| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1553804.9395 | 1480095.694 | 73709.2455 | 4773810.7162 | 8737269.331 | -3963458.6148 |
| Total P&L (%) | 1553.8049 | 1480.0957 | 73.7092 | 4773.8107 | 8737.2693 | -3963.4586 |
| Avg Daily Profit (%) | 0.8528 | 0.8124 | 0.0405 | 0.2135 | 0.2463 | 0 |
| Buy And Hold Return (%) | 702.3124 | 702.3124 | 702.3124 | 702.3124 | 702.3124 | 702.3124 |
| Max Trade Drawdown | -128351 | -77737 | -72053 | -17608500 | -9386388 | -11896797 |
| Profit Factor | 2.8665 | 4.9479 | 1.1611 | 1.0945 | 1.3909 | 0.8593 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Profitability (%) | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 |
| Ratio Avg Win / Avg Loss | 5.0163 | 8.6589 | 2.0319 | 1.9154 | 2.434 | 1.5038 |
| Largest Winning Trade | 906085 | 906085 | 76320 | 7462289 | 7462289 | 4136149 |
| Largest Losing Trade | -42304 | -19763 | -42304 | -7024539 | -2066632 | -7024539 |
| Avg Bars in Trades | 122 | 112 | 132 | 122 | 112 | 132 |
| Avg Bars in Winners | 245 | 214 | 275 | 245 | 214 | 275 |
| Avg Bars in Losers | 51 | 53 | 50 | 51 | 53 | 50 |
| Bars Traded | 21517 | 9864 | 11652 | 21517 | 9864 | 11652 |
| 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 | 317883 | 329006 | -352488 | -111836 | 164221 | -583622 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21863,
"evaluation_days": 1821.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758204000000,
"evaluation_time": 1758210749185,
"expiration_time": 1763870889600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 53,
"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": [
[
1553804.939521751,
1480095.6939893155,
73709.2455324355,
4773810.716158929,
8737269.330950525,
-3963458.614791592
],
[
1553.80494,
1480.095694,
73.709246,
4773.810716,
8737.269331,
-3963.458615
],
[
0.852839,
0.812382,
0.040457,
0.213544,
0.246283,
0
],
[
702.312362,
702.312362,
702.312362,
702.312362,
702.312362,
702.312362
],
[
-128351,
-77737,
-72053,
-17608500,
-9386388,
-11896797
],
[
2.866454,
4.947914,
1.161083,
1.094493,
1.390871,
0.859288
],
[
176,
88,
88,
176,
88,
88
],
[
64,
32,
32,
64,
32,
32
],
[
112,
56,
56,
112,
56,
56
],
[
36.363636,
36.363636,
36.363636,
36.363636,
36.363636,
36.363636
],
[
5.016295,
8.65885,
2.031896,
1.915362,
2.434023,
1.503753
],
[
906085,
906085,
76320,
7462289,
7462289,
4136149
],
[
-42304,
-19763,
-42304,
-7024539,
-2066632,
-7024539
],
[
122,
112,
132,
122,
112,
132
],
[
245,
214,
275,
245,
214,
275
],
[
51,
53,
50,
51,
53,
50
],
[
21517,
9864,
11652,
21517,
9864,
11652
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317883,
329006,
-352488,
-111836,
164221,
-583622
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21863,
"evaluation_days": 1821.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758204000000,
"evaluation_time": 1758210749185,
"expiration_time": 1763870889600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 53,
"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) |
|---|