| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1390860.3688 | 1310795.5595 | 80064.8092 | 7399260.8942 | 8013869.9732 | -614609.0791 |
| Total P&L (%) | 1390.8604 | 1310.7956 | 80.0648 | 7399.2609 | 8013.87 | -614.6091 |
| Avg Daily Profit (%) | 0.7642 | 0.7202 | 0.044 | 0.2375 | 0.2418 | 0 |
| Buy And Hold Return (%) | 565.4102 | 565.4102 | 565.4102 | 565.4102 | 565.4102 | 565.4102 |
| Max Trade Drawdown | -104689 | -64475 | -69479 | -18717721 | -11823382 | -10484495 |
| Profit Factor | 3.3154 | 5.9385 | 1.2388 | 1.1416 | 1.3431 | 0.9787 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Profitability (%) | 37.1429 | 34.6154 | 39.6226 | 37.1429 | 34.6154 | 39.6226 |
| Ratio Avg Win / Avg Loss | 5.6107 | 11.2171 | 1.8877 | 1.9319 | 2.537 | 1.4914 |
| Largest Winning Trade | 750270 | 750270 | 74907 | 10746511 | 10746511 | 7673443 |
| Largest Losing Trade | -24441 | -23492 | -24441 | -3664728 | -3664728 | -3308093 |
| Avg Bars in Trades | 203 | 191 | 215 | 203 | 191 | 215 |
| Avg Bars in Winners | 385 | 376 | 393 | 385 | 376 | 393 |
| Avg Bars in Losers | 95 | 93 | 98 | 95 | 93 | 98 |
| Bars Traded | 21341 | 9940 | 11401 | 21341 | 9940 | 11401 |
| 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 | 383580 | -169838 | -483200 | -60058 | -176184 | -763202 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758049639630,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 98,
"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": [
[
1390860.368757873,
1310795.5595135682,
80064.8092443053,
7399260.894153183,
8013869.97320706,
-614609.0790538758
],
[
1390.860369,
1310.79556,
80.064809,
7399.260894,
8013.869973,
-614.609079
],
[
0.764175,
0.720186,
0.04399,
0.23749,
0.241829,
0
],
[
565.4102,
565.4102,
565.4102,
565.4102,
565.4102,
565.4102
],
[
-104689,
-64475,
-69479,
-18717721,
-11823382,
-10484495
],
[
3.315417,
5.938477,
1.238807,
1.141564,
1.343105,
0.978742
],
[
105,
52,
53,
105,
52,
53
],
[
39,
18,
21,
39,
18,
21
],
[
66,
34,
32,
66,
34,
32
],
[
37.142857,
34.615385,
39.622642,
37.142857,
34.615385,
39.622642
],
[
5.610705,
11.217124,
1.887705,
1.931877,
2.536977,
1.491416
],
[
750270,
750270,
74907,
10746511,
10746511,
7673443
],
[
-24441,
-23492,
-24441,
-3664728,
-3664728,
-3308093
],
[
203,
191,
215,
203,
191,
215
],
[
385,
376,
393,
385,
376,
393
],
[
95,
93,
98,
95,
93,
98
],
[
21341,
9940,
11401,
21341,
9940,
11401
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383580,
-169838,
-483200,
-60058,
-176184,
-763202
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21841,
"evaluation_days": 1820.08,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602547200000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758049639630,
"expiration_time": 1763706787200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 98,
"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) |
|---|