| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1111290.5102 | 1001091.4083 | 110199.1019 | 6517203.3265 | 9673998.5556 | -3156795.2291 |
| Total P&L (%) | 1111.2905 | 1001.0914 | 110.1991 | 6517.2033 | 9673.9986 | -3156.7952 |
| Avg Daily Profit (%) | 0.6128 | 0.5521 | 0.0608 | 0.2315 | 0.253 | 0 |
| Buy And Hold Return (%) | 511.3393 | 511.3393 | 511.3393 | 511.3393 | 511.3393 | 511.3393 |
| Max Trade Drawdown | -100667 | -64884 | -74283 | -14579939 | -9565270 | -7030137 |
| Profit Factor | 1.9516 | 2.6298 | 1.1991 | 1.0845 | 1.2265 | 0.9083 |
| Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
| Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
| Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
| Profitability (%) | 46.1818 | 44.5255 | 47.8261 | 46.1818 | 44.5255 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.2743 | 3.2764 | 1.3081 | 1.2638 | 1.5281 | 0.9909 |
| Largest Winning Trade | 335101 | 335101 | 47698 | 7732325 | 7732325 | 4688826 |
| Largest Losing Trade | -28488 | -27388 | -28488 | -3514305 | -3514305 | -2200158 |
| Avg Bars in Trades | 78 | 79 | 76 | 78 | 79 | 76 |
| Avg Bars in Winners | 111 | 116 | 107 | 111 | 116 | 107 |
| Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
| Bars Traded | 21528 | 10925 | 10603 | 21528 | 10925 | 10603 |
| Profit Streak | 14.8335 | 0 | 18.3335 | 14.8335 | 0 | 18.3335 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362921 | 236597 | -279582 | -118743 | 248997 | -581248 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21760,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601359200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757469614497,
"expiration_time": 1763102592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 103,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 85,
"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": [
[
1111290.5101945957,
1001091.4083058513,
110199.1018887449,
6517203.326528518,
9673998.555581529,
-3156795.229053021
],
[
1111.29051,
1001.091408,
110.199102,
6517.203327,
9673.998556,
-3156.795229
],
[
0.612845,
0.552073,
0.060772,
0.231459,
0.253021,
0
],
[
511.339281,
511.339281,
511.339281,
511.339281,
511.339281,
511.339281
],
[
-100667,
-64884,
-74283,
-14579939,
-9565270,
-7030137
],
[
1.951573,
2.62975,
1.199064,
1.084487,
1.226478,
0.908296
],
[
275,
137,
138,
275,
137,
138
],
[
127,
61,
66,
127,
61,
66
],
[
148,
76,
72,
148,
76,
72
],
[
46.181818,
44.525547,
47.826087,
46.181818,
44.525547,
47.826087
],
[
2.274274,
3.27641,
1.30807,
1.263811,
1.528071,
0.990869
],
[
335101,
335101,
47698,
7732325,
7732325,
4688826
],
[
-28488,
-27388,
-28488,
-3514305,
-3514305,
-2200158
],
[
78,
79,
76,
78,
79,
76
],
[
111,
116,
107,
111,
116,
107
],
[
49,
50,
48,
49,
50,
48
],
[
21528,
10925,
10603,
21528,
10925,
10603
],
[
14.833501,
0,
18.333501,
14.833501,
0,
18.333501
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362921,
236597,
-279582,
-118743,
248997,
-581248
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21760,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601359200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757469614497,
"expiration_time": 1763102592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 103,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 85,
"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) |
|---|