| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1095449.3883 | 1096134.6909 | -685.3027 | 837449.7431 | 1884044.5561 | -1046594.813 |
| Total P&L (%) | 1095.4494 | 1096.1347 | -0.6853 | 837.4497 | 1884.0446 | -1046.5948 |
| Avg Daily Profit (%) | 0.6001 | 0.6005 | -0.0004 | 0.1227 | 0.1638 | 0 |
| Buy And Hold Return (%) | 679.9891 | 679.9891 | 679.9891 | 679.9891 | 679.9891 | 679.9891 |
| Max Trade Drawdown | -138836 | -76528 | -83435 | -3316380 | -1615965 | -1786352 |
| Profit Factor | 2.7705 | 4.9716 | 0.998 | 1.1201 | 1.6812 | 0.7513 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Profitability (%) | 40.4494 | 45.4545 | 35.5556 | 40.4494 | 45.4545 | 35.5556 |
| Ratio Avg Win / Avg Loss | 4.0788 | 5.9659 | 1.8089 | 1.649 | 2.0174 | 1.3617 |
| Largest Winning Trade | 505512 | 505512 | 74999 | 2326374 | 2326374 | 819717 |
| Largest Losing Trade | -53356 | -35059 | -53356 | -1075286 | -566670 | -1075286 |
| Avg Bars in Trades | 242 | 229 | 255 | 242 | 229 | 255 |
| Avg Bars in Winners | 384 | 354 | 422 | 384 | 354 | 422 |
| Avg Bars in Losers | 146 | 126 | 162 | 146 | 126 | 162 |
| Bars Traded | 21589 | 10106 | 11483 | 21589 | 10106 | 11483 |
| Profit Streak | 28.8174 | 28.8174 | 39.4008 | 28.8174 | 28.8174 | 39.4008 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 189028 | 309239 | -582563 | -211906 | 231455 | -583674 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21906,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758519427368,
"expiration_time": 1764191635200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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": [
[
1095449.3882601445,
1096134.690914462,
-685.3026543181,
837449.7431396039,
1884044.556149886,
-1046594.8130102834
],
[
1095.449388,
1096.134691,
-0.685303,
837.449743,
1884.044556,
-1046.594813
],
[
0.600082,
0.600457,
-0.000375,
0.122671,
0.1638,
0
],
[
679.989108,
679.989108,
679.989108,
679.989108,
679.989108,
679.989108
],
[
-138836,
-76528,
-83435,
-3316380,
-1615965,
-1786352
],
[
2.770508,
4.971623,
0.998,
1.120077,
1.681154,
0.751301
],
[
89,
44,
45,
89,
44,
45
],
[
36,
20,
16,
36,
20,
16
],
[
53,
24,
29,
53,
24,
29
],
[
40.449438,
45.454545,
35.555556,
40.449438,
45.454545,
35.555556
],
[
4.078804,
5.965948,
1.808876,
1.649003,
2.017385,
1.361734
],
[
505512,
505512,
74999,
2326374,
2326374,
819717
],
[
-53356,
-35059,
-53356,
-1075286,
-566670,
-1075286
],
[
242,
229,
255,
242,
229,
255
],
[
384,
354,
422,
384,
354,
422
],
[
146,
126,
162,
146,
126,
162
],
[
21589,
10106,
11483,
21589,
10106,
11483
],
[
28.817446,
28.817446,
39.40078,
28.817446,
28.817446,
39.40078
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
189028,
309239,
-582563,
-211906,
231455,
-583674
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21906,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758519427368,
"expiration_time": 1764191635200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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) |
|---|