| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 809105.5187 | 721781.1874 | 87324.3313 | 5925892.9263 | 6793085.9702 | -867193.0438 |
| Total P&L (%) | 809.1055 | 721.7812 | 87.3243 | 5925.8929 | 6793.086 | -867.193 |
| Avg Daily Profit (%) | 0.4438 | 0.3959 | 0.0479 | 0.225 | 0.2324 | 0 |
| Buy And Hold Return (%) | 896.7638 | 896.7638 | 896.7638 | 896.7638 | 896.7638 | 896.7638 |
| Max Trade Drawdown | -96526 | -84846 | -94583 | -5372413 | -4816727 | -4059520 |
| Profit Factor | 1.6238 | 2.0852 | 1.1382 | 1.1468 | 1.3197 | 0.9546 |
| Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
| Winning Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Losing Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Profitability (%) | 53.2086 | 53.4759 | 52.9412 | 53.2086 | 53.4759 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.4279 | 1.8141 | 1.0117 | 1.0085 | 1.1481 | 0.8486 |
| Largest Winning Trade | 199672 | 199672 | 72847 | 3123179 | 3123179 | 1830162 |
| Largest Losing Trade | -35682 | -35682 | -28309 | -1908032 | -1908032 | -1413535 |
| Avg Bars in Trades | 57 | 54 | 61 | 57 | 54 | 61 |
| Avg Bars in Winners | 62 | 58 | 66 | 62 | 58 | 66 |
| Avg Bars in Losers | 52 | 49 | 55 | 52 | 49 | 55 |
| Bars Traded | 21553 | 10143 | 11410 | 21553 | 10143 | 11410 |
| Profit Streak | 0 | 20.8918 | 0 | 0 | 20.8918 | 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 | -151322 | -150674 | -362462 | -48697 | 358041 | -579973 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21880,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758331455092,
"expiration_time": 1763997696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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": [
[
809105.518651916,
721781.1873783115,
87324.3312736045,
5925892.926337156,
6793085.970152478,
-867193.0438153142
],
[
809.105519,
721.781187,
87.324331,
5925.892926,
6793.08597,
-867.193044
],
[
0.443752,
0.395859,
0.047893,
0.225042,
0.232433,
0
],
[
896.763754,
896.763754,
896.763754,
896.763754,
896.763754,
896.763754
],
[
-96526,
-84846,
-94583,
-5372413,
-4816727,
-4059520
],
[
1.623763,
2.085174,
1.13817,
1.146789,
1.319664,
0.954644
],
[
374,
187,
187,
374,
187,
187
],
[
199,
100,
99,
199,
100,
99
],
[
175,
87,
88,
175,
87,
88
],
[
53.208556,
53.475936,
52.941176,
53.208556,
53.475936,
52.941176
],
[
1.427933,
1.814101,
1.011707,
1.008483,
1.148108,
0.848572
],
[
199672,
199672,
72847,
3123179,
3123179,
1830162
],
[
-35682,
-35682,
-28309,
-1908032,
-1908032,
-1413535
],
[
57,
54,
61,
57,
54,
61
],
[
62,
58,
66,
62,
58,
66
],
[
52,
49,
55,
52,
49,
55
],
[
21553,
10143,
11410,
21553,
10143,
11410
],
[
0,
20.891841,
0,
0,
20.891841,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151322,
-150674,
-362462,
-48697,
358041,
-579973
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21880,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758331455092,
"expiration_time": 1763997696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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) |
|---|