| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -917888.5167 | 67369.116 | -985257.6327 | -606211.0099 | -4523339.0671 | 3917128.0572 |
| Total P&L (%) | -917.8885 | 67.3691 | -985.2576 | -606.211 | -4523.3391 | 3917.1281 |
| Avg Daily Profit (%) | -0.5 | 0.0367 | -0.5367 | 0 | 0 | 0.2014 |
| Buy And Hold Return (%) | 708.0967 | 708.0967 | 708.0967 | 708.0967 | 708.0967 | 708.0967 |
| Max Trade Drawdown | -1014064 | -165753 | -997703 | -8481722 | -6572182 | -2505289 |
| Profit Factor | 0.4468 | 1.1917 | 0.2466 | 0.9642 | 0.5176 | 1.5171 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 49 | 29 | 20 | 46 | 21 | 25 |
| Losing Trades | 42 | 17 | 25 | 45 | 25 | 20 |
| Profitability (%) | 53.8462 | 63.0435 | 44.4444 | 50.5495 | 45.6522 | 55.5556 |
| Ratio Avg Win / Avg Loss | 0.383 | 0.6986 | 0.3082 | 0.9433 | 0.6162 | 1.2137 |
| Largest Winning Trade | 61887 | 61887 | 48893 | 7018535 | 1150713 | 7018535 |
| Largest Losing Trade | -416422 | -78752 | -416422 | -5807307 | -5807307 | -2475911 |
| Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
| Avg Bars in Winners | 44 | 45 | 44 | 60 | 71 | 51 |
| Avg Bars in Losers | 74 | 89 | 64 | 56 | 52 | 60 |
| Bars Traded | 5323 | 2829 | 2494 | 5323 | 2829 | 2494 |
| Profit Streak | 27.8083 | 81.1417 | 0 | 0 | 0 | 121.1417 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579495 | -318279 | -582872 | -580463 | -582395 | 382289 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5507,
"evaluation_days": 1835.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759317839515,
"expiration_time": 1764063648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 87,
"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": [
[
-917888.5166855453,
67369.1160310314,
-985257.6327165766,
-606211.0099142021,
-4523339.067139515,
3917128.0572253154
],
[
-917.888517,
67.369116,
-985.257633,
-606.21101,
-4523.339067,
3917.128057
],
[
-0.500029,
0.0367,
-0.536729,
0,
0,
0.201391
],
[
708.09674,
708.09674,
708.09674,
708.09674,
708.09674,
708.09674
],
[
-1014064,
-165753,
-997703,
-8481722,
-6572182,
-2505289
],
[
0.446783,
1.191671,
0.246572,
0.96424,
0.517584,
1.517062
],
[
91,
46,
45,
91,
46,
45
],
[
49,
29,
20,
46,
21,
25
],
[
42,
17,
25,
45,
25,
20
],
[
53.846154,
63.043478,
44.444444,
50.549451,
45.652174,
55.555556
],
[
0.382956,
0.698566,
0.308215,
0.943278,
0.616172,
1.21365
],
[
61887,
61887,
48893,
7018535,
1150713,
7018535
],
[
-416422,
-78752,
-416422,
-5807307,
-5807307,
-2475911
],
[
58,
61,
55,
58,
61,
55
],
[
44,
45,
44,
60,
71,
51
],
[
74,
89,
64,
56,
52,
60
],
[
5323,
2829,
2494,
5323,
2829,
2494
],
[
27.808328,
81.141661,
0,
0,
0,
121.141661
],
[
1,
2,
0,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579495,
-318279,
-582872,
-580463,
-582395,
382289
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5507,
"evaluation_days": 1835.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759317839515,
"expiration_time": 1764063648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 87,
"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) |
|---|