| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1522794.9953 | 1429256.9691 | 93538.0262 | 7662407.8165 | 11537680.2444 | -3875272.4279 |
| Total P&L (%) | 1522.795 | 1429.257 | 93.538 | 7662.4078 | 11537.6802 | -3875.2724 |
| Avg Daily Profit (%) | 0.8407 | 0.7891 | 0.0516 | 0.2406 | 0.263 | 0 |
| Buy And Hold Return (%) | 553.6883 | 553.6883 | 553.6883 | 553.6883 | 553.6883 | 553.6883 |
| Max Trade Drawdown | -94026 | -75866 | -81048 | -16981012 | -11555832 | -11786872 |
| Profit Factor | 2.7897 | 4.3391 | 1.2212 | 1.1111 | 1.3417 | 0.8899 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
| Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
| Profitability (%) | 35 | 30 | 40 | 35 | 30 | 40 |
| Ratio Avg Win / Avg Loss | 5.1809 | 10.1246 | 1.8318 | 2.0635 | 3.1307 | 1.3348 |
| Largest Winning Trade | 927119 | 927119 | 68810 | 9171508 | 9171508 | 4948415 |
| Largest Losing Trade | -35821 | -20579 | -35821 | -5813335 | -2562510 | -5813335 |
| Avg Bars in Trades | 82 | 77 | 88 | 82 | 77 | 88 |
| Avg Bars in Winners | 163 | 164 | 163 | 163 | 164 | 163 |
| Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
| Bars Traded | 21467 | 10022 | 11445 | 21467 | 10022 | 11445 |
| Profit Streak | 4.1665 | 0 | 4.4165 | 4.1665 | 0 | 4.4165 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 383558 | 320860 | -292942 | -93322 | 73395 | -583040 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21735,
"evaluation_days": 1811.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601668800000,
"last_datapoint_time": 1757282400000,
"evaluation_time": 1757289589629,
"expiration_time": 1762916112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 27,
"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": [
[
1522794.995348927,
1429256.9691101587,
93538.0262387699,
7662407.816471686,
11537680.244388549,
-3875272.4279168523
],
[
1522.794995,
1429.256969,
93.538026,
7662.407816,
11537.680244,
-3875.272428
],
[
0.840743,
0.7891,
0.051643,
0.240558,
0.262972,
0
],
[
553.688253,
553.688253,
553.688253,
553.688253,
553.688253,
553.688253
],
[
-94026,
-75866,
-81048,
-16981012,
-11555832,
-11786872
],
[
2.789719,
4.339127,
1.221222,
1.111134,
1.34171,
0.889853
],
[
260,
130,
130,
260,
130,
130
],
[
91,
39,
52,
91,
39,
52
],
[
169,
91,
78,
169,
91,
78
],
[
35,
30,
40,
35,
30,
40
],
[
5.180907,
10.124631,
1.831833,
2.063535,
3.130656,
1.334779
],
[
927119,
927119,
68810,
9171508,
9171508,
4948415
],
[
-35821,
-20579,
-35821,
-5813335,
-2562510,
-5813335
],
[
82,
77,
88,
82,
77,
88
],
[
163,
164,
163,
163,
164,
163
],
[
38,
39,
37,
38,
39,
37
],
[
21467,
10022,
11445,
21467,
10022,
11445
],
[
4.166546,
0,
4.416546,
4.166547,
0,
4.416547
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383558,
320860,
-292942,
-93322,
73395,
-583040
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21735,
"evaluation_days": 1811.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601668800000,
"last_datapoint_time": 1757282400000,
"evaluation_time": 1757289589629,
"expiration_time": 1762916112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 27,
"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) |
|---|