| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1621447.6323 | 1475992.4856 | 145455.1467 | 21520421.6226 | 16409371.0313 | 5111050.5913 |
| Total P&L (%) | 1621.4476 | 1475.9925 | 145.4551 | 21520.4216 | 16409.371 | 5111.0506 |
| Avg Daily Profit (%) | 0.8806 | 0.8016 | 0.079 | 0.2924 | 0.2777 | 0.2149 |
| Buy And Hold Return (%) | 688.5109 | 688.5109 | 688.5109 | 688.5109 | 688.5109 | 688.5109 |
| Max Trade Drawdown | -58099 | -67091 | -34558 | -10862502 | -7944660 | -5468679 |
| Profit Factor | 5.6325 | 8.0619 | 2.0315 | 1.6878 | 1.8879 | 1.399 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
| Ratio Avg Win / Avg Loss | 9.3875 | 16.1238 | 2.8441 | 2.813 | 3.7759 | 1.9586 |
| Largest Winning Trade | 765376 | 765376 | 71193 | 17067833 | 17067833 | 8894004 |
| Largest Losing Trade | -22291 | -22291 | -21723 | -3453634 | -3453634 | -2771145 |
| Avg Bars in Trades | 72 | 75 | 68 | 72 | 75 | 68 |
| Avg Bars in Winners | 132 | 154 | 115 | 132 | 154 | 115 |
| Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
| Bars Traded | 5200 | 2726 | 2474 | 5200 | 2726 | 2474 |
| 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 | -71666 | 334132 | -252639 | -76613 | 208883 | 242014 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5524,
"evaluation_days": 1841.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606953600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803984782,
"expiration_time": 1764567936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 6,
"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": [
[
1621447.6322674095,
1475992.4856063824,
145455.1466610267,
21520421.622637313,
16409371.031344578,
5111050.591292735
],
[
1621.447632,
1475.992486,
145.455147,
21520.421623,
16409.371031,
5111.050591
],
[
0.880585,
0.80159,
0.078995,
0.292402,
0.277712,
0.214932
],
[
688.510936,
688.510936,
688.510936,
688.510936,
688.510936,
688.510936
],
[
-58099,
-67091,
-34558,
-10862502,
-7944660,
-5468679
],
[
5.63247,
8.061922,
2.031518,
1.687794,
1.887941,
1.399026
],
[
72,
36,
36,
72,
36,
36
],
[
27,
12,
15,
27,
12,
15
],
[
45,
24,
21,
45,
24,
21
],
[
37.5,
33.333333,
41.666667,
37.5,
33.333333,
41.666667
],
[
9.387451,
16.123844,
2.844126,
2.81299,
3.775882,
1.958637
],
[
765376,
765376,
71193,
17067833,
17067833,
8894004
],
[
-22291,
-22291,
-21723,
-3453634,
-3453634,
-2771145
],
[
72,
75,
68,
72,
75,
68
],
[
132,
154,
115,
132,
154,
115
],
[
35,
36,
35,
35,
36,
35
],
[
5200,
2726,
2474,
5200,
2726,
2474
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-71666,
334132,
-252639,
-76613,
208883,
242014
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5524,
"evaluation_days": 1841.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606953600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803984782,
"expiration_time": 1764567936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 6,
"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) |
|---|