| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 237239.5039 | 444898.2605 | -207658.7566 | -87846.2057 | 2131302.3266 | -2219148.5323 |
| Total P&L (%) | 237.2395 | 444.8983 | -207.6588 | -87.8462 | 2131.3023 | -2219.1485 |
| Avg Daily Profit (%) | 0.13 | 0.2439 | -0.1138 | -0.1155 | 0.1704 | 0 |
| Buy And Hold Return (%) | 668.1813 | 668.1813 | 668.1813 | 668.1813 | 668.1813 | 668.1813 |
| Max Trade Drawdown | -416890 | -166744 | -287115 | -5137556 | -2247662 | -3060080 |
| Profit Factor | 1.1092 | 1.418 | 0.8125 | 0.9908 | 1.479 | 0.5647 |
| Total Trades | 697 | 348 | 349 | 697 | 348 | 349 |
| Winning Trades | 337 | 165 | 172 | 337 | 165 | 172 |
| Losing Trades | 360 | 183 | 177 | 360 | 183 | 177 |
| Profitability (%) | 48.3501 | 47.4138 | 49.2837 | 48.3501 | 47.4138 | 49.2837 |
| Ratio Avg Win / Avg Loss | 1.1849 | 1.5727 | 0.8362 | 1.0584 | 1.6403 | 0.5811 |
| Largest Winning Trade | 191541 | 191541 | 47647 | 3139638 | 3139638 | 380764 |
| Largest Losing Trade | -51057 | -27737 | -51057 | -1248382 | -1091811 | -1248382 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
| Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
| Bars Traded | 21794 | 10099 | 11695 | 21794 | 10099 | 11695 |
| Profit Streak | 0 | 13.5555 | 0 | 0 | 13.5555 | 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 | -282571 | -154251 | -579787 | -576111 | 314804 | -579787 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21891,
"evaluation_days": 1824.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601294400000,
"last_datapoint_time": 1758405600000,
"evaluation_time": 1758410398733,
"expiration_time": 1764079747200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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": [
[
237239.5038736914,
444898.2604884418,
-207658.756614751,
-87846.2057345745,
2131302.326553127,
-2219148.532287699
],
[
237.239504,
444.89826,
-207.658757,
-87.846206,
2131.302327,
-2219.148532
],
[
0.130048,
0.24388,
-0.113832,
-0.115462,
0.170361,
0
],
[
668.181293,
668.181293,
668.181293,
668.181293,
668.181293,
668.181293
],
[
-416890,
-166744,
-287115,
-5137556,
-2247662,
-3060080
],
[
1.109221,
1.417989,
0.812538,
0.990799,
1.478969,
0.564674
],
[
697,
348,
349,
697,
348,
349
],
[
337,
165,
172,
337,
165,
172
],
[
360,
183,
177,
360,
183,
177
],
[
48.350072,
47.413793,
49.283668,
48.350072,
47.413793,
49.283668
],
[
1.184924,
1.572678,
0.836158,
1.05842,
1.640312,
0.581089
],
[
191541,
191541,
47647,
3139638,
3139638,
380764
],
[
-51057,
-27737,
-51057,
-1248382,
-1091811,
-1248382
],
[
31,
29,
33,
31,
29,
33
],
[
33,
30,
36,
33,
30,
36
],
[
28,
27,
30,
28,
27,
30
],
[
21794,
10099,
11695,
21794,
10099,
11695
],
[
0,
13.555541,
0,
0,
13.555541,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-282571,
-154251,
-579787,
-576111,
314804,
-579787
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21891,
"evaluation_days": 1824.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601294400000,
"last_datapoint_time": 1758405600000,
"evaluation_time": 1758410398733,
"expiration_time": 1764079747200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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) |
|---|