| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 884862.5637 | 806110.4992 | 78752.0644 | 4122852.5083 | 3924689.8401 | 198162.6682 |
| Total P&L (%) | 884.8626 | 806.1105 | 78.7521 | 4122.8525 | 3924.6898 | 198.1627 |
| Avg Daily Profit (%) | 0.4848 | 0.4417 | 0.0432 | 0.2053 | 0.2027 | 0.0599 |
| Buy And Hold Return (%) | 647.1655 | 647.1655 | 647.1655 | 647.1655 | 647.1655 | 647.1655 |
| Max Trade Drawdown | -108011 | -74653 | -116000 | -7349910 | -3957806 | -3690574 |
| Profit Factor | 2.4068 | 3.9945 | 1.2189 | 1.2434 | 1.5511 | 1.0202 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 50 | 46 | 54 | 50 | 46 | 54 |
| Ratio Avg Win / Avg Loss | 2.4068 | 4.6892 | 1.0383 | 1.2434 | 1.8208 | 0.869 |
| Largest Winning Trade | 268321 | 268321 | 75724 | 2820057 | 2820057 | 2621208 |
| Largest Losing Trade | -51567 | -27525 | -51567 | -2509157 | -1112803 | -2509157 |
| Avg Bars in Trades | 214 | 196 | 232 | 214 | 196 | 232 |
| Avg Bars in Winners | 298 | 283 | 310 | 298 | 283 | 310 |
| Avg Bars in Losers | 131 | 123 | 141 | 131 | 123 | 141 |
| Bars Traded | 21480 | 9845 | 11635 | 21480 | 9845 | 11635 |
| Profit Streak | 28.4179 | 28.4179 | 38.8345 | 28.4179 | 28.4179 | 38.8345 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34721 | -253277 | -480011 | 328771 | -170904 | -657291 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21901,
"evaluation_days": 1825.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602540000000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758477704772,
"expiration_time": 1764154339200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
884862.5636580503,
806110.4992128796,
78752.0644451708,
4122852.508289377,
3924689.840092366,
198162.668197011
],
[
884.862564,
806.110499,
78.752064,
4122.852508,
3924.68984,
198.162668
],
[
0.484835,
0.441685,
0.04315,
0.205303,
0.202664,
0.059877
],
[
647.165533,
647.165533,
647.165533,
647.165533,
647.165533,
647.165533
],
[
-108011,
-74653,
-116000,
-7349910,
-3957806,
-3690574
],
[
2.406811,
3.994493,
1.218885,
1.243367,
1.551083,
1.020181
],
[
100,
50,
50,
100,
50,
50
],
[
50,
23,
27,
50,
23,
27
],
[
50,
27,
23,
50,
27,
23
],
[
50,
46,
54,
50,
46,
54
],
[
2.406811,
4.689188,
1.03831,
1.243367,
1.820836,
0.869043
],
[
268321,
268321,
75724,
2820057,
2820057,
2621208
],
[
-51567,
-27525,
-51567,
-2509157,
-1112803,
-2509157
],
[
214,
196,
232,
214,
196,
232
],
[
298,
283,
310,
298,
283,
310
],
[
131,
123,
141,
131,
123,
141
],
[
21480,
9845,
11635,
21480,
9845,
11635
],
[
28.417879,
28.417879,
38.834546,
28.417879,
28.417879,
38.834546
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34721,
-253277,
-480011,
328771,
-170904,
-657291
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21901,
"evaluation_days": 1825.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602540000000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758477704772,
"expiration_time": 1764154339200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|