| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1318070.58 | -49349.18 | -1268721.4 | -688271.6857 | -8330641.0156 | 7642369.3299 |
| Total P&L (%) | -1318.0706 | -49.3492 | -1268.7214 | -688.2717 | -8330.641 | 7642.3693 |
| Avg Daily Profit (%) | -0.7266 | -0.0272 | -0.6994 | 0 | 0 | 0.2401 |
| Buy And Hold Return (%) | 616.2987 | 616.2987 | 616.2987 | 616.2987 | 616.2987 | 616.2987 |
| Max Trade Drawdown | -1384158 | -226956 | -1300744 | -26424221 | -20466568 | -6468054 |
| Profit Factor | 0.3301 | 0.8698 | 0.2013 | 0.9808 | 0.6467 | 1.6184 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 144 | 70 | 74 | 111 | 52 | 59 |
| Losing Trades | 76 | 40 | 36 | 109 | 58 | 51 |
| Profitability (%) | 65.4545 | 63.6364 | 67.2727 | 50.4545 | 47.2727 | 53.6364 |
| Ratio Avg Win / Avg Loss | 0.1742 | 0.497 | 0.0979 | 0.9632 | 0.7213 | 1.399 |
| Largest Winning Trade | 24062 | 24062 | 19952 | 6333260 | 2343115 | 6333260 |
| Largest Losing Trade | -664784 | -75481 | -664784 | -17681197 | -17681197 | -4240566 |
| Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
| Avg Bars in Winners | 19 | 17 | 22 | 43 | 44 | 42 |
| Avg Bars in Losers | 100 | 111 | 87 | 52 | 58 | 45 |
| Bars Traded | 10480 | 5687 | 4793 | 10480 | 5687 | 4793 |
| Profit Streak | 8.6117 | 8.6117 | 21.945 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576501 | -578601 | -577290 | -579567 | -582100 | 379538 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604188800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472050759,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 240,
"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": [
[
-1318070.580009385,
-49349.1800196582,
-1268721.3999897267,
-688271.6856563748,
-8330641.015563976,
7642369.329907607
],
[
-1318.07058,
-49.34918,
-1268.7214,
-688.271686,
-8330.641016,
7642.36933
],
[
-0.72661,
-0.027205,
-0.699405,
0,
0,
0.24005
],
[
616.298668,
616.298668,
616.298668,
616.298668,
616.298668,
616.298668
],
[
-1384158,
-226956,
-1300744,
-26424221,
-20466568,
-6468054
],
[
0.330099,
0.869795,
0.201333,
0.980846,
0.646656,
1.618442
],
[
220,
110,
110,
220,
110,
110
],
[
144,
70,
74,
111,
52,
59
],
[
76,
40,
36,
109,
58,
51
],
[
65.454545,
63.636364,
67.272727,
50.454545,
47.272727,
53.636364
],
[
0.174219,
0.497025,
0.097946,
0.963173,
0.72127,
1.398993
],
[
24062,
24062,
19952,
6333260,
2343115,
6333260
],
[
-664784,
-75481,
-664784,
-17681197,
-17681197,
-4240566
],
[
47,
51,
43,
47,
51,
43
],
[
19,
17,
22,
43,
44,
42
],
[
100,
111,
87,
52,
58,
45
],
[
10480,
5687,
4793,
10480,
5687,
4793
],
[
8.611698,
8.611698,
21.945032,
0,
0,
0
],
[
2,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576501,
-578601,
-577290,
-579567,
-582100,
379538
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604188800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472050759,
"expiration_time": 1762164288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 240,
"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) |
|---|