| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1572505.9442 | 1607805.2592 | -35299.315 | 480109.1462 | 5900936.0707 | -5420826.9245 |
| Total P&L (%) | 1572.5059 | 1607.8053 | -35.2993 | 480.1091 | 5900.9361 | -5420.8269 |
| Avg Daily Profit (%) | 0.864 | 0.8834 | -0.0194 | 0.0966 | 0.2252 | 0 |
| Buy And Hold Return (%) | 649.1824 | 649.1824 | 649.1824 | 649.1824 | 649.1824 | 649.1824 |
| Max Trade Drawdown | -240472 | -117726 | -122746 | -8989085 | -4636141 | -6159631 |
| Profit Factor | 2.8069 | 5.0395 | 0.9253 | 1.0186 | 1.4807 | 0.599 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Profitability (%) | 34.3511 | 30.7692 | 37.8788 | 34.3511 | 30.7692 | 37.8788 |
| Ratio Avg Win / Avg Loss | 5.3643 | 11.3389 | 1.5174 | 1.9467 | 3.3317 | 0.9824 |
| Largest Winning Trade | 969971 | 969971 | 72001 | 6545319 | 6545319 | 1172107 |
| Largest Losing Trade | -29986 | -23440 | -29986 | -1941894 | -1395229 | -1941894 |
| Avg Bars in Trades | 163 | 149 | 176 | 163 | 149 | 176 |
| Avg Bars in Winners | 303 | 292 | 311 | 303 | 292 | 311 |
| Avg Bars in Losers | 89 | 86 | 93 | 89 | 86 | 93 |
| Bars Traded | 21359 | 9713 | 11646 | 21359 | 9713 | 11646 |
| 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 | 315602 | -122085 | -707172 | -434413 | -128884 | -709949 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758045863685,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 224,
"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": [
[
1572505.9441847142,
1607805.2592052533,
-35299.3150205397,
480109.14620135,
5900936.07067841,
-5420826.924477063
],
[
1572.505944,
1607.805259,
-35.299315,
480.109146,
5900.936071,
-5420.826924
],
[
0.863976,
0.883371,
-0.019394,
0.096638,
0.225216,
0
],
[
649.18244,
649.18244,
649.18244,
649.18244,
649.18244,
649.18244
],
[
-240472,
-117726,
-122746,
-8989085,
-4636141,
-6159631
],
[
2.806885,
5.039512,
0.925255,
1.018613,
1.480736,
0.599048
],
[
131,
65,
66,
131,
65,
66
],
[
45,
20,
25,
45,
20,
25
],
[
86,
45,
41,
86,
45,
41
],
[
34.351145,
30.769231,
37.878788,
34.351145,
30.769231,
37.878788
],
[
5.36427,
11.338903,
1.517419,
1.946682,
3.331657,
0.982438
],
[
969971,
969971,
72001,
6545319,
6545319,
1172107
],
[
-29986,
-23440,
-29986,
-1941894,
-1395229,
-1941894
],
[
163,
149,
176,
163,
149,
176
],
[
303,
292,
311,
303,
292,
311
],
[
89,
86,
93,
89,
86,
93
],
[
21359,
9713,
11646,
21359,
9713,
11646
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315602,
-122085,
-707172,
-434413,
-128884,
-709949
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758045863685,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 224,
"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) |
|---|