| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 968545.5389 | 872940.7992 | 95604.7398 | 4929170.899 | 6797869.3935 | -1868698.4945 |
| Total P&L (%) | 968.5455 | 872.9408 | 95.6047 | 4929.1709 | 6797.8694 | -1868.6985 |
| Avg Daily Profit (%) | 0.5337 | 0.481 | 0.0527 | 0.2161 | 0.2336 | 0 |
| Buy And Hold Return (%) | 625.2681 | 625.2681 | 625.2681 | 625.2681 | 625.2681 | 625.2681 |
| Max Trade Drawdown | -126291 | -86434 | -67961 | -8949096 | -4194559 | -5185722 |
| Profit Factor | 1.9898 | 2.7777 | 1.1961 | 1.1694 | 1.4974 | 0.8789 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
| Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
| Profitability (%) | 47.5962 | 45.1923 | 50 | 47.5962 | 45.1923 | 50 |
| Ratio Avg Win / Avg Loss | 2.1908 | 3.3687 | 1.1961 | 1.2875 | 1.816 | 0.8789 |
| Largest Winning Trade | 244821 | 244821 | 60572 | 5072437 | 5072437 | 1070268 |
| Largest Losing Trade | -29541 | -29276 | -29541 | -2128215 | -1474143 | -2128215 |
| Avg Bars in Trades | 103 | 100 | 105 | 103 | 100 | 105 |
| Avg Bars in Winners | 132 | 132 | 132 | 132 | 132 | 132 |
| Avg Bars in Losers | 76 | 75 | 78 | 76 | 75 | 78 |
| Bars Traded | 21468 | 10494 | 10974 | 21468 | 10494 | 10974 |
| Profit Streak | 0 | 21.0293 | 0 | 0 | 21.0293 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 177442 | -28398 | -293420 | -25863 | 328722 | -581055 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21777,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1757584800000,
"evaluation_time": 1757587331762,
"expiration_time": 1763229398400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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": [
[
968545.5389418651,
872940.7991620449,
95604.739779821,
4929170.898981731,
6797869.393467014,
-1868698.494485278
],
[
968.545539,
872.940799,
95.60474,
4929.170899,
6797.869393,
-1868.698494
],
[
0.533707,
0.481025,
0.052682,
0.216122,
0.233572,
0
],
[
625.268132,
625.268132,
625.268132,
625.268132,
625.268132,
625.268132
],
[
-126291,
-86434,
-67961,
-8949096,
-4194559,
-5185722
],
[
1.989781,
2.777704,
1.196114,
1.169395,
1.497416,
0.878911
],
[
208,
104,
104,
208,
104,
104
],
[
99,
47,
52,
99,
47,
52
],
[
109,
57,
52,
109,
57,
52
],
[
47.596154,
45.192308,
50,
47.596154,
45.192308,
50
],
[
2.190769,
3.368705,
1.196114,
1.287515,
1.816015,
0.878911
],
[
244821,
244821,
60572,
5072437,
5072437,
1070268
],
[
-29541,
-29276,
-29541,
-2128215,
-1474143,
-2128215
],
[
103,
100,
105,
103,
100,
105
],
[
132,
132,
132,
132,
132,
132
],
[
76,
75,
78,
76,
75,
78
],
[
21468,
10494,
10974,
21468,
10494,
10974
],
[
0,
21.029303,
0,
0,
21.029303,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
177442,
-28398,
-293420,
-25863,
328722,
-581055
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21777,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1757584800000,
"evaluation_time": 1757587331762,
"expiration_time": 1763229398400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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) |
|---|