| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1150394.34 | 14716.6836 | -1165111.0237 | -1248265.426 | -6054491.0706 | 4806225.6446 |
| Total P&L (%) | -1150.3943 | 14.7167 | -1165.111 | -1248.2654 | -6054.4911 | 4806.2256 |
| Avg Daily Profit (%) | -0.6316 | 0.0081 | -0.6397 | 0 | 0 | 0.214 |
| Buy And Hold Return (%) | 659.0303 | 659.0303 | 659.0303 | 659.0303 | 659.0303 | 659.0303 |
| Max Trade Drawdown | -1192941 | -161014 | -653680 | -13811330 | -10200901 | -3873670 |
| Profit Factor | 0.3376 | 1.0485 | 0.1872 | 0.9438 | 0.551 | 1.5503 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 36 | 19 | 17 | 25 | 11 | 14 |
| Losing Trades | 25 | 12 | 13 | 36 | 20 | 16 |
| Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 40.9836 | 35.4839 | 46.6667 |
| Ratio Avg Win / Avg Loss | 0.2344 | 0.6622 | 0.1432 | 1.3591 | 1.0018 | 1.7718 |
| Largest Winning Trade | 55392 | 55392 | 31817 | 6941468 | 1937774 | 6941468 |
| Largest Losing Trade | -627183 | -72912 | -627183 | -8690991 | -8690991 | -3161716 |
| Avg Bars in Trades | 86 | 88 | 85 | 86 | 88 | 85 |
| Avg Bars in Winners | 40 | 42 | 37 | 85 | 83 | 86 |
| Avg Bars in Losers | 153 | 160 | 147 | 87 | 90 | 84 |
| Bars Traded | 5282 | 2732 | 2550 | 5282 | 2732 | 2550 |
| Profit Streak | 27.8738 | 175.5405 | 27.8738 | 0 | 0 | 0 |
| Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744144 | -513794 | -579420 | -748895 | -584796 | 343363 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5464,
"evaluation_days": 1821.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601798400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758085097879,
"expiration_time": 1762788096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-1150394.3400123043,
14716.6836448849,
-1165111.023657189,
-1248265.425970803,
-6054491.070586117,
4806225.644615312
],
[
-1150.39434,
14.716684,
-1165.111024,
-1248.265426,
-6054.491071,
4806.225645
],
[
-0.631623,
0.00808,
-0.639703,
0,
0,
0.213978
],
[
659.030284,
659.030284,
659.030284,
659.030284,
659.030284,
659.030284
],
[
-1192941,
-161014,
-653680,
-13811330,
-10200901,
-3873670
],
[
0.337587,
1.048548,
0.187246,
0.943816,
0.55097,
1.550283
],
[
61,
31,
30,
61,
31,
30
],
[
36,
19,
17,
25,
11,
14
],
[
25,
12,
13,
36,
20,
16
],
[
59.016393,
61.290323,
56.666667,
40.983607,
35.483871,
46.666667
],
[
0.234436,
0.662241,
0.143188,
1.359095,
1.001763,
1.771752
],
[
55392,
55392,
31817,
6941468,
1937774,
6941468
],
[
-627183,
-72912,
-627183,
-8690991,
-8690991,
-3161716
],
[
86,
88,
85,
86,
88,
85
],
[
40,
42,
37,
85,
83,
86
],
[
153,
160,
147,
87,
90,
84
],
[
5282,
2732,
2550,
5282,
2732,
2550
],
[
27.873818,
175.540485,
27.873818,
0,
0,
0
],
[
3,
4,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744144,
-513794,
-579420,
-748895,
-584796,
343363
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5464,
"evaluation_days": 1821.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601798400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758085097879,
"expiration_time": 1762788096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|