| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1664612.8037 | 1522261.3798 | 142351.4239 | 12749332.1534 | 10195696.8543 | 2553635.2991 |
| Total P&L (%) | 1664.6128 | 1522.2614 | 142.3514 | 12749.3322 | 10195.6969 | 2553.6353 |
| Avg Daily Profit (%) | 0.9137 | 0.8355 | 0.0781 | 0.2669 | 0.2547 | 0.1801 |
| Buy And Hold Return (%) | 708.5344 | 708.5344 | 708.5344 | 708.5344 | 708.5344 | 708.5344 |
| Max Trade Drawdown | -125175 | -97067 | -37652 | -32101924 | -24611884 | -11044290 |
| Profit Factor | 3.1705 | 4.528 | 1.4244 | 1.1304 | 1.1761 | 1.0641 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
| Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
| Profitability (%) | 35.468 | 32.6733 | 38.2353 | 35.468 | 32.6733 | 38.2353 |
| Ratio Avg Win / Avg Loss | 5.7685 | 9.3304 | 2.3009 | 2.0568 | 2.4234 | 1.7189 |
| Largest Winning Trade | 964609 | 964609 | 52654 | 20008973 | 20008973 | 8567375 |
| Largest Losing Trade | -27391 | -19873 | -27391 | -5395717 | -5395717 | -4058729 |
| Avg Bars in Trades | 104 | 122 | 87 | 104 | 122 | 87 |
| Avg Bars in Winners | 201 | 248 | 161 | 201 | 248 | 161 |
| Avg Bars in Losers | 52 | 61 | 41 | 52 | 61 | 41 |
| Bars Traded | 21292 | 12403 | 8889 | 21292 | 12403 | 8889 |
| 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 | 366313 | 278040 | -257309 | -71923 | -24264 | -148472 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21863,
"evaluation_days": 1821.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602309600000,
"last_datapoint_time": 1758204000000,
"evaluation_time": 1758205165940,
"expiration_time": 1763870889600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 17,
"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": [
[
1664612.803707291,
1522261.3797700517,
142351.4239372391,
12749332.153430032,
10195696.854331419,
2553635.29909862
],
[
1664.612804,
1522.26138,
142.351424,
12749.332153,
10195.696854,
2553.635299
],
[
0.913659,
0.835526,
0.078133,
0.266881,
0.254688,
0.18011
],
[
708.534395,
708.534395,
708.534395,
708.534395,
708.534395,
708.534395
],
[
-125175,
-97067,
-37652,
-32101924,
-24611884,
-11044290
],
[
3.170494,
4.527989,
1.424364,
1.130429,
1.176063,
1.064098
],
[
203,
101,
102,
203,
101,
102
],
[
72,
33,
39,
72,
33,
39
],
[
131,
68,
63,
131,
68,
63
],
[
35.46798,
32.673267,
38.235294,
35.46798,
32.673267,
38.235294
],
[
5.768538,
9.330402,
2.300895,
2.056752,
2.423402,
1.718927
],
[
964609,
964609,
52654,
20008973,
20008973,
8567375
],
[
-27391,
-19873,
-27391,
-5395717,
-5395717,
-4058729
],
[
104,
122,
87,
104,
122,
87
],
[
201,
248,
161,
201,
248,
161
],
[
52,
61,
41,
52,
61,
41
],
[
21292,
12403,
8889,
21292,
12403,
8889
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366313,
278040,
-257309,
-71923,
-24264,
-148472
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21863,
"evaluation_days": 1821.92,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602309600000,
"last_datapoint_time": 1758204000000,
"evaluation_time": 1758205165940,
"expiration_time": 1763870889600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 17,
"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) |
|---|