
],
[
710.229959,
710.229959,
710.229959,
710.229959,
710.229959,
710.229959
],
[
-888934,
-133860,
-942794,
-20991934,
-14666452,
-8757285
],
[
0.483758,
1.556348,
0.272085,
0.945616,
0.490091,
1.380628
],
[
61,
31,
30,
61,
31,
30
],
[
36,
19,
17,
29,
15,
14
],
[
25,
12,
13,
32,
16,
16
],
[
59.016393,
61.290323,
56.666667,
47.540984,
48.387097,
46.666667
],
[
0.335943,
0.982957,
0.208065,
1.043439,
0.522764,
1.577861
],
[
62740,
60044,
62740,
20456973,
2387419,
20456973
],
[
-501510,
-77140,
-501510,
-13232471,
-13232471,
-7356971
],
[
171,
183,
159,
171,
183,
159
],
[
90,
101,
78,
182,
201,
161
],
[
288,
313,
265,
162,
167,
157
],
[
10488,
5701,
4787,
10488,
5701,
4787
],
[
57.03438,
82.867713,
0,
0,
0,
180.03438
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-745047,
-259346,
-579961,
-746067,
-581445,
349075
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11023,
"evaluation_days": 1837.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604088000000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759481370432,
"expiration_time": 1764225936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 233,
"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) |
|---|