| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1257923.2052 | 1185313.1759 | 72610.0293 | 4042572.0904 | 4950765.1962 | -908193.1057 |
| Total P&L (%) | 1257.9232 | 1185.3132 | 72.61 | 4042.5721 | 4950.7652 | -908.1931 |
| Avg Daily Profit (%) | 0.6923 | 0.6524 | 0.04 | 0.2052 | 0.2161 | 0 |
| Buy And Hold Return (%) | 596.1377 | 596.1377 | 596.1377 | 596.1377 | 596.1377 | 596.1377 |
| Max Trade Drawdown | -90373 | -49059 | -88560 | -7380703 | -4451982 | -4192785 |
| Profit Factor | 3.2548 | 6.0463 | 1.2248 | 1.2045 | 1.6015 | 0.9213 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 41.1765 | 35.7143 | 46.5116 | 41.1765 | 35.7143 | 46.5116 |
| Ratio Avg Win / Avg Loss | 4.6498 | 10.8833 | 1.4085 | 1.7207 | 2.8826 | 1.0595 |
| Largest Winning Trade | 720023 | 720023 | 76661 | 4648410 | 4648410 | 2437809 |
| Largest Losing Trade | -50087 | -19468 | -50087 | -1308573 | -1050058 | -1308573 |
| Avg Bars in Trades | 252 | 238 | 266 | 252 | 238 | 266 |
| Avg Bars in Winners | 408 | 383 | 426 | 408 | 383 | 426 |
| Avg Bars in Losers | 143 | 157 | 126 | 143 | 157 | 126 |
| Bars Traded | 21444 | 9999 | 11445 | 21444 | 9999 | 11445 |
| Profit Streak | 0 | 109.296 | 0 | 0 | 109.296 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327909 | 320810 | -306981 | 192358 | 239475 | -580417 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21803,
"evaluation_days": 1816.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757772000000,
"evaluation_time": 1757775977471,
"expiration_time": 1763423337600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 62,
"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": [
[
1257923.2051970784,
1185313.1759370333,
72610.0292600452,
4042572.0904429853,
4950765.196173638,
-908193.1057306534
],
[
1257.923205,
1185.313176,
72.610029,
4042.57209,
4950.765196,
-908.193106
],
[
0.692338,
0.652375,
0.039963,
0.205167,
0.2161,
0
],
[
596.137738,
596.137738,
596.137738,
596.137738,
596.137738,
596.137738
],
[
-90373,
-49059,
-88560,
-7380703,
-4451982,
-4192785
],
[
3.254829,
6.046285,
1.224805,
1.204513,
1.60146,
0.92127
],
[
85,
42,
43,
85,
42,
43
],
[
35,
15,
20,
35,
15,
20
],
[
50,
27,
23,
50,
27,
23
],
[
41.176471,
35.714286,
46.511628,
41.176471,
35.714286,
46.511628
],
[
4.649755,
10.883313,
1.408526,
1.720733,
2.882627,
1.059461
],
[
720023,
720023,
76661,
4648410,
4648410,
2437809
],
[
-50087,
-19468,
-50087,
-1308573,
-1050058,
-1308573
],
[
252,
238,
266,
252,
238,
266
],
[
408,
383,
426,
408,
383,
426
],
[
143,
157,
126,
143,
157,
126
],
[
21444,
9999,
11445,
21444,
9999,
11445
],
[
0,
109.296035,
0,
0,
109.296036,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327909,
320810,
-306981,
192358,
239475,
-580417
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21803,
"evaluation_days": 1816.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757772000000,
"evaluation_time": 1757775977471,
"expiration_time": 1763423337600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 62,
"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) |
|---|