| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1204447.726 | 1171625.3266 | 32822.3994 | 2139661.0467 | 2025855.4045 | 113805.6422 |
| Total P&L (%) | 1204.4477 | 1171.6253 | 32.8224 | 2139.661 | 2025.8554 | 113.8056 |
| Avg Daily Profit (%) | 0.6593 | 0.6414 | 0.018 | 0.1703 | 0.1675 | 0.0416 |
| Buy And Hold Return (%) | 664.7346 | 664.7346 | 664.7346 | 664.7346 | 664.7346 | 664.7346 |
| Max Trade Drawdown | -166739 | -75010 | -116253 | -1212673 | -811254 | -781637 |
| Profit Factor | 3.3738 | 5.7987 | 1.1247 | 1.4934 | 2.0355 | 1.0478 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 40.9836 | 43.3333 | 38.7097 | 40.9836 | 43.3333 | 38.7097 |
| Ratio Avg Win / Avg Loss | 4.8583 | 7.5829 | 1.7808 | 2.1504 | 2.6618 | 1.659 |
| Largest Winning Trade | 627205 | 627205 | 75046 | 1133362 | 1133362 | 975779 |
| Largest Losing Trade | -49475 | -36246 | -49475 | -478997 | -478997 | -471670 |
| Avg Bars in Trades | 115 | 108 | 122 | 115 | 108 | 122 |
| Avg Bars in Winners | 199 | 183 | 216 | 199 | 183 | 216 |
| Avg Bars in Losers | 57 | 50 | 62 | 57 | 50 | 62 |
| Bars Traded | 7033 | 3249 | 3784 | 7033 | 3249 | 3784 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -159511 | 326837 | -421314 | -162539 | 213102 | -474366 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7307,
"evaluation_days": 1826.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758581693380,
"expiration_time": 1763298936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 40,
"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": [
[
1204447.7259646226,
1171625.3265547133,
32822.3994099087,
2139661.0466619427,
2025855.4044964374,
113805.642165506
],
[
1204.447726,
1171.625327,
32.822399,
2139.661047,
2025.855404,
113.805642
],
[
0.659339,
0.641371,
0.017968,
0.170333,
0.167473,
0.041607
],
[
664.734648,
664.734648,
664.734648,
664.734648,
664.734648,
664.734648
],
[
-166739,
-75010,
-116253,
-1212673,
-811254,
-781637
],
[
3.373833,
5.79871,
1.12469,
1.493355,
2.035461,
1.047808
],
[
61,
30,
31,
61,
30,
31
],
[
25,
13,
12,
25,
13,
12
],
[
36,
17,
19,
36,
17,
19
],
[
40.983607,
43.333333,
38.709677,
40.983607,
43.333333,
38.709677
],
[
4.858319,
7.582929,
1.78076,
2.150431,
2.661756,
1.659029
],
[
627205,
627205,
75046,
1133362,
1133362,
975779
],
[
-49475,
-36246,
-49475,
-478997,
-478997,
-471670
],
[
115,
108,
122,
115,
108,
122
],
[
199,
183,
216,
199,
183,
216
],
[
57,
50,
62,
57,
50,
62
],
[
7033,
3249,
3784,
7033,
3249,
3784
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159511,
326837,
-421314,
-162539,
213102,
-474366
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7307,
"evaluation_days": 1826.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758581693380,
"expiration_time": 1763298936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 40,
"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) |
|---|