| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1506326.7619 | 1448795.2461 | 57531.5158 | 3015386.495 | 3471265.8012 | -455879.3063 |
| Total P&L (%) | 1506.3268 | 1448.7952 | 57.5315 | 3015.3865 | 3471.2658 | -455.8793 |
| Avg Daily Profit (%) | 0.8272 | 0.7956 | 0.0316 | 0.189 | 0.1966 | 0 |
| Buy And Hold Return (%) | 586.7442 | 586.7442 | 586.7442 | 586.7442 | 586.7442 | 586.7442 |
| Max Trade Drawdown | -84257 | -76134 | -80655 | -7313525 | -4142008 | -4021235 |
| Profit Factor | 2.3678 | 3.6501 | 1.1037 | 1.0923 | 1.2202 | 0.973 |
| Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
| Winning Trades | 133 | 71 | 62 | 133 | 71 | 62 |
| Losing Trades | 325 | 158 | 167 | 325 | 158 | 167 |
| Profitability (%) | 29.0393 | 31.0044 | 27.0742 | 29.0393 | 31.0044 | 27.0742 |
| Ratio Avg Win / Avg Loss | 5.7861 | 8.1227 | 2.973 | 2.6693 | 2.7153 | 2.6208 |
| Largest Winning Trade | 980411 | 980411 | 64740 | 4816930 | 4816930 | 2592648 |
| Largest Losing Trade | -12906 | -11185 | -12906 | -828904 | -684391 | -828904 |
| Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
| Avg Bars in Winners | 121 | 99 | 145 | 121 | 99 | 145 |
| Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
| Bars Traded | 21492 | 9467 | 12025 | 21492 | 9467 | 12025 |
| 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 | 165079 | 339428 | -441785 | -120751 | 44942 | -598030 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21851,
"evaluation_days": 1820.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1758117600000,
"evaluation_time": 1758124505157,
"expiration_time": 1763781379200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.68792,
"nc": 0.1
}
}
}
{
"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": [
[
1506326.7619108348,
1448795.246100248,
57531.5158105867,
3015386.494964368,
3471265.801228507,
-455879.3062641429
],
[
1506.326762,
1448.795246,
57.531516,
3015.386495,
3471.265801,
-455.879306
],
[
0.827234,
0.795639,
0.031595,
0.189036,
0.19655,
0
],
[
586.744186,
586.744186,
586.744186,
586.744186,
586.744186,
586.744186
],
[
-84257,
-76134,
-80655,
-7313525,
-4142008,
-4021235
],
[
2.36783,
3.650073,
1.103744,
1.092345,
1.220154,
0.973003
],
[
458,
229,
229,
458,
229,
229
],
[
133,
71,
62,
133,
71,
62
],
[
325,
158,
167,
325,
158,
167
],
[
29.039301,
31.004367,
27.074236,
29.039301,
31.004367,
27.074236
],
[
5.786051,
8.122699,
2.972988,
2.669264,
2.715273,
2.62083
],
[
980411,
980411,
64740,
4816930,
4816930,
2592648
],
[
-12906,
-11185,
-12906,
-828904,
-684391,
-828904
],
[
46,
41,
52,
46,
41,
52
],
[
121,
99,
145,
121,
99,
145
],
[
16,
15,
17,
16,
15,
17
],
[
21492,
9467,
12025,
21492,
9467,
12025
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
165079,
339428,
-441785,
-120751,
44942,
-598030
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21851,
"evaluation_days": 1820.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1758117600000,
"evaluation_time": 1758124505157,
"expiration_time": 1763781379200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.68792,
"nc": 0.1
}
}
}
| # | 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) |
|---|