| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 833209.0286 | 784778.3662 | 48430.6623 | 1646126.7878 | 3923273.0854 | -2277146.2976 |
| Total P&L (%) | 833.209 | 784.7784 | 48.4307 | 1646.1268 | 3923.2731 | -2277.1463 |
| Avg Daily Profit (%) | 0.458 | 0.4314 | 0.0266 | 0.1573 | 0.2033 | 0 |
| Buy And Hold Return (%) | 696.696 | 696.696 | 696.696 | 696.696 | 696.696 | 696.696 |
| Max Trade Drawdown | -144067 | -77577 | -139523 | -3698659 | -2982027 | -3272484 |
| Profit Factor | 1.4633 | 1.9007 | 1.0522 | 1.0448 | 1.2186 | 0.879 |
| Total Trades | 776 | 388 | 388 | 776 | 388 | 388 |
| Winning Trades | 367 | 183 | 184 | 367 | 183 | 184 |
| Losing Trades | 409 | 205 | 204 | 409 | 205 | 204 |
| Profitability (%) | 47.2938 | 47.1649 | 47.4227 | 47.2938 | 47.1649 | 47.4227 |
| Ratio Avg Win / Avg Loss | 1.6308 | 2.1292 | 1.1666 | 1.1643 | 1.3651 | 0.9745 |
| Largest Winning Trade | 250857 | 250857 | 44061 | 2558301 | 2558301 | 677921 |
| Largest Losing Trade | -35499 | -21283 | -35499 | -1084045 | -825650 | -1084045 |
| Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
| Avg Bars in Winners | 36 | 33 | 39 | 36 | 33 | 39 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 21529 | 10191 | 11338 | 21529 | 10191 | 11338 |
| Profit Streak | 0 | 10.6571 | 0 | 0 | 10.6571 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -89103 | -111075 | -485405 | -164791 | 305456 | -580029 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21830,
"evaluation_days": 1819.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601992800000,
"last_datapoint_time": 1757966400000,
"evaluation_time": 1757972769732,
"expiration_time": 1763624736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 113,
"af": 0,
"af0": 0,
"max_af": 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": [
[
833209.0285582907,
784778.3662338174,
48430.6623244736,
1646126.7877725975,
3923273.0853911294,
-2277146.2976185298
],
[
833.209029,
784.778366,
48.430662,
1646.126788,
3923.273085,
-2277.146298
],
[
0.458016,
0.431394,
0.026622,
0.157337,
0.203303,
0
],
[
696.695977,
696.695977,
696.695977,
696.695977,
696.695977,
696.695977
],
[
-144067,
-77577,
-139523,
-3698659,
-2982027,
-3272484
],
[
1.463297,
1.900674,
1.052238,
1.044777,
1.218628,
0.87899
],
[
776,
388,
388,
776,
388,
388
],
[
367,
183,
184,
367,
183,
184
],
[
409,
205,
204,
409,
205,
204
],
[
47.293814,
47.164948,
47.42268,
47.293814,
47.164948,
47.42268
],
[
1.630759,
2.12917,
1.166612,
1.164343,
1.36513,
0.974533
],
[
250857,
250857,
44061,
2558301,
2558301,
677921
],
[
-35499,
-21283,
-35499,
-1084045,
-825650,
-1084045
],
[
27,
26,
29,
27,
26,
29
],
[
36,
33,
39,
36,
33,
39
],
[
19,
20,
19,
19,
20,
19
],
[
21529,
10191,
11338,
21529,
10191,
11338
],
[
0,
10.657057,
0,
0,
10.657057,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89103,
-111075,
-485405,
-164791,
305456,
-580029
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21830,
"evaluation_days": 1819.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601992800000,
"last_datapoint_time": 1757966400000,
"evaluation_time": 1757972769732,
"expiration_time": 1763624736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 113,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|