| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1362447.269 | 1271424.3193 | 91022.9496 | 6669713.0375 | 5146729.574 | 1522983.4634 |
| Total P&L (%) | 1362.4473 | 1271.4243 | 91.023 | 6669.713 | 5146.7296 | 1522.9835 |
| Avg Daily Profit (%) | 0.7506 | 0.7004 | 0.0501 | 0.2325 | 0.2184 | 0.1536 |
| Buy And Hold Return (%) | 603.3839 | 603.3839 | 603.3839 | 603.3839 | 603.3839 | 603.3839 |
| Max Trade Drawdown | -103519 | -68005 | -55457 | -5314787 | -3351827 | -2457405 |
| Profit Factor | 3.4718 | 5.8255 | 1.3164 | 1.3566 | 1.6312 | 1.1443 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 41.3793 | 37.2093 | 45.4545 | 41.3793 | 37.2093 | 45.4545 |
| Ratio Avg Win / Avg Loss | 4.9184 | 9.8305 | 1.5796 | 1.9218 | 2.7527 | 1.3732 |
| Largest Winning Trade | 688111 | 688111 | 76036 | 4856706 | 4856706 | 2590797 |
| Largest Losing Trade | -29812 | -21054 | -29812 | -1759592 | -1465034 | -1759592 |
| Avg Bars in Trades | 246 | 237 | 254 | 246 | 237 | 254 |
| Avg Bars in Winners | 404 | 383 | 420 | 404 | 383 | 420 |
| Avg Bars in Losers | 134 | 151 | 115 | 134 | 151 | 115 |
| Bars Traded | 21426 | 10229 | 11197 | 21426 | 10229 | 11197 |
| Profit Streak | 30.4343 | 109.351 | 30.4343 | 30.4343 | 109.351 | 30.4343 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 435483 | 380708 | -291600 | 278553 | 263453 | -58816 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21783,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1757628000000,
"evaluation_time": 1757629527231,
"expiration_time": 1763274153600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"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": [
[
1362447.268986032,
1271424.3193487031,
91022.9496373286,
6669713.037455061,
5146729.574047991,
1522983.4634070694
],
[
1362.447269,
1271.424319,
91.02295,
6669.713037,
5146.729574,
1522.983463
],
[
0.750556,
0.700413,
0.050143,
0.232472,
0.2184,
0.153642
],
[
603.383886,
603.383886,
603.383886,
603.383886,
603.383886,
603.383886
],
[
-103519,
-68005,
-55457,
-5314787,
-3351827,
-2457405
],
[
3.47182,
5.825507,
1.316368,
1.35657,
1.631206,
1.144339
],
[
87,
43,
44,
87,
43,
44
],
[
36,
16,
20,
36,
16,
20
],
[
51,
27,
24,
51,
27,
24
],
[
41.37931,
37.209302,
45.454545,
41.37931,
37.209302,
45.454545
],
[
4.918412,
9.830544,
1.579642,
1.921807,
2.752661,
1.373207
],
[
688111,
688111,
76036,
4856706,
4856706,
2590797
],
[
-29812,
-21054,
-29812,
-1759592,
-1465034,
-1759592
],
[
246,
237,
254,
246,
237,
254
],
[
404,
383,
420,
404,
383,
420
],
[
134,
151,
115,
134,
151,
115
],
[
21426,
10229,
11197,
21426,
10229,
11197
],
[
30.434343,
109.35101,
30.434343,
30.434343,
109.35101,
30.434343
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435483,
380708,
-291600,
278553,
263453,
-58816
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21783,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1757628000000,
"evaluation_time": 1757629527231,
"expiration_time": 1763274153600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"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) |
|---|