| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1355537.0182 | 1268583.1023 | 86953.9159 | 3057132.2619 | 1787481.909 | 1269650.3529 |
| Total P&L (%) | 1355.537 | 1268.5831 | 86.9539 | 3057.1323 | 1787.4819 | 1269.6504 |
| Avg Daily Profit (%) | 0.7454 | 0.6976 | 0.0478 | 0.19 | 0.1617 | 0.144 |
| Buy And Hold Return (%) | 699.8596 | 699.8596 | 699.8596 | 699.8596 | 699.8596 | 699.8596 |
| Max Trade Drawdown | -116352 | -134371 | -26073 | -4849341 | -4815418 | -556525 |
| Profit Factor | 3.4166 | 3.7933 | 1.8143 | 1.1924 | 1.1324 | 1.5321 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
| Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
| Profitability (%) | 58.7629 | 47.9167 | 69.3878 | 58.7629 | 47.9167 | 69.3878 |
| Ratio Avg Win / Avg Loss | 2.3976 | 4.1232 | 0.8004 | 0.8368 | 1.2308 | 0.6759 |
| Largest Winning Trade | 728002 | 728002 | 20472 | 2722644 | 2722644 | 323335 |
| Largest Losing Trade | -53290 | -53290 | -26073 | -2044303 | -2044303 | -476139 |
| Avg Bars in Trades | 205 | 394 | 19 | 205 | 394 | 19 |
| Avg Bars in Winners | 222 | 524 | 17 | 222 | 524 | 17 |
| Avg Bars in Losers | 181 | 275 | 23 | 181 | 275 | 23 |
| Bars Traded | 19909 | 18951 | 958 | 19909 | 18951 | 958 |
| Profit Streak | 75.9368 | 0 | 76.7701 | 75.9368 | 0 | 76.7701 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 499540 | 372294 | -290310 | -2566 | -71454 | -4794 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21821,
"evaluation_days": 1818.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1757903338941,
"expiration_time": 1763557603200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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": [
[
1355537.0182418746,
1268583.1023484834,
86953.9158933912,
3057132.261932944,
1787481.9089936744,
1269650.3529392714
],
[
1355.537018,
1268.583102,
86.953916,
3057.132262,
1787.481909,
1269.650353
],
[
0.745448,
0.697629,
0.047818,
0.190029,
0.16169,
0.144027
],
[
699.859626,
699.859626,
699.859626,
699.859626,
699.859626,
699.859626
],
[
-116352,
-134371,
-26073,
-4849341,
-4815418,
-556525
],
[
3.416582,
3.793321,
1.814307,
1.19238,
1.132356,
1.532135
],
[
97,
48,
49,
97,
48,
49
],
[
57,
23,
34,
57,
23,
34
],
[
40,
25,
15,
40,
25,
15
],
[
58.762887,
47.916667,
69.387755,
58.762887,
47.916667,
69.387755
],
[
2.397602,
4.123175,
0.800429,
0.836758,
1.230821,
0.675942
],
[
728002,
728002,
20472,
2722644,
2722644,
323335
],
[
-53290,
-53290,
-26073,
-2044303,
-2044303,
-476139
],
[
205,
394,
19,
205,
394,
19
],
[
222,
524,
17,
222,
524,
17
],
[
181,
275,
23,
181,
275,
23
],
[
19909,
18951,
958,
19909,
18951,
958
],
[
75.936793,
0,
76.770127,
75.936793,
0,
76.770127
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
499540,
372294,
-290310,
-2566,
-71454,
-4794
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21821,
"evaluation_days": 1818.42,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1757903338941,
"expiration_time": 1763557603200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 170,
"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) |
|---|