| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1302736.1254 | 1342247.9807 | -39511.8553 | 249262.125 | 660317.823 | -411055.698 |
| Total P&L (%) | 1302.7361 | 1342.248 | -39.5119 | 249.2621 | 660.3178 | -411.0557 |
| Avg Daily Profit (%) | 0.7173 | 0.7391 | -0.0218 | 0.0689 | 0.1118 | 0 |
| Buy And Hold Return (%) | 589.9877 | 589.9877 | 589.9877 | 589.9877 | 589.9877 | 589.9877 |
| Max Trade Drawdown | -118436 | -103077 | -76330 | -773867 | -653831 | -478933 |
| Profit Factor | 3.2864 | 5.4491 | 0.8526 | 1.0922 | 1.4543 | 0.6709 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 35.3846 | 31.25 | 39.3939 | 35.3846 | 31.25 | 39.3939 |
| Ratio Avg Win / Avg Loss | 6.0013 | 11.9881 | 1.3117 | 1.9945 | 3.1994 | 1.0321 |
| Largest Winning Trade | 689636 | 689636 | 69717 | 838982 | 838982 | 317617 |
| Largest Losing Trade | -40176 | -40176 | -35444 | -219387 | -216124 | -219387 |
| Avg Bars in Trades | 157 | 207 | 108 | 157 | 207 | 108 |
| Avg Bars in Winners | 233 | 333 | 156 | 233 | 333 | 156 |
| Avg Bars in Losers | 115 | 150 | 77 | 115 | 150 | 77 |
| Bars Traded | 10219 | 6634 | 3585 | 10219 | 6634 | 3585 |
| 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 | -128721 | 302042 | -583260 | -526658 | -177258 | -583260 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10897,
"evaluation_days": 1816.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1757649600000,
"evaluation_time": 1757652249396,
"expiration_time": 1762357104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 47,
"offset": 156
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 37,
"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": [
[
1302736.125408995,
1342247.9807365648,
-39511.8553275699,
249262.1249807643,
660317.8229985809,
-411055.6980178165
],
[
1302.736125,
1342.247981,
-39.511855,
249.262125,
660.317823,
-411.055698
],
[
0.717299,
0.739054,
-0.021756,
0.068886,
0.111757,
0
],
[
589.987705,
589.987705,
589.987705,
589.987705,
589.987705,
589.987705
],
[
-118436,
-103077,
-76330,
-773867,
-653831,
-478933
],
[
3.286424,
5.44912,
0.852613,
1.092232,
1.454278,
0.670894
],
[
65,
32,
33,
65,
32,
33
],
[
23,
10,
13,
23,
10,
13
],
[
42,
22,
20,
42,
22,
20
],
[
35.384615,
31.25,
39.393939,
35.384615,
31.25,
39.393939
],
[
6.001296,
11.988065,
1.311712,
1.99451,
3.199412,
1.032145
],
[
689636,
689636,
69717,
838982,
838982,
317617
],
[
-40176,
-40176,
-35444,
-219387,
-216124,
-219387
],
[
157,
207,
108,
157,
207,
108
],
[
233,
333,
156,
233,
333,
156
],
[
115,
150,
77,
115,
150,
77
],
[
10219,
6634,
3585,
10219,
6634,
3585
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-128721,
302042,
-583260,
-526658,
-177258,
-583260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10897,
"evaluation_days": 1816.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1757649600000,
"evaluation_time": 1757652249396,
"expiration_time": 1762357104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 47,
"offset": 156
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 37,
"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) |
|---|