| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1077287.9769 | 1128076.5629 | -50788.586 | 331041.6936 | 763251.2972 | -432209.6036 |
| Total P&L (%) | 1077.288 | 1128.0766 | -50.7886 | 331.0417 | 763.2513 | -432.2096 |
| Avg Daily Profit (%) | 0.5857 | 0.6134 | -0.0276 | 0.0795 | 0.1173 | 0 |
| Buy And Hold Return (%) | 640.4015 | 640.4015 | 640.4015 | 640.4015 | 640.4015 | 640.4015 |
| Max Trade Drawdown | -187813 | -82534 | -143051 | -889679 | -545796 | -463869 |
| Profit Factor | 2.6433 | 4.7964 | 0.8583 | 1.1397 | 1.7154 | 0.6682 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Profitability (%) | 39.3939 | 45.4545 | 33.3333 | 39.3939 | 45.4545 | 33.3333 |
| Ratio Avg Win / Avg Loss | 4.0665 | 5.7556 | 1.7166 | 1.7534 | 2.0584 | 1.3364 |
| Largest Winning Trade | 605404 | 605404 | 77464 | 501253 | 501253 | 255982 |
| Largest Losing Trade | -69317 | -32284 | -69317 | -201760 | -160146 | -201760 |
| Avg Bars in Trades | 163 | 158 | 169 | 163 | 158 | 169 |
| Avg Bars in Winners | 288 | 256 | 331 | 288 | 256 | 331 |
| Avg Bars in Losers | 82 | 76 | 87 | 82 | 76 | 87 |
| Bars Traded | 10806 | 5229 | 5577 | 10806 | 5229 | 5577 |
| Profit Streak | 52.3035 | 181.6369 | 0 | 52.3035 | 181.6369 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -124969 | 370869 | -584506 | -450703 | -139310 | -585617 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11035,
"evaluation_days": 1839.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759648625811,
"expiration_time": 1764403920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 61,
"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": [
[
1077287.9769243954,
1128076.5629473967,
-50788.5860230017,
331041.6935966528,
763251.2971778964,
-432209.6035812437
],
[
1077.287977,
1128.076563,
-50.788586,
331.041694,
763.251297,
-432.209604
],
[
0.585747,
0.613362,
-0.027615,
0.079471,
0.11727,
0
],
[
640.401533,
640.401533,
640.401533,
640.401533,
640.401533,
640.401533
],
[
-187813,
-82534,
-143051,
-889679,
-545796,
-463869
],
[
2.64325,
4.796356,
0.858305,
1.139704,
1.715369,
0.66821
],
[
66,
33,
33,
66,
33,
33
],
[
26,
15,
11,
26,
15,
11
],
[
40,
18,
22,
40,
18,
22
],
[
39.393939,
45.454545,
33.333333,
39.393939,
45.454545,
33.333333
],
[
4.066539,
5.755627,
1.71661,
1.753391,
2.058442,
1.33642
],
[
605404,
605404,
77464,
501253,
501253,
255982
],
[
-69317,
-32284,
-69317,
-201760,
-160146,
-201760
],
[
163,
158,
169,
163,
158,
169
],
[
288,
256,
331,
288,
256,
331
],
[
82,
76,
87,
82,
76,
87
],
[
10806,
5229,
5577,
10806,
5229,
5577
],
[
52.303539,
181.636873,
0,
52.303539,
181.636873,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-124969,
370869,
-584506,
-450703,
-139310,
-585617
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11035,
"evaluation_days": 1839.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759648625811,
"expiration_time": 1764403920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 61,
"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) |
|---|