| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1476304.632 | 1410948.4793 | 65356.1527 | 5055513.6477 | 10545520.9504 | -5490007.3028 |
| Total P&L (%) | 1476.3046 | 1410.9485 | 65.3562 | 5055.5136 | 10545.521 | -5490.0073 |
| Avg Daily Profit (%) | 0.8121 | 0.7762 | 0.036 | 0.2171 | 0.2571 | 0 |
| Buy And Hold Return (%) | 709.9174 | 709.9174 | 709.9174 | 709.9174 | 709.9174 | 709.9174 |
| Max Trade Drawdown | -135272 | -94856 | -70668 | -19708728 | -13143984 | -8017971 |
| Profit Factor | 3.0807 | 5.1226 | 1.178 | 1.0989 | 1.3989 | 0.7775 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Profitability (%) | 40.4762 | 41.2698 | 39.6825 | 40.4762 | 41.2698 | 39.6825 |
| Ratio Avg Win / Avg Loss | 4.5305 | 7.2898 | 1.7905 | 1.616 | 1.9907 | 1.1818 |
| Largest Winning Trade | 863809 | 863809 | 72387 | 10855191 | 10855191 | 4603046 |
| Largest Losing Trade | -23280 | -23280 | -22561 | -4066851 | -4066851 | -2674895 |
| Avg Bars in Trades | 170 | 154 | 187 | 170 | 154 | 187 |
| Avg Bars in Winners | 303 | 268 | 339 | 303 | 268 | 339 |
| Avg Bars in Losers | 80 | 73 | 87 | 80 | 73 | 87 |
| Bars Traded | 21504 | 9708 | 11796 | 21504 | 9708 | 11796 |
| 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 | 336029 | -136478 | -485286 | -105798 | -140028 | -730081 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21814,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856311757,
"expiration_time": 1763505388800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 231,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 172,
"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": [
[
1476304.6320104122,
1410948.47929216,
65356.1527182528,
5055513.647684582,
10545520.950446136,
-5490007.302761562
],
[
1476.304632,
1410.948479,
65.356153,
5055.513648,
10545.52095,
-5490.007303
],
[
0.812125,
0.776172,
0.035953,
0.217123,
0.257104,
0
],
[
709.917355,
709.917355,
709.917355,
709.917355,
709.917355,
709.917355
],
[
-135272,
-94856,
-70668,
-19708728,
-13143984,
-8017971
],
[
3.080714,
5.122566,
1.177952,
1.098912,
1.398865,
0.777485
],
[
126,
63,
63,
126,
63,
63
],
[
51,
26,
25,
51,
26,
25
],
[
75,
37,
38,
75,
37,
38
],
[
40.47619,
41.269841,
39.68254,
40.47619,
41.269841,
39.68254
],
[
4.530462,
7.289805,
1.790487,
1.616047,
1.990693,
1.181776
],
[
863809,
863809,
72387,
10855191,
10855191,
4603046
],
[
-23280,
-23280,
-22561,
-4066851,
-4066851,
-2674895
],
[
170,
154,
187,
170,
154,
187
],
[
303,
268,
339,
303,
268,
339
],
[
80,
73,
87,
80,
73,
87
],
[
21504,
9708,
11796,
21504,
9708,
11796
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336029,
-136478,
-485286,
-105798,
-140028,
-730081
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21814,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856311757,
"expiration_time": 1763505388800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 231,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 172,
"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) |
|---|