| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1175423.2133 | 1330342.4214 | -154919.2082 | -67920.6033 | 638557.856 | -706478.4593 |
| Total P&L (%) | 1175.4232 | 1330.3424 | -154.9192 | -67.9206 | 638.5579 | -706.4785 |
| Avg Daily Profit (%) | 0.6449 | 0.7299 | -0.085 | -0.0624 | 0.1098 | 0 |
| Buy And Hold Return (%) | 711.1546 | 711.1546 | 711.1546 | 711.1546 | 711.1546 | 711.1546 |
| Max Trade Drawdown | -220165 | -116679 | -168948 | -1018471 | -486126 | -755231 |
| Profit Factor | 2.2965 | 4.1017 | 0.6757 | 0.9666 | 1.7034 | 0.3736 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 40.6977 | 41.8605 | 39.5349 | 40.6977 | 41.8605 | 39.5349 |
| Ratio Avg Win / Avg Loss | 3.3464 | 5.6968 | 1.0334 | 1.4085 | 2.3658 | 0.5714 |
| Largest Winning Trade | 1073701 | 1073701 | 77039 | 925277 | 925277 | 117071 |
| Largest Losing Trade | -53768 | -43496 | -53768 | -299261 | -172177 | -299261 |
| Avg Bars in Trades | 121 | 117 | 124 | 121 | 117 | 124 |
| Avg Bars in Winners | 160 | 148 | 172 | 160 | 148 | 172 |
| Avg Bars in Losers | 94 | 94 | 93 | 94 | 94 | 93 |
| Bars Traded | 10407 | 5043 | 5364 | 10407 | 5043 | 5364 |
| Profit Streak | 0 | 109.3449 | 0 | 0 | 109.3449 | 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 | 130375 | 352630 | -583130 | -582499 | -210744 | -584796 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10936,
"evaluation_days": 1822.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758212197875,
"expiration_time": 1762935552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 1.95488
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 180,
"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": [
[
1175423.2132505989,
1330342.4214215097,
-154919.2081709107,
-67920.6033154499,
638557.8559998799,
-706478.4593153299
],
[
1175.423213,
1330.342421,
-154.919208,
-67.920603,
638.557856,
-706.478459
],
[
0.644891,
0.729887,
-0.084996,
-0.062359,
0.109764,
0
],
[
711.154599,
711.154599,
711.154599,
711.154599,
711.154599,
711.154599
],
[
-220165,
-116679,
-168948,
-1018471,
-486126,
-755231
],
[
2.296525,
4.101677,
0.675687,
0.966634,
1.703397,
0.373591
],
[
86,
43,
43,
86,
43,
43
],
[
35,
18,
17,
35,
18,
17
],
[
51,
25,
26,
51,
25,
26
],
[
40.697674,
41.860465,
39.534884,
40.697674,
41.860465,
39.534884
],
[
3.346366,
5.696774,
1.033404,
1.408524,
2.365829,
0.571374
],
[
1073701,
1073701,
77039,
925277,
925277,
117071
],
[
-53768,
-43496,
-53768,
-299261,
-172177,
-299261
],
[
121,
117,
124,
121,
117,
124
],
[
160,
148,
172,
160,
148,
172
],
[
94,
94,
93,
94,
94,
93
],
[
10407,
5043,
5364,
10407,
5043,
5364
],
[
0,
109.344883,
0,
0,
109.344883,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
130375,
352630,
-583130,
-582499,
-210744,
-584796
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10936,
"evaluation_days": 1822.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758212197875,
"expiration_time": 1762935552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 1.95488
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 180,
"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) |
|---|