| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1464419.921 | 1456025.5312 | 8394.3898 | 1054339.5324 | 2739835.2212 | -1685495.6887 |
| Total P&L (%) | 1464.4199 | 1456.0255 | 8.3944 | 1054.3395 | 2739.8352 | -1685.4957 |
| Avg Daily Profit (%) | 0.8057 | 0.801 | 0.0046 | 0.1347 | 0.1843 | 0 |
| Buy And Hold Return (%) | 804.5521 | 804.5521 | 804.5521 | 804.5521 | 804.5521 | 804.5521 |
| Max Trade Drawdown | -178134 | -108720 | -117365 | -9587867 | -6420829 | -5172209 |
| Profit Factor | 2.1984 | 3.3337 | 1.014 | 1.0313 | 1.1478 | 0.8888 |
| Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
| Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
| Losing Trades | 159 | 86 | 73 | 159 | 86 | 73 |
| Profitability (%) | 45.7338 | 41.0959 | 50.3401 | 45.7338 | 41.0959 | 50.3401 |
| Ratio Avg Win / Avg Loss | 2.6085 | 4.7783 | 1.0003 | 1.2237 | 1.6451 | 0.8768 |
| Largest Winning Trade | 1100904 | 1100904 | 61363 | 2794775 | 2794775 | 2064208 |
| Largest Losing Trade | -36826 | -22738 | -36826 | -1266192 | -1266192 | -1238222 |
| Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
| Avg Bars in Winners | 22 | 28 | 18 | 22 | 28 | 18 |
| Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
| Bars Traded | 5389 | 3063 | 2326 | 5389 | 3063 | 2326 |
| Profit Streak | 0 | 18.7272 | 0 | 0 | 18.7272 | 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 | 339022 | 327477 | -557358 | -267982 | -53996 | -580621 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5453,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755632107,
"expiration_time": 1762461792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 46,
"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": [
[
1464419.9209701242,
1456025.5311999768,
8394.3897701486,
1054339.5324360824,
2739835.221185785,
-1685495.6887496954
],
[
1464.419921,
1456.025531,
8.39439,
1054.339532,
2739.835221,
-1685.495689
],
[
0.805658,
0.80104,
0.004618,
0.134665,
0.18427,
0
],
[
804.552129,
804.552129,
804.552129,
804.552129,
804.552129,
804.552129
],
[
-178134,
-108720,
-117365,
-9587867,
-6420829,
-5172209
],
[
2.198375,
3.333669,
1.014035,
1.031289,
1.147776,
0.888797
],
[
293,
146,
147,
293,
146,
147
],
[
134,
60,
74,
134,
60,
74
],
[
159,
86,
73,
159,
86,
73
],
[
45.733788,
41.09589,
50.340136,
45.733788,
41.09589,
50.340136
],
[
2.60852,
4.778258,
1.000332,
1.223693,
1.645146,
0.876786
],
[
1100904,
1100904,
61363,
2794775,
2794775,
2064208
],
[
-36826,
-22738,
-36826,
-1266192,
-1266192,
-1238222
],
[
18,
20,
15,
18,
20,
15
],
[
22,
28,
18,
22,
28,
18
],
[
14,
15,
13,
14,
15,
13
],
[
5389,
3063,
2326,
5389,
3063,
2326
],
[
0,
18.727223,
0,
0,
18.727223,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339022,
327477,
-557358,
-267982,
-53996,
-580621
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5453,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755632107,
"expiration_time": 1762461792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 46,
"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) |
|---|