| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 981296.4677 | 975477.413 | 5819.0547 | 849246.9035 | 2889569.1235 | -2040322.2199 |
| Total P&L (%) | 981.2965 | 975.4774 | 5.8191 | 849.2469 | 2889.5691 | -2040.3222 |
| Avg Daily Profit (%) | 0.5367 | 0.5335 | 0.0032 | 0.1232 | 0.186 | 0 |
| Buy And Hold Return (%) | 927.5411 | 927.5411 | 927.5411 | 927.5411 | 927.5411 | 927.5411 |
| Max Trade Drawdown | -137560 | -101543 | -97847 | -3032956 | -1125214 | -2413485 |
| Profit Factor | 3.1411 | 4.769 | 1.0292 | 1.1366 | 2.0494 | 0.4107 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 47.619 | 48.3871 | 46.875 | 47.619 | 48.3871 | 46.875 |
| Ratio Avg Win / Avg Loss | 3.4552 | 5.0869 | 1.1664 | 1.2503 | 2.1861 | 0.4655 |
| Largest Winning Trade | 460497 | 460497 | 56789 | 2842233 | 2842233 | 362900 |
| Largest Losing Trade | -60540 | -37047 | -60540 | -2094360 | -475561 | -2094360 |
| Avg Bars in Trades | 54 | 81 | 28 | 54 | 81 | 28 |
| Avg Bars in Winners | 70 | 105 | 35 | 70 | 105 | 35 |
| Avg Bars in Losers | 40 | 59 | 22 | 40 | 59 | 22 |
| Bars Traded | 3460 | 2536 | 924 | 3460 | 2536 | 924 |
| Profit Streak | 0 | 198.6452 | 0 | 0 | 198.6452 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -282755 | -130876 | -543752 | -416121 | 328114 | -581747 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607774400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758684542997,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 162,
"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": [
[
981296.4676875235,
975477.4130005946,
5819.054686929,
849246.9035414995,
2889569.1234913934,
-2040322.219949894
],
[
981.296468,
975.477413,
5.819055,
849.246904,
2889.569123,
-2040.32222
],
[
0.536667,
0.533485,
0.003182,
0.123155,
0.185993,
0
],
[
927.541102,
927.541102,
927.541102,
927.541102,
927.541102,
927.541102
],
[
-137560,
-101543,
-97847,
-3032956,
-1125214,
-2413485
],
[
3.141099,
4.768989,
1.029169,
1.136629,
2.049448,
0.410704
],
[
63,
31,
32,
63,
31,
32
],
[
30,
15,
15,
30,
15,
15
],
[
33,
16,
17,
33,
16,
17
],
[
47.619048,
48.387097,
46.875,
47.619048,
48.387097,
46.875
],
[
3.455209,
5.086922,
1.166391,
1.250292,
2.186078,
0.465464
],
[
460497,
460497,
56789,
2842233,
2842233,
362900
],
[
-60540,
-37047,
-60540,
-2094360,
-475561,
-2094360
],
[
54,
81,
28,
54,
81,
28
],
[
70,
105,
35,
70,
105,
35
],
[
40,
59,
22,
40,
59,
22
],
[
3460,
2536,
924,
3460,
2536,
924
],
[
0,
198.645173,
0,
0,
198.645174,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-282755,
-130876,
-543752,
-416121,
328114,
-581747
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3657,
"evaluation_days": 1828.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607774400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758684542997,
"expiration_time": 1763411472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 162,
"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) |
|---|