| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1486396.0731 | 1417003.6667 | 69392.4064 | 4175745.2582 | 5405405.1273 | -1229659.8691 |
| Total P&L (%) | 1486.3961 | 1417.0037 | 69.3924 | 4175.7453 | 5405.4051 | -1229.6599 |
| Avg Daily Profit (%) | 0.814 | 0.776 | 0.038 | 0.2059 | 0.2198 | 0 |
| Buy And Hold Return (%) | 832.0958 | 832.0958 | 832.0958 | 832.0958 | 832.0958 | 832.0958 |
| Max Trade Drawdown | -105858 | -122933 | -44347 | -7260009 | -5132042 | -4362835 |
| Profit Factor | 4.1621 | 5.764 | 1.402 | 1.1749 | 1.3746 | 0.8698 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 52.1739 | 50 | 54.2857 | 52.1739 | 50 | 54.2857 |
| Ratio Avg Win / Avg Loss | 3.8153 | 5.764 | 1.1806 | 1.077 | 1.3746 | 0.7325 |
| Largest Winning Trade | 1011187 | 1011187 | 51806 | 4507209 | 4507209 | 1541793 |
| Largest Losing Trade | -44347 | -39018 | -44347 | -4362835 | -3194045 | -4362835 |
| Avg Bars in Trades | 50 | 77 | 23 | 50 | 77 | 23 |
| Avg Bars in Winners | 56 | 89 | 27 | 56 | 89 | 27 |
| Avg Bars in Losers | 43 | 66 | 19 | 43 | 66 | 19 |
| Bars Traded | 3473 | 2639 | 834 | 3473 | 2639 | 834 |
| 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 | -93672 | 447465 | -306383 | -127116 | 302143 | -579954 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3652,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758487274722,
"expiration_time": 1763188992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 112,
"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": [
[
1486396.073091984,
1417003.6667046223,
69392.4063873618,
4175745.2582320785,
5405405.127333538,
-1229659.8691014636
],
[
1486.396073,
1417.003667,
69.392406,
4175.745258,
5405.405127,
-1229.659869
],
[
0.814018,
0.776015,
0.038002,
0.205882,
0.219755,
0
],
[
832.095805,
832.095805,
832.095805,
832.095805,
832.095805,
832.095805
],
[
-105858,
-122933,
-44347,
-7260009,
-5132042,
-4362835
],
[
4.162149,
5.763979,
1.402001,
1.174874,
1.374551,
0.869834
],
[
69,
34,
35,
69,
34,
35
],
[
36,
17,
19,
36,
17,
19
],
[
33,
17,
16,
33,
17,
16
],
[
52.173913,
50,
54.285714,
52.173913,
50,
54.285714
],
[
3.815304,
5.763979,
1.180632,
1.076968,
1.374551,
0.732492
],
[
1011187,
1011187,
51806,
4507209,
4507209,
1541793
],
[
-44347,
-39018,
-44347,
-4362835,
-3194045,
-4362835
],
[
50,
77,
23,
50,
77,
23
],
[
56,
89,
27,
56,
89,
27
],
[
43,
66,
19,
43,
66,
19
],
[
3473,
2639,
834,
3473,
2639,
834
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93672,
447465,
-306383,
-127116,
302143,
-579954
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3652,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758487274722,
"expiration_time": 1763188992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 112,
"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) |
|---|