| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1243560.6609 | 1227139.9017 | 16420.7591 | 955645.6625 | 1701086.7811 | -745441.1187 |
| Total P&L (%) | 1243.5607 | 1227.1399 | 16.4208 | 955.6457 | 1701.0868 | -745.4411 |
| Avg Daily Profit (%) | 0.6837 | 0.6747 | 0.009 | 0.1297 | 0.1591 | 0 |
| Buy And Hold Return (%) | 598.8336 | 598.8336 | 598.8336 | 598.8336 | 598.8336 | 598.8336 |
| Max Trade Drawdown | -120449 | -78868 | -107400 | -2836746 | -1807185 | -1099794 |
| Profit Factor | 2.2408 | 3.7492 | 1.0295 | 1.0814 | 1.3297 | 0.8866 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
| Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
| Profitability (%) | 44.2478 | 41.5929 | 46.9027 | 44.2478 | 41.5929 | 46.9027 |
| Ratio Avg Win / Avg Loss | 2.8234 | 5.2648 | 1.1655 | 1.3626 | 1.8672 | 1.0037 |
| Largest Winning Trade | 884923 | 884923 | 61984 | 1296222 | 1296222 | 844045 |
| Largest Losing Trade | -50778 | -26531 | -50778 | -679411 | -666444 | -679411 |
| Avg Bars in Trades | 94 | 99 | 89 | 94 | 99 | 89 |
| Avg Bars in Winners | 125 | 120 | 129 | 125 | 120 | 129 |
| Avg Bars in Losers | 70 | 84 | 54 | 70 | 84 | 54 |
| Bars Traded | 21394 | 11271 | 10123 | 21394 | 11271 | 10123 |
| 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 | 324180 | 320003 | -536036 | -161089 | 82390 | -580569 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21825,
"evaluation_days": 1818.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602410400000,
"last_datapoint_time": 1757930400000,
"evaluation_time": 1757931160906,
"expiration_time": 1763587440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 163,
"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": [
[
1243560.660880863,
1227139.9017310946,
16420.7591497687,
955645.6624748148,
1701086.781147092,
-745441.1186722742
],
[
1243.560661,
1227.139902,
16.420759,
955.645662,
1701.086781,
-745.441119
],
[
0.683745,
0.674716,
0.009029,
0.129664,
0.15908,
0
],
[
598.83364,
598.83364,
598.83364,
598.83364,
598.83364,
598.83364
],
[
-120449,
-78868,
-107400,
-2836746,
-1807185,
-1099794
],
[
2.240769,
3.74917,
1.02954,
1.081436,
1.329696,
0.886632
],
[
226,
113,
113,
226,
113,
113
],
[
100,
47,
53,
100,
47,
53
],
[
126,
66,
60,
126,
66,
60
],
[
44.247788,
41.59292,
46.902655,
44.247788,
41.59292,
46.902655
],
[
2.823368,
5.264792,
1.165517,
1.362609,
1.867233,
1.003734
],
[
884923,
884923,
61984,
1296222,
1296222,
844045
],
[
-50778,
-26531,
-50778,
-679411,
-666444,
-679411
],
[
94,
99,
89,
94,
99,
89
],
[
125,
120,
129,
125,
120,
129
],
[
70,
84,
54,
70,
84,
54
],
[
21394,
11271,
10123,
21394,
11271,
10123
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324180,
320003,
-536036,
-161089,
82390,
-580569
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21825,
"evaluation_days": 1818.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602410400000,
"last_datapoint_time": 1757930400000,
"evaluation_time": 1757931160906,
"expiration_time": 1763587440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 163,
"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) |
|---|