| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1053550.5976 | 920343.1318 | 133207.4658 | 12177332.1375 | 17431677.0226 | -5254344.8851 |
| Total P&L (%) | 1053.5506 | 920.3431 | 133.2075 | 12177.3321 | 17431.677 | -5254.3449 |
| Avg Daily Profit (%) | 0.5779 | 0.5048 | 0.0731 | 0.2642 | 0.2838 | 0 |
| Buy And Hold Return (%) | 738.4078 | 738.4078 | 738.4078 | 738.4078 | 738.4078 | 738.4078 |
| Max Trade Drawdown | -116727 | -65910 | -66543 | -26928170 | -12823184 | -15919566 |
| Profit Factor | 2.199 | 3.2344 | 1.2854 | 1.1391 | 1.4273 | 0.8876 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
| Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
| Profitability (%) | 43.4959 | 42.2764 | 44.7154 | 43.4959 | 42.2764 | 44.7154 |
| Ratio Avg Win / Avg Loss | 2.8567 | 4.4163 | 1.5892 | 1.4798 | 1.9489 | 1.0974 |
| Largest Winning Trade | 267558 | 267558 | 64449 | 14555710 | 14555710 | 4961273 |
| Largest Losing Trade | -31422 | -19114 | -31422 | -7576450 | -3021493 | -7576450 |
| Avg Bars in Trades | 87 | 89 | 85 | 87 | 89 | 85 |
| Avg Bars in Winners | 131 | 138 | 124 | 131 | 138 | 124 |
| Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
| Bars Traded | 21504 | 10999 | 10505 | 21504 | 10999 | 10505 |
| Profit Streak | 0 | 29.4074 | 0 | 0 | 29.4074 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18789 | -74524 | -262338 | -60185 | 306033 | -581394 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21877,
"evaluation_days": 1823.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1758304800000,
"evaluation_time": 1758311201922,
"expiration_time": 1763975318400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 87,
"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": [
[
1053550.5976417316,
920343.1318157937,
133207.4658259378,
12177332.137533793,
17431677.022618342,
-5254344.885084543
],
[
1053.550598,
920.343132,
133.207466,
12177.332138,
17431.677023,
-5254.344885
],
[
0.577896,
0.504829,
0.073067,
0.264206,
0.283801,
0
],
[
738.407842,
738.407842,
738.407842,
738.407842,
738.407842,
738.407842
],
[
-116727,
-65910,
-66543,
-26928170,
-12823184,
-15919566
],
[
2.199046,
3.234444,
1.285382,
1.139089,
1.427334,
0.887629
],
[
246,
123,
123,
246,
123,
123
],
[
107,
52,
55,
107,
52,
55
],
[
139,
71,
68,
139,
71,
68
],
[
43.495935,
42.276423,
44.715447,
43.495935,
42.276423,
44.715447
],
[
2.856704,
4.41626,
1.5892,
1.479751,
1.94886,
1.097433
],
[
267558,
267558,
64449,
14555710,
14555710,
4961273
],
[
-31422,
-19114,
-31422,
-7576450,
-3021493,
-7576450
],
[
87,
89,
85,
87,
89,
85
],
[
131,
138,
124,
131,
138,
124
],
[
53,
53,
53,
53,
53,
53
],
[
21504,
10999,
10505,
21504,
10999,
10505
],
[
0,
29.40743,
0,
0,
29.40743,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18789,
-74524,
-262338,
-60185,
306033,
-581394
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21877,
"evaluation_days": 1823.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601755200000,
"last_datapoint_time": 1758304800000,
"evaluation_time": 1758311201922,
"expiration_time": 1763975318400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 87,
"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) |
|---|