| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 660954.1435 | 615399.797 | 45554.3465 | 1848864.3939 | 3081021.8979 | -1232157.504 |
| Total P&L (%) | 660.9541 | 615.3998 | 45.5543 | 1848.8644 | 3081.0219 | -1232.1575 |
| Avg Daily Profit (%) | 0.3624 | 0.3375 | 0.025 | 0.163 | 0.1899 | 0 |
| Buy And Hold Return (%) | 747.6145 | 747.6145 | 747.6145 | 747.6145 | 747.6145 | 747.6145 |
| Max Trade Drawdown | -109909 | -77317 | -132420 | -3044761 | -1769533 | -2262196 |
| Profit Factor | 1.3622 | 1.7349 | 1.0461 | 1.0941 | 1.3767 | 0.8925 |
| Total Trades | 667 | 333 | 334 | 667 | 333 | 334 |
| Winning Trades | 388 | 199 | 189 | 388 | 199 | 189 |
| Losing Trades | 279 | 134 | 145 | 279 | 134 | 145 |
| Profitability (%) | 58.1709 | 59.7598 | 56.5868 | 58.1709 | 59.7598 | 56.5868 |
| Ratio Avg Win / Avg Loss | 0.9795 | 1.1682 | 0.8026 | 0.7868 | 0.927 | 0.6847 |
| Largest Winning Trade | 75866 | 75866 | 40392 | 814630 | 814630 | 525142 |
| Largest Losing Trade | -54376 | -54376 | -43961 | -932990 | -610709 | -932990 |
| Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
| Avg Bars in Winners | 29 | 30 | 29 | 29 | 30 | 29 |
| Avg Bars in Losers | 36 | 35 | 36 | 36 | 35 | 36 |
| Bars Traded | 21718 | 10816 | 10901 | 21718 | 10816 | 10901 |
| Profit Streak | 0 | 12.4087 | 0 | 0 | 12.4087 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -153010 | -150426 | -494678 | -110108 | 312622 | -578733 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21883,
"evaluation_days": 1823.58,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758354515262,
"expiration_time": 1764020073600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 136,
"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": [
[
660954.1434987542,
615399.7970224081,
45554.346476346,
1848864.3938743519,
3081021.8978747115,
-1232157.5040003615
],
[
660.954143,
615.399797,
45.554346,
1848.864394,
3081.021898,
-1232.157504
],
[
0.362449,
0.337468,
0.024981,
0.16299,
0.189905,
0
],
[
747.614521,
747.614521,
747.614521,
747.614521,
747.614521,
747.614521
],
[
-109909,
-77317,
-132420,
-3044761,
-1769533,
-2262196
],
[
1.362193,
1.734894,
1.046133,
1.094142,
1.376721,
0.892488
],
[
667,
333,
334,
667,
333,
334
],
[
388,
199,
189,
388,
199,
189
],
[
279,
134,
145,
279,
134,
145
],
[
58.170915,
59.75976,
56.586826,
58.170915,
59.75976,
56.586826
],
[
0.979515,
1.16822,
0.802588,
0.786767,
0.927038,
0.684713
],
[
75866,
75866,
40392,
814630,
814630,
525142
],
[
-54376,
-54376,
-43961,
-932990,
-610709,
-932990
],
[
32,
32,
32,
32,
32,
32
],
[
29,
30,
29,
29,
30,
29
],
[
36,
35,
36,
36,
35,
36
],
[
21718,
10816,
10901,
21718,
10816,
10901
],
[
0,
12.408741,
0,
0,
12.408741,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153010,
-150426,
-494678,
-110108,
312622,
-578733
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21883,
"evaluation_days": 1823.58,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758354515262,
"expiration_time": 1764020073600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 136,
"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) |
|---|