| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1623372.396 | 1540734.1393 | 82638.2567 | 5536328.6788 | 7019839.6674 | -1483510.9886 |
| Total P&L (%) | 1623.3724 | 1540.7341 | 82.6383 | 5536.3287 | 7019.8397 | -1483.511 |
| Avg Daily Profit (%) | 0.8852 | 0.8401 | 0.0451 | 0.2201 | 0.2328 | 0 |
| Buy And Hold Return (%) | 736.3901 | 736.3901 | 736.3901 | 736.3901 | 736.3901 | 736.3901 |
| Max Trade Drawdown | -93427 | -72113 | -64504 | -14525008 | -7971273 | -8287708 |
| Profit Factor | 4.0121 | 7.2174 | 1.2838 | 1.1015 | 1.257 | 0.9455 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 40 | 34.0426 | 45.8333 | 40 | 34.0426 | 45.8333 |
| Ratio Avg Win / Avg Loss | 6.0181 | 13.9837 | 1.5173 | 1.6523 | 2.4354 | 1.1174 |
| Largest Winning Trade | 839180 | 839180 | 64230 | 13981787 | 13981787 | 4317378 |
| Largest Losing Trade | -26513 | -21348 | -26513 | -3860799 | -3361430 | -3860799 |
| Avg Bars in Trades | 72 | 66 | 77 | 72 | 66 | 77 |
| Avg Bars in Winners | 125 | 127 | 124 | 125 | 127 | 124 |
| Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
| Bars Traded | 6859 | 3128 | 3731 | 6859 | 3128 | 3731 |
| Profit Streak | 0 | 85.2281 | 0 | 0 | 85.2281 | 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 | 401369 | 356002 | -298940 | -103149 | 132626 | -580642 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7336,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605031200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759210110205,
"expiration_time": 1763944128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 199,
"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": [
[
1623372.3959979853,
1540734.1392657957,
82638.2567321894,
5536328.678779489,
7019839.667422955,
-1483510.9886434695
],
[
1623.372396,
1540.734139,
82.638257,
5536.328679,
7019.839667,
-1483.510989
],
[
0.885154,
0.840095,
0.045059,
0.220079,
0.232848,
0
],
[
736.39011,
736.39011,
736.39011,
736.39011,
736.39011,
736.39011
],
[
-93427,
-72113,
-64504,
-14525008,
-7971273,
-8287708
],
[
4.012098,
7.217391,
1.283843,
1.101539,
1.256962,
0.94547
],
[
95,
47,
48,
95,
47,
48
],
[
38,
16,
22,
38,
16,
22
],
[
57,
31,
26,
57,
31,
26
],
[
40,
34.042553,
45.833333,
40,
34.042553,
45.833333
],
[
6.018147,
13.983696,
1.517269,
1.652309,
2.435363,
1.117374
],
[
839180,
839180,
64230,
13981787,
13981787,
4317378
],
[
-26513,
-21348,
-26513,
-3860799,
-3361430,
-3860799
],
[
72,
66,
77,
72,
66,
77
],
[
125,
127,
124,
125,
127,
124
],
[
36,
35,
38,
36,
35,
38
],
[
6859,
3128,
3731,
6859,
3128,
3731
],
[
0,
85.228127,
0,
0,
85.228127,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401369,
356002,
-298940,
-103149,
132626,
-580642
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7336,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605031200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759210110205,
"expiration_time": 1763944128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 199,
"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) |
|---|