| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1726351.6313 | -185865.5113 | -1540486.12 | -99986.3825 | 2678710.0386 | -2778696.4211 |
| Total P&L (%) | -1726.3516 | -185.8655 | -1540.4861 | -99.9864 | 2678.71 | -2778.6964 |
| Avg Daily Profit (%) | -0.9472 | -0.102 | -0.8453 | -0.4872 | 0.1826 | 0 |
| Buy And Hold Return (%) | 708.6629 | 708.6629 | 708.6629 | 708.6629 | 708.6629 | 708.6629 |
| Max Trade Drawdown | -1874020 | -321605 | -1626385 | -7441569 | -2398192 | -5381299 |
| Profit Factor | 0.3996 | 0.7594 | 0.2674 | 0.9957 | 1.3427 | 0.8215 |
| Total Trades | 871 | 436 | 435 | 871 | 436 | 435 |
| Winning Trades | 630 | 316 | 314 | 570 | 280 | 290 |
| Losing Trades | 241 | 120 | 121 | 301 | 156 | 145 |
| Profitability (%) | 72.3307 | 72.4771 | 72.1839 | 65.442 | 64.2202 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1529 | 0.2884 | 0.103 | 0.5258 | 0.7481 | 0.4108 |
| Largest Winning Trade | 12215 | 12215 | 9704 | 7385335 | 4062510 | 7385335 |
| Largest Losing Trade | -1013130 | -65562 | -1013130 | -5117947 | -1003662 | -5117947 |
| Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
| Avg Bars in Winners | 6 | 6 | 6 | 10 | 9 | 10 |
| Avg Bars in Losers | 72 | 82 | 63 | 52 | 58 | 45 |
| Bars Traded | 21613 | 11866 | 9747 | 21613 | 11866 | 9747 |
| Profit Streak | 14.4621 | 19.2121 | 14.4621 | 14.4621 | 19.2121 | 14.4621 |
| Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -570983 | -574226 | -574413 | -571876 | 346699 | -575129 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21870,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601496000000,
"last_datapoint_time": 1758254400000,
"evaluation_time": 1758258322829,
"expiration_time": 1763923104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.73659,
"nb": 0.50092,
"nc": 0.54312
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 104,
"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": [
[
-1726351.631306793,
-185865.5112735703,
-1540486.120033223,
-99986.3824591372,
2678710.038630702,
-2778696.4210898327
],
[
-1726.351631,
-185.865511,
-1540.48612,
-99.986382,
2678.710039,
-2778.696421
],
[
-0.947244,
-0.101984,
-0.84526,
-0.487235,
0.182585,
0
],
[
708.662918,
708.662918,
708.662918,
708.662918,
708.662918,
708.662918
],
[
-1874020,
-321605,
-1626385,
-7441569,
-2398192,
-5381299
],
[
0.39957,
0.759376,
0.267399,
0.995724,
1.342671,
0.821515
],
[
871,
436,
435,
871,
436,
435
],
[
630,
316,
314,
570,
280,
290
],
[
241,
120,
121,
301,
156,
145
],
[
72.330654,
72.477064,
72.183908,
65.442021,
64.220183,
66.666667
],
[
0.152852,
0.288371,
0.103042,
0.525812,
0.74806,
0.410757
],
[
12215,
12215,
9704,
7385335,
4062510,
7385335
],
[
-1013130,
-65562,
-1013130,
-5117947,
-1003662,
-5117947
],
[
24,
27,
22,
24,
27,
22
],
[
6,
6,
6,
10,
9,
10
],
[
72,
82,
63,
52,
58,
45
],
[
21613,
11866,
9747,
21613,
11866,
9747
],
[
14.462069,
19.212069,
14.462069,
14.46207,
19.21207,
14.46207
],
[
7,
7,
3,
7,
7,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-570983,
-574226,
-574413,
-571876,
346699,
-575129
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21870,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601496000000,
"last_datapoint_time": 1758254400000,
"evaluation_time": 1758258322829,
"expiration_time": 1763923104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.73659,
"nb": 0.50092,
"nc": 0.54312
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 104,
"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) |
|---|