| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1597526.716 | 1532196.9926 | 65329.7234 | 4913067.3417 | 11737295.6396 | -6824228.2978 |
| Total P&L (%) | 1597.5267 | 1532.197 | 65.3297 | 4913.0673 | 11737.2956 | -6824.2283 |
| Avg Daily Profit (%) | 0.8776 | 0.8417 | 0.0359 | 0.2153 | 0.2626 | 0 |
| Buy And Hold Return (%) | 650.7688 | 650.7688 | 650.7688 | 650.7688 | 650.7688 | 650.7688 |
| Max Trade Drawdown | -129866 | -81828 | -76561 | -18268978 | -10577513 | -8506662 |
| Profit Factor | 3.1584 | 5.3128 | 1.1697 | 1.0948 | 1.4514 | 0.736 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
| Profitability (%) | 39.1304 | 36.2319 | 42.029 | 39.1304 | 36.2319 | 42.029 |
| Ratio Avg Win / Avg Loss | 4.9131 | 9.3506 | 1.6134 | 1.703 | 2.5545 | 1.0152 |
| Largest Winning Trade | 951416 | 951416 | 73878 | 11852769 | 11852769 | 4508469 |
| Largest Losing Trade | -25074 | -25074 | -23314 | -4469087 | -3854127 | -4469087 |
| Avg Bars in Trades | 156 | 140 | 171 | 156 | 140 | 171 |
| Avg Bars in Winners | 284 | 263 | 302 | 284 | 263 | 302 |
| Avg Bars in Losers | 73 | 71 | 76 | 73 | 71 | 76 |
| Bars Traded | 21528 | 9702 | 11826 | 21528 | 9702 | 11826 |
| 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 | 415826 | -90611 | -448489 | -110876 | -96619 | -684169 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21844,
"evaluation_days": 1820.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758074017887,
"expiration_time": 1763729164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 151,
"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": [
[
1597526.7159922174,
1532196.9925644482,
65329.7234277686,
4913067.34173399,
11737295.639578028,
-6824228.297844039
],
[
1597.526716,
1532.196993,
65.329723,
4913.067342,
11737.29564,
-6824.228298
],
[
0.877603,
0.841714,
0.035889,
0.215282,
0.262596,
0
],
[
650.768769,
650.768769,
650.768769,
650.768769,
650.768769,
650.768769
],
[
-129866,
-81828,
-76561,
-18268978,
-10577513,
-8506662
],
[
3.158404,
5.312814,
1.169742,
1.094757,
1.451444,
0.736005
],
[
138,
69,
69,
138,
69,
69
],
[
54,
25,
29,
54,
25,
29
],
[
84,
44,
40,
84,
44,
40
],
[
39.130435,
36.231884,
42.028986,
39.130435,
36.231884,
42.028986
],
[
4.913072,
9.350552,
1.613437,
1.702955,
2.554542,
1.015179
],
[
951416,
951416,
73878,
11852769,
11852769,
4508469
],
[
-25074,
-25074,
-23314,
-4469087,
-3854127,
-4469087
],
[
156,
140,
171,
156,
140,
171
],
[
284,
263,
302,
284,
263,
302
],
[
73,
71,
76,
73,
71,
76
],
[
21528,
9702,
11826,
21528,
9702,
11826
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415826,
-90611,
-448489,
-110876,
-96619,
-684169
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21844,
"evaluation_days": 1820.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758074017887,
"expiration_time": 1763729164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 151,
"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) |
|---|