| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1446523.3071 | 1450150.833 | -3627.5258 | 746892.0899 | 2885934.2759 | -2139042.186 |
| Total P&L (%) | 1446.5233 | 1450.1508 | -3.6275 | 746.8921 | 2885.9343 | -2139.0422 |
| Avg Daily Profit (%) | 0.7917 | 0.7937 | -0.002 | 0.117 | 0.1861 | 0 |
| Buy And Hold Return (%) | 850.9969 | 850.9969 | 850.9969 | 850.9969 | 850.9969 | 850.9969 |
| Max Trade Drawdown | -174030 | -106569 | -99104 | -6438487 | -4830281 | -3534524 |
| Profit Factor | 3.2938 | 5.1043 | 0.9869 | 1.0392 | 1.2495 | 0.7134 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 43.8356 | 38.8889 | 48.6486 | 43.8356 | 38.8889 | 48.6486 |
| Ratio Avg Win / Avg Loss | 4.2202 | 8.0211 | 1.0417 | 1.3315 | 1.9634 | 0.7531 |
| Largest Winning Trade | 988470 | 988470 | 69417 | 5391573 | 5391573 | 1260442 |
| Largest Losing Trade | -39600 | -36778 | -39600 | -2385542 | -2385542 | -1623932 |
| Avg Bars in Trades | 96 | 105 | 87 | 96 | 105 | 87 |
| Avg Bars in Winners | 123 | 149 | 103 | 123 | 149 | 103 |
| Avg Bars in Losers | 75 | 76 | 73 | 75 | 76 | 73 |
| Bars Traded | 7036 | 3787 | 3249 | 7036 | 3787 | 3249 |
| Profit Streak | 0 | 78.4624 | 0 | 0 | 78.4624 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -68172 | 300842 | -579631 | -458200 | 81941 | -581298 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7308,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604253600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758603951972,
"expiration_time": 1763321184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 99,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 163,
"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": [
[
1446523.3071230105,
1450150.8329586713,
-3627.5258356614,
746892.0899217555,
2885934.2759363423,
-2139042.1860145843
],
[
1446.523307,
1450.150833,
-3.627526,
746.89209,
2885.934276,
-2139.042186
],
[
0.791748,
0.793733,
-0.001986,
0.117003,
0.186079,
0
],
[
850.996903,
850.996903,
850.996903,
850.996903,
850.996903,
850.996903
],
[
-174030,
-106569,
-99104,
-6438487,
-4830281,
-3534524
],
[
3.293794,
5.104307,
0.986918,
1.039241,
1.249451,
0.713425
],
[
73,
36,
37,
73,
36,
37
],
[
32,
14,
18,
32,
14,
18
],
[
41,
22,
19,
41,
22,
19
],
[
43.835616,
38.888889,
48.648649,
43.835616,
38.888889,
48.648649
],
[
4.220173,
8.021054,
1.041747,
1.331528,
1.963423,
0.75306
],
[
988470,
988470,
69417,
5391573,
5391573,
1260442
],
[
-39600,
-36778,
-39600,
-2385542,
-2385542,
-1623932
],
[
96,
105,
87,
96,
105,
87
],
[
123,
149,
103,
123,
149,
103
],
[
75,
76,
73,
75,
76,
73
],
[
7036,
3787,
3249,
7036,
3787,
3249
],
[
0,
78.462407,
0,
0,
78.462407,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-68172,
300842,
-579631,
-458200,
81941,
-581298
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7308,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604253600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758603951972,
"expiration_time": 1763321184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 99,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 163,
"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) |
|---|