| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1684219.5531 | 1560678.758 | 123540.7951 | 16423851.5295 | 25264480.4737 | -8840628.9442 |
| Total P&L (%) | 1684.2196 | 1560.6788 | 123.5408 | 16423.8515 | 25264.4805 | -8840.6289 |
| Avg Daily Profit (%) | 0.9285 | 0.8604 | 0.0681 | 0.282 | 0.3056 | 0 |
| Buy And Hold Return (%) | 688.7052 | 688.7052 | 688.7052 | 688.7052 | 688.7052 | 688.7052 |
| Max Trade Drawdown | -91718 | -66280 | -82466 | -29839646 | -19759097 | -17614287 |
| Profit Factor | 3.5153 | 5.8742 | 1.3536 | 1.151 | 1.4806 | 0.8428 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
| Profitability (%) | 41.7808 | 36.9863 | 46.5753 | 41.7808 | 36.9863 | 46.5753 |
| Ratio Avg Win / Avg Loss | 4.8984 | 10.0079 | 1.5526 | 1.6038 | 2.5225 | 0.9667 |
| Largest Winning Trade | 1052697 | 1052697 | 77694 | 17484395 | 17484395 | 9983871 |
| Largest Losing Trade | -39199 | -24055 | -39199 | -9024554 | -7126521 | -9024554 |
| Avg Bars in Trades | 146 | 135 | 158 | 146 | 135 | 158 |
| Avg Bars in Winners | 255 | 244 | 263 | 255 | 244 | 263 |
| Avg Bars in Losers | 68 | 71 | 65 | 68 | 71 | 65 |
| Bars Traded | 21436 | 9901 | 11535 | 21436 | 9901 | 11535 |
| 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 | 477167 | -60479 | -339546 | -47429 | -65779 | -654067 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21768,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757522200114,
"expiration_time": 1763162265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 186,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"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": [
[
1684219.55314456,
1560678.7579954255,
123540.7951491344,
16423851.529515527,
25264480.473732587,
-8840628.94421706
],
[
1684.219553,
1560.678758,
123.540795,
16423.85153,
25264.480474,
-8840.628944
],
[
0.928456,
0.860352,
0.068104,
0.281951,
0.305644,
0
],
[
688.705234,
688.705234,
688.705234,
688.705234,
688.705234,
688.705234
],
[
-91718,
-66280,
-82466,
-29839646,
-19759097,
-17614287
],
[
3.515313,
5.874173,
1.353587,
1.150962,
1.480604,
0.842767
],
[
146,
73,
73,
146,
73,
73
],
[
61,
27,
34,
61,
27,
34
],
[
85,
46,
39,
85,
46,
39
],
[
41.780822,
36.986301,
46.575342,
41.780822,
36.986301,
46.575342
],
[
4.898387,
10.007851,
1.552644,
1.6038,
2.52251,
0.966704
],
[
1052697,
1052697,
77694,
17484395,
17484395,
9983871
],
[
-39199,
-24055,
-39199,
-9024554,
-7126521,
-9024554
],
[
146,
135,
158,
146,
135,
158
],
[
255,
244,
263,
255,
244,
263
],
[
68,
71,
65,
68,
71,
65
],
[
21436,
9901,
11535,
21436,
9901,
11535
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477167,
-60479,
-339546,
-47429,
-65779,
-654067
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21768,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601985600000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757522200114,
"expiration_time": 1763162265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 186,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"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) |
|---|