| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1102628.2535 | 948020.8983 | 154607.3552 | 26583881.7634 | 26371150.8331 | 212730.9302 |
| Total P&L (%) | 1102.6283 | 948.0209 | 154.6074 | 26583.8818 | 26371.1508 | 212.7309 |
| Avg Daily Profit (%) | 0.6058 | 0.5208 | 0.0849 | 0.3074 | 0.3069 | 0.0627 |
| Buy And Hold Return (%) | 638.9767 | 638.9767 | 638.9767 | 638.9767 | 638.9767 | 638.9767 |
| Max Trade Drawdown | -91823 | -44143 | -81408 | -45641754 | -22002961 | -24125508 |
| Profit Factor | 3.0623 | 5.1059 | 1.509 | 1.2509 | 1.599 | 1.0034 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Profitability (%) | 49.0909 | 47.2727 | 50.9091 | 49.0909 | 47.2727 | 50.9091 |
| Ratio Avg Win / Avg Loss | 3.1757 | 5.695 | 1.4551 | 1.2972 | 1.7835 | 0.9676 |
| Largest Winning Trade | 296118 | 296118 | 76074 | 17145828 | 15192574 | 17145828 |
| Largest Losing Trade | -24944 | -23442 | -24944 | -15642572 | -7099533 | -15642572 |
| Avg Bars in Trades | 195 | 179 | 210 | 195 | 179 | 210 |
| Avg Bars in Winners | 265 | 239 | 289 | 265 | 239 | 289 |
| Avg Bars in Losers | 127 | 125 | 128 | 127 | 125 | 128 |
| Bars Traded | 21460 | 9877 | 11583 | 21460 | 9877 | 11583 |
| 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 | 308762 | -177770 | -423911 | 312407 | -169141 | -673394 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21843,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1758060000000,
"evaluation_time": 1758061551552,
"expiration_time": 1763721705600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 113,
"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": [
[
1102628.2535033198,
948020.898297661,
154607.3552056585,
26583881.763365943,
26371150.8331362,
212730.9302297519
],
[
1102.628254,
948.020898,
154.607355,
26583.881763,
26371.150833,
212.73093
],
[
0.605756,
0.520819,
0.084937,
0.307388,
0.306947,
0.062658
],
[
638.976726,
638.976726,
638.976726,
638.976726,
638.976726,
638.976726
],
[
-91823,
-44143,
-81408,
-45641754,
-22002961,
-24125508
],
[
3.062278,
5.1059,
1.508957,
1.250861,
1.599014,
1.003434
],
[
110,
55,
55,
110,
55,
55
],
[
54,
26,
28,
54,
26,
28
],
[
56,
29,
27,
56,
29,
27
],
[
49.090909,
47.272727,
50.909091,
49.090909,
47.272727,
50.909091
],
[
3.175695,
5.695042,
1.455066,
1.29719,
1.783515,
0.967597
],
[
296118,
296118,
76074,
17145828,
15192574,
17145828
],
[
-24944,
-23442,
-24944,
-15642572,
-7099533,
-15642572
],
[
195,
179,
210,
195,
179,
210
],
[
265,
239,
289,
265,
239,
289
],
[
127,
125,
128,
127,
125,
128
],
[
21460,
9877,
11583,
21460,
9877,
11583
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308762,
-177770,
-423911,
312407,
-169141,
-673394
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21843,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1758060000000,
"evaluation_time": 1758061551552,
"expiration_time": 1763721705600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 113,
"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) |
|---|