| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1206975.2531 | 1132551.621 | 74423.6322 | 3727520.387 | 5362041.5209 | -1634521.1339 |
| Total P&L (%) | 1206.9753 | 1132.5516 | 74.4236 | 3727.5204 | 5362.0415 | -1634.5211 |
| Avg Daily Profit (%) | 0.6627 | 0.6219 | 0.0409 | 0.2003 | 0.2199 | 0 |
| Buy And Hold Return (%) | 635.0932 | 635.0932 | 635.0932 | 635.0932 | 635.0932 | 635.0932 |
| Max Trade Drawdown | -98887 | -62826 | -83237 | -7814011 | -3673702 | -4456947 |
| Profit Factor | 3.1884 | 5.8523 | 1.2339 | 1.1987 | 1.7651 | 0.8609 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 45.977 | 48.8372 | 43.1818 | 45.977 | 48.8372 | 43.1818 |
| Ratio Avg Win / Avg Loss | 3.7463 | 6.1309 | 1.6236 | 1.4085 | 1.8492 | 1.1328 |
| Largest Winning Trade | 724683 | 724683 | 73895 | 3089274 | 3089274 | 3020899 |
| Largest Losing Trade | -63460 | -26491 | -63460 | -3211972 | -1119038 | -3211972 |
| Avg Bars in Trades | 247 | 233 | 261 | 247 | 233 | 261 |
| Avg Bars in Winners | 371 | 327 | 420 | 371 | 327 | 420 |
| Avg Bars in Losers | 141 | 142 | 140 | 141 | 142 | 140 |
| Bars Traded | 21519 | 10019 | 11500 | 21519 | 10019 | 11500 |
| Profit Streak | 0 | 22.3266 | 0 | 0 | 22.3266 | 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 | 331266 | 427564 | -305897 | 144024 | 421262 | -581704 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21854,
"evaluation_days": 1821.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602388800000,
"last_datapoint_time": 1758139200000,
"evaluation_time": 1758145819172,
"expiration_time": 1763803756800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 97,
"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": [
[
1206975.253148189,
1132551.6209668086,
74423.6321813806,
3727520.3870124985,
5362041.520868735,
-1634521.1338562327
],
[
1206.975253,
1132.551621,
74.423632,
3727.520387,
5362.041521,
-1634.521134
],
[
0.662747,
0.621881,
0.040866,
0.200336,
0.219903,
0
],
[
635.093198,
635.093198,
635.093198,
635.093198,
635.093198,
635.093198
],
[
-98887,
-62826,
-83237,
-7814011,
-3673702,
-4456947
],
[
3.188365,
5.852263,
1.233937,
1.198703,
1.765117,
0.860905
],
[
87,
43,
44,
87,
43,
44
],
[
40,
21,
19,
40,
21,
19
],
[
47,
22,
25,
47,
22,
25
],
[
45.977011,
48.837209,
43.181818,
45.977011,
48.837209,
43.181818
],
[
3.746329,
6.130942,
1.623602,
1.408476,
1.84917,
1.13277
],
[
724683,
724683,
73895,
3089274,
3089274,
3020899
],
[
-63460,
-26491,
-63460,
-3211972,
-1119038,
-3211972
],
[
247,
233,
261,
247,
233,
261
],
[
371,
327,
420,
371,
327,
420
],
[
141,
142,
140,
141,
142,
140
],
[
21519,
10019,
11500,
21519,
10019,
11500
],
[
0,
22.326611,
0,
0,
22.326611,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331266,
427564,
-305897,
144024,
421262,
-581704
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21854,
"evaluation_days": 1821.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602388800000,
"last_datapoint_time": 1758139200000,
"evaluation_time": 1758145819172,
"expiration_time": 1763803756800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 97,
"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) |
|---|