| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 825889.4088 | 687532.3737 | 138357.0352 | 13936267.9349 | 11889940.1213 | 2046327.8135 |
| Total P&L (%) | 825.8894 | 687.5324 | 138.357 | 13936.2679 | 11889.9401 | 2046.3278 |
| Avg Daily Profit (%) | 0.4553 | 0.379 | 0.0763 | 0.2729 | 0.2642 | 0.1692 |
| Buy And Hold Return (%) | 580.2932 | 580.2932 | 580.2932 | 580.2932 | 580.2932 | 580.2932 |
| Max Trade Drawdown | -113830 | -70256 | -104140 | -12818088 | -5889328 | -7841408 |
| Profit Factor | 1.8265 | 2.4961 | 1.2563 | 1.2593 | 1.5065 | 1.0676 |
| Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
| Winning Trades | 155 | 81 | 74 | 155 | 81 | 74 |
| Losing Trades | 106 | 50 | 56 | 106 | 50 | 56 |
| Profitability (%) | 59.387 | 61.8321 | 56.9231 | 59.387 | 61.8321 | 56.9231 |
| Ratio Avg Win / Avg Loss | 1.2491 | 1.5408 | 0.9508 | 0.8612 | 0.93 | 0.8079 |
| Largest Winning Trade | 100391 | 100391 | 61515 | 2945001 | 2945001 | 2399789 |
| Largest Losing Trade | -47361 | -47361 | -28905 | -4085705 | -3382830 | -4085705 |
| Avg Bars in Trades | 82 | 74 | 89 | 82 | 74 | 89 |
| Avg Bars in Winners | 83 | 69 | 99 | 83 | 69 | 99 |
| Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
| Bars Traded | 21491 | 9822 | 11669 | 21491 | 9822 | 11669 |
| Profit Streak | 2.3126 | 19.5626 | 2.3126 | 2.3126 | 19.5626 | 2.3126 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -19897 | -91160 | -259843 | 304755 | 398300 | -143818 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21769,
"evaluation_days": 1814.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602468000000,
"last_datapoint_time": 1757527200000,
"evaluation_time": 1757532604556,
"expiration_time": 1763169724800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 239,
"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": [
[
825889.4088434736,
687532.3736873604,
138357.0351561136,
13936267.93485505,
11889940.121341048,
2046327.8135140021
],
[
825.889409,
687.532374,
138.357035,
13936.267935,
11889.940121,
2046.327814
],
[
0.455266,
0.378998,
0.076268,
0.272919,
0.26421,
0.169173
],
[
580.293226,
580.293226,
580.293226,
580.293226,
580.293226,
580.293226
],
[
-113830,
-70256,
-104140,
-12818088,
-5889328,
-7841408
],
[
1.826495,
2.496124,
1.256348,
1.259279,
1.506536,
1.067587
],
[
261,
131,
130,
261,
131,
130
],
[
155,
81,
74,
155,
81,
74
],
[
106,
50,
56,
106,
50,
56
],
[
59.386973,
61.832061,
56.923077,
59.386973,
61.832061,
56.923077
],
[
1.249087,
1.540817,
0.95075,
0.861184,
0.929961,
0.807903
],
[
100391,
100391,
61515,
2945001,
2945001,
2399789
],
[
-47361,
-47361,
-28905,
-4085705,
-3382830,
-4085705
],
[
82,
74,
89,
82,
74,
89
],
[
83,
69,
99,
83,
69,
99
],
[
80,
84,
76,
80,
84,
76
],
[
21491,
9822,
11669,
21491,
9822,
11669
],
[
2.312553,
19.562553,
2.312553,
2.312553,
19.562553,
2.312553
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19897,
-91160,
-259843,
304755,
398300,
-143818
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21769,
"evaluation_days": 1814.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602468000000,
"last_datapoint_time": 1757527200000,
"evaluation_time": 1757532604556,
"expiration_time": 1763169724800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 239,
"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) |
|---|