| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1142658.1057 | 948342.3447 | 194315.7611 | 41041222.727 | 37176675.7788 | 3864546.9483 |
| Total P&L (%) | 1142.6581 | 948.3423 | 194.3158 | 41041.2227 | 37176.6758 | 3864.5469 |
| Avg Daily Profit (%) | 0.6262 | 0.5197 | 0.1065 | 0.3304 | 0.325 | 0.2019 |
| Buy And Hold Return (%) | 791.6424 | 791.6424 | 791.6424 | 791.6424 | 791.6424 | 791.6424 |
| Max Trade Drawdown | -73408 | -55769 | -78490 | -34427909 | -21852037 | -27569154 |
| Profit Factor | 2.3402 | 3.3282 | 1.4364 | 1.2562 | 1.5073 | 1.0445 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
| Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
| Profitability (%) | 57.4766 | 56.0748 | 58.8785 | 57.4766 | 56.0748 | 58.8785 |
| Ratio Avg Win / Avg Loss | 1.7314 | 2.6071 | 1.0032 | 0.9293 | 1.1807 | 0.7295 |
| Largest Winning Trade | 318755 | 318755 | 72044 | 20152497 | 20152497 | 10857815 |
| Largest Losing Trade | -70880 | -30393 | -70880 | -11625286 | -11625286 | -10534508 |
| Avg Bars in Trades | 100 | 94 | 106 | 100 | 94 | 106 |
| Avg Bars in Winners | 113 | 102 | 124 | 113 | 102 | 124 |
| Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
| Bars Traded | 21535 | 10091 | 11444 | 21535 | 10091 | 11444 |
| Profit Streak | 0 | 23.8156 | 0 | 0 | 23.8156 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -9604 | -85998 | -214799 | 338078 | 414717 | -165798 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21897,
"evaluation_days": 1824.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758448800000,
"evaluation_time": 1758454470224,
"expiration_time": 1764124502400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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": [
[
1142658.105737064,
948342.344678661,
194315.761058403,
41041222.7270357,
37176675.778766446,
3864546.9482692285
],
[
1142.658106,
948.342345,
194.315761,
41041.222727,
37176.675779,
3864.546948
],
[
0.6262,
0.519711,
0.106489,
0.330431,
0.325007,
0.201874
],
[
791.642371,
791.642371,
791.642371,
791.642371,
791.642371,
791.642371
],
[
-73408,
-55769,
-78490,
-34427909,
-21852037,
-27569154
],
[
2.34018,
3.328209,
1.436382,
1.25615,
1.507273,
1.044453
],
[
214,
107,
107,
214,
107,
107
],
[
123,
60,
63,
123,
60,
63
],
[
91,
47,
44,
91,
47,
44
],
[
57.476636,
56.074766,
58.878505,
57.476636,
56.074766,
58.878505
],
[
1.731353,
2.607097,
1.003187,
0.929346,
1.180697,
0.729459
],
[
318755,
318755,
72044,
20152497,
20152497,
10857815
],
[
-70880,
-30393,
-70880,
-11625286,
-11625286,
-10534508
],
[
100,
94,
106,
100,
94,
106
],
[
113,
102,
124,
113,
102,
124
],
[
82,
84,
81,
82,
84,
81
],
[
21535,
10091,
11444,
21535,
10091,
11444
],
[
0,
23.815627,
0,
0,
23.815628,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-9604,
-85998,
-214799,
338078,
414717,
-165798
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21897,
"evaluation_days": 1824.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758448800000,
"evaluation_time": 1758454470224,
"expiration_time": 1764124502400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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) |
|---|