| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1509876.9446 | 1447795.4224 | 62081.5222 | 4397060.1234 | 5962166.1249 | -1565106.0015 |
| Total P&L (%) | 1509.8769 | 1447.7954 | 62.0815 | 4397.0601 | 5962.1661 | -1565.106 |
| Avg Daily Profit (%) | 0.8313 | 0.7971 | 0.0342 | 0.2098 | 0.2263 | 0 |
| Buy And Hold Return (%) | 612.4037 | 612.4037 | 612.4037 | 612.4037 | 612.4037 | 612.4037 |
| Max Trade Drawdown | -82960 | -68969 | -50014 | -10045821 | -7020106 | -4299271 |
| Profit Factor | 3.2896 | 5.6627 | 1.1779 | 1.1352 | 1.3859 | 0.9083 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
| Profitability (%) | 35.1852 | 27.7778 | 42.5926 | 35.1852 | 27.7778 | 42.5926 |
| Ratio Avg Win / Avg Loss | 6.0597 | 14.7229 | 1.5876 | 2.0912 | 3.6034 | 1.2242 |
| Largest Winning Trade | 918080 | 918080 | 76591 | 8370125 | 8370125 | 3117018 |
| Largest Losing Trade | -29234 | -16491 | -29234 | -2171757 | -1749137 | -2171757 |
| Avg Bars in Trades | 198 | 188 | 209 | 198 | 188 | 209 |
| Avg Bars in Winners | 376 | 375 | 376 | 376 | 375 | 376 |
| Avg Bars in Losers | 102 | 117 | 84 | 102 | 117 | 84 |
| Bars Traded | 21479 | 10189 | 11290 | 21479 | 10189 | 11290 |
| 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 | 368000 | -180944 | -519661 | -67996 | -187922 | -762047 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21795,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1757714400000,
"evaluation_time": 1757719017050,
"expiration_time": 1763363664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 225,
"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": [
[
1509876.94462869,
1447795.422429926,
62081.5221987635,
4397060.123419572,
5962166.124871388,
-1565106.0014518173
],
[
1509.876945,
1447.795422,
62.081522,
4397.060123,
5962.166125,
-1565.106001
],
[
0.831316,
0.797134,
0.034181,
0.209773,
0.226252,
0
],
[
612.403679,
612.403679,
612.403679,
612.403679,
612.403679,
612.403679
],
[
-82960,
-68969,
-50014,
-10045821,
-7020106,
-4299271
],
[
3.289565,
5.662654,
1.177909,
1.135248,
1.385938,
0.908273
],
[
108,
54,
54,
108,
54,
54
],
[
38,
15,
23,
38,
15,
23
],
[
70,
39,
31,
70,
39,
31
],
[
35.185185,
27.777778,
42.592593,
35.185185,
27.777778,
42.592593
],
[
6.059725,
14.7229,
1.587616,
2.091246,
3.60344,
1.224194
],
[
918080,
918080,
76591,
8370125,
8370125,
3117018
],
[
-29234,
-16491,
-29234,
-2171757,
-1749137,
-2171757
],
[
198,
188,
209,
198,
188,
209
],
[
376,
375,
376,
376,
375,
376
],
[
102,
117,
84,
102,
117,
84
],
[
21479,
10189,
11290,
21479,
10189,
11290
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368000,
-180944,
-519661,
-67996,
-187922,
-762047
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21795,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602367200000,
"last_datapoint_time": 1757714400000,
"evaluation_time": 1757719017050,
"expiration_time": 1763363664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 225,
"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) |
|---|