| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -306346.4967 | 111404.9781 | -417751.4748 | 4068022.235 | 2442398.4426 | 1625623.7924 |
| Total P&L (%) | -306.3465 | 111.405 | -417.7515 | 4068.0222 | 2442.3984 | 1625.6238 |
| Avg Daily Profit (%) | -0.1676 | 0.0609 | -0.2285 | 0.2043 | 0.1772 | 0.1559 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -591470 | -99883 | -560203 | -1550745 | -908174 | -964174 |
| Profit Factor | 0.7004 | 1.4917 | 0.4751 | 2.0659 | 2.4132 | 1.7785 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 54 | 27 | 27 | 52 | 27 | 25 |
| Losing Trades | 35 | 18 | 17 | 37 | 18 | 19 |
| Profitability (%) | 60.6742 | 60 | 61.3636 | 58.427 | 60 | 56.8182 |
| Ratio Avg Win / Avg Loss | 0.454 | 0.9944 | 0.2991 | 1.47 | 1.6088 | 1.3516 |
| Largest Winning Trade | 50853 | 43476 | 50853 | 1522699 | 854509 | 1522699 |
| Largest Losing Trade | -351030 | -60890 | -351030 | -908174 | -908174 | -761842 |
| Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
| Avg Bars in Winners | 27 | 25 | 28 | 37 | 35 | 40 |
| Avg Bars in Losers | 51 | 51 | 51 | 34 | 36 | 32 |
| Bars Traded | 3259 | 1612 | 1646 | 3259 | 1612 | 1646 |
| Profit Streak | 150.8036 | 150.8036 | 251.3036 | 150.8036 | 150.8036 | 251.3036 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577542 | -109154 | -577825 | 498039 | 548834 | 442313 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3656,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1613476800000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758655032551,
"expiration_time": 1763366976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 203,
"offset": 93
}
}
}
{
"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": [
[
-306346.4967079821,
111404.9781313849,
-417751.4748393668,
4068022.23504429,
2442398.442612961,
1625623.792431329
],
[
-306.346497,
111.404978,
-417.751475,
4068.022235,
2442.398443,
1625.623792
],
[
-0.167586,
0.060944,
-0.228529,
0.204258,
0.177164,
0.15593
],
[
10,
10,
10,
10,
10,
10
],
[
-591470,
-99883,
-560203,
-1550745,
-908174,
-964174
],
[
0.700386,
1.491651,
0.475106,
2.065913,
2.413195,
1.778486
],
[
89,
45,
44,
89,
45,
44
],
[
54,
27,
27,
52,
27,
25
],
[
35,
18,
17,
37,
18,
19
],
[
60.674157,
60,
61.363636,
58.426966,
60,
56.818182
],
[
0.453954,
0.994434,
0.299141,
1.469976,
1.608796,
1.351649
],
[
50853,
43476,
50853,
1522699,
854509,
1522699
],
[
-351030,
-60890,
-351030,
-908174,
-908174,
-761842
],
[
36,
35,
37,
36,
35,
37
],
[
27,
25,
28,
37,
35,
40
],
[
51,
51,
51,
34,
36,
32
],
[
3259,
1612,
1646,
3259,
1612,
1646
],
[
150.803617,
150.803617,
251.303617,
150.803617,
150.803617,
251.303617
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577542,
-109154,
-577825,
498039,
548834,
442313
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3656,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1613476800000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758655032551,
"expiration_time": 1763366976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 203,
"offset": 93
}
}
}
| # | 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) |
|---|