| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1111053.1485 | 958261.7317 | 152791.4168 | 19430211.8604 | 31145587.1446 | -11715375.2842 |
| Total P&L (%) | 1111.0531 | 958.2617 | 152.7914 | 19430.2119 | 31145.5871 | -11715.3753 |
| Avg Daily Profit (%) | 0.6122 | 0.528 | 0.0842 | 0.2911 | 0.317 | 0 |
| Buy And Hold Return (%) | 630.118 | 630.118 | 630.118 | 630.118 | 630.118 | 630.118 |
| Max Trade Drawdown | -113302 | -78391 | -60303 | -43305633 | -27747238 | -22567901 |
| Profit Factor | 2.408 | 3.6366 | 1.3589 | 1.1396 | 1.4782 | 0.8418 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
| Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Profitability (%) | 50.289 | 47.6744 | 52.8736 | 50.289 | 47.6744 | 52.8736 |
| Ratio Avg Win / Avg Loss | 2.3803 | 3.9914 | 1.2112 | 1.1265 | 1.6224 | 0.7503 |
| Largest Winning Trade | 308257 | 308257 | 59945 | 28469136 | 28469136 | 6231635 |
| Largest Losing Trade | -35810 | -20981 | -35810 | -8324117 | -8324117 | -6292553 |
| Avg Bars in Trades | 124 | 123 | 125 | 124 | 123 | 125 |
| Avg Bars in Winners | 175 | 174 | 177 | 175 | 174 | 177 |
| Avg Bars in Losers | 72 | 77 | 67 | 72 | 77 | 67 |
| Bars Traded | 21522 | 10626 | 10896 | 21522 | 10626 | 10896 |
| 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 | 310502 | 227677 | -245830 | -57210 | 363366 | -580727 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21777,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601791200000,
"last_datapoint_time": 1757584800000,
"evaluation_time": 1757586248475,
"expiration_time": 1763229398400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 210,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 145,
"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": [
[
1111053.1485391355,
958261.7317028467,
152791.4168362885,
19430211.860381644,
31145587.144613933,
-11715375.284232289
],
[
1111.053149,
958.261732,
152.791417,
19430.21186,
31145.587145,
-11715.375284
],
[
0.612235,
0.528041,
0.084194,
0.291072,
0.317044,
0
],
[
630.117996,
630.117996,
630.117996,
630.117996,
630.117996,
630.117996
],
[
-113302,
-78391,
-60303,
-43305633,
-27747238,
-22567901
],
[
2.407992,
3.636642,
1.358948,
1.139597,
1.478193,
0.841804
],
[
173,
86,
87,
173,
86,
87
],
[
87,
41,
46,
87,
41,
46
],
[
86,
45,
41,
86,
45,
41
],
[
50.289017,
47.674419,
52.873563,
50.289017,
47.674419,
52.873563
],
[
2.380314,
3.991436,
1.211236,
1.126498,
1.622407,
0.750303
],
[
308257,
308257,
59945,
28469136,
28469136,
6231635
],
[
-35810,
-20981,
-35810,
-8324117,
-8324117,
-6292553
],
[
124,
123,
125,
124,
123,
125
],
[
175,
174,
177,
175,
174,
177
],
[
72,
77,
67,
72,
77,
67
],
[
21522,
10626,
10896,
21522,
10626,
10896
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310502,
227677,
-245830,
-57210,
363366,
-580727
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21777,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601791200000,
"last_datapoint_time": 1757584800000,
"evaluation_time": 1757586248475,
"expiration_time": 1763229398400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 210,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 145,
"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) |
|---|