| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1162050.9877 | 970302.9677 | 191748.02 | 40574360.0576 | 39089231.657 | 1485128.4006 |
| Total P&L (%) | 1162.051 | 970.303 | 191.748 | 40574.3601 | 39089.2317 | 1485.1284 |
| Avg Daily Profit (%) | 0.6381 | 0.5328 | 0.1053 | 0.3305 | 0.3284 | 0.1519 |
| Buy And Hold Return (%) | 627.3346 | 627.3346 | 627.3346 | 627.3346 | 627.3346 | 627.3346 |
| Max Trade Drawdown | -62076 | -52608 | -62339 | -35713012 | -27916184 | -27638335 |
| Profit Factor | 2.5943 | 3.675 | 1.5237 | 1.2318 | 1.4538 | 1.0167 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 43.956 | 41.7582 | 46.1538 | 43.956 | 41.7582 | 46.1538 |
| Ratio Avg Win / Avg Loss | 3.3078 | 5.1257 | 1.7777 | 1.5705 | 2.0276 | 1.1861 |
| Largest Winning Trade | 289084 | 289084 | 64915 | 30167302 | 30167302 | 12870302 |
| Largest Losing Trade | -33246 | -20537 | -33246 | -13097761 | -7243259 | -13097761 |
| Avg Bars in Trades | 117 | 112 | 123 | 117 | 112 | 123 |
| Avg Bars in Winners | 195 | 196 | 194 | 195 | 196 | 194 |
| Avg Bars in Losers | 57 | 52 | 62 | 57 | 52 | 62 |
| Bars Traded | 21465 | 10225 | 11240 | 21465 | 10225 | 11240 |
| 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 | 268526 | 154029 | -217436 | 307205 | 279140 | -200778 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21853,
"evaluation_days": 1821.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601740800000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758136704050,
"expiration_time": 1763796297600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "ema",
"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": [
[
1162050.9877318426,
970302.9677491828,
191748.0199826599,
40574360.05764869,
39089231.657004215,
1485128.4006444612
],
[
1162.050988,
970.302968,
191.74802,
40574.360058,
39089.231657,
1485.128401
],
[
0.638111,
0.532817,
0.105294,
0.330469,
0.32842,
0.151852
],
[
627.334564,
627.334564,
627.334564,
627.334564,
627.334564,
627.334564
],
[
-62076,
-52608,
-62339,
-35713012,
-27916184,
-27638335
],
[
2.594348,
3.675005,
1.52372,
1.231756,
1.453786,
1.016699
],
[
182,
91,
91,
182,
91,
91
],
[
80,
38,
42,
80,
38,
42
],
[
102,
53,
49,
102,
53,
49
],
[
43.956044,
41.758242,
46.153846,
43.956044,
41.758242,
46.153846
],
[
3.307794,
5.125665,
1.777673,
1.570489,
2.027649,
1.186149
],
[
289084,
289084,
64915,
30167302,
30167302,
12870302
],
[
-33246,
-20537,
-33246,
-13097761,
-7243259,
-13097761
],
[
117,
112,
123,
117,
112,
123
],
[
195,
196,
194,
195,
196,
194
],
[
57,
52,
62,
57,
52,
62
],
[
21465,
10225,
11240,
21465,
10225,
11240
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
268526,
154029,
-217436,
307205,
279140,
-200778
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21853,
"evaluation_days": 1821.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601740800000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758136704050,
"expiration_time": 1763796297600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "ema",
"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) |
|---|