| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1340523.4877 | 1259524.2401 | 80999.2476 | 5804745.4381 | 6004532.2314 | -199786.7933 |
| Total P&L (%) | 1340.5235 | 1259.5242 | 80.9992 | 5804.7454 | 6004.5322 | -199.7868 |
| Avg Daily Profit (%) | 0.7383 | 0.6937 | 0.0446 | 0.2249 | 0.2267 | 0 |
| Buy And Hold Return (%) | 521.0664 | 521.0664 | 521.0664 | 521.0664 | 521.0664 | 521.0664 |
| Max Trade Drawdown | -109935 | -55582 | -55913 | -5771757 | -3861359 | -3671259 |
| Profit Factor | 3.8357 | 6.9754 | 1.3092 | 1.2685 | 1.6452 | 0.9838 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 40.2985 | 36.3636 | 44.1176 | 40.2985 | 36.3636 | 44.1176 |
| Ratio Avg Win / Avg Loss | 5.6825 | 12.2069 | 1.6583 | 1.8793 | 2.8792 | 1.2461 |
| Largest Winning Trade | 659887 | 659887 | 76764 | 6583211 | 6583211 | 3216453 |
| Largest Losing Trade | -29933 | -24237 | -29933 | -2604455 | -1696573 | -2604455 |
| Avg Bars in Trades | 312 | 276 | 347 | 312 | 276 | 347 |
| Avg Bars in Winners | 534 | 468 | 587 | 534 | 468 | 587 |
| Avg Bars in Losers | 162 | 166 | 158 | 162 | 166 | 158 |
| Bars Traded | 20943 | 9121 | 11822 | 20943 | 9121 | 11822 |
| Profit Streak | 0 | 104.8694 | 0 | 0 | 104.8694 | 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 | -108961 | 428802 | -300158 | -115797 | 238133 | -581416 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757671200000,
"evaluation_time": 1757674316116,
"expiration_time": 1763318908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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": [
[
1340523.487711139,
1259524.2401043968,
80999.2476067419,
5804745.438123755,
6004532.231385618,
-199786.7932618638
],
[
1340.523488,
1259.52424,
80.999248,
5804.745438,
6004.532231,
-199.786793
],
[
0.738275,
0.693666,
0.044609,
0.224862,
0.226698,
0
],
[
521.066434,
521.066434,
521.066434,
521.066434,
521.066434,
521.066434
],
[
-109935,
-55582,
-55913,
-5771757,
-3861359,
-3671259
],
[
3.835699,
6.975382,
1.309222,
1.268519,
1.645238,
0.983773
],
[
67,
33,
34,
67,
33,
34
],
[
27,
12,
15,
27,
12,
15
],
[
40,
21,
19,
40,
21,
19
],
[
40.298507,
36.363636,
44.117647,
40.298507,
36.363636,
44.117647
],
[
5.682518,
12.206919,
1.658347,
1.879288,
2.879166,
1.246112
],
[
659887,
659887,
76764,
6583211,
6583211,
3216453
],
[
-29933,
-24237,
-29933,
-2604455,
-1696573,
-2604455
],
[
312,
276,
347,
312,
276,
347
],
[
534,
468,
587,
534,
468,
587
],
[
162,
166,
158,
162,
166,
158
],
[
20943,
9121,
11822,
20943,
9121,
11822
],
[
0,
104.869399,
0,
0,
104.869399,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108961,
428802,
-300158,
-115797,
238133,
-581416
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757671200000,
"evaluation_time": 1757674316116,
"expiration_time": 1763318908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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) |
|---|