| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1537253.9744 | 1579876.8156 | -42622.8412 | 346275.4318 | 918717.6331 | -572442.2013 |
| Total P&L (%) | 1537.254 | 1579.8768 | -42.6228 | 346.2754 | 918.7176 | -572.4422 |
| Avg Daily Profit (%) | 0.8457 | 0.8691 | -0.0234 | 0.0823 | 0.1278 | 0 |
| Buy And Hold Return (%) | 631.1119 | 631.1119 | 631.1119 | 631.1119 | 631.1119 | 631.1119 |
| Max Trade Drawdown | -162385 | -119944 | -97858 | -2752590 | -1478455 | -1506125 |
| Profit Factor | 2.6875 | 4.4873 | 0.9069 | 1.0426 | 1.2338 | 0.8639 |
| Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
| Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
| Losing Trades | 149 | 77 | 72 | 149 | 77 | 72 |
| Profitability (%) | 33.1839 | 30.6306 | 35.7143 | 33.1839 | 30.6306 | 35.7143 |
| Ratio Avg Win / Avg Loss | 5.4113 | 10.1625 | 1.6325 | 2.0992 | 2.7943 | 1.555 |
| Largest Winning Trade | 1273543 | 1273543 | 75178 | 1686709 | 1686709 | 528210 |
| Largest Losing Trade | -39665 | -39665 | -26548 | -341491 | -309367 | -341491 |
| Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
| Avg Bars in Winners | 92 | 85 | 98 | 92 | 85 | 98 |
| Avg Bars in Losers | 26 | 22 | 29 | 26 | 22 | 29 |
| Bars Traded | 10722 | 4672 | 6050 | 10722 | 4672 | 6050 |
| 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 | 323151 | 334832 | -583812 | -426795 | -53033 | -583812 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757801413696,
"expiration_time": 1762505424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 6,
"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": [
[
1537253.9743803167,
1579876.8156140593,
-42622.8412337425,
346275.4318436596,
918717.6331072622,
-572442.201263604
],
[
1537.253974,
1579.876816,
-42.622841,
346.275432,
918.717633,
-572.442201
],
[
0.845653,
0.8691,
-0.023447,
0.082317,
0.127768,
0
],
[
631.111925,
631.111925,
631.111925,
631.111925,
631.111925,
631.111925
],
[
-162385,
-119944,
-97858,
-2752590,
-1478455,
-1506125
],
[
2.687512,
4.487316,
0.906921,
1.042565,
1.233842,
0.863909
],
[
223,
111,
112,
223,
111,
112
],
[
74,
34,
40,
74,
34,
40
],
[
149,
77,
72,
149,
77,
72
],
[
33.183857,
30.630631,
35.714286,
33.183857,
30.630631,
35.714286
],
[
5.411342,
10.162451,
1.632459,
2.09922,
2.79429,
1.555037
],
[
1273543,
1273543,
75178,
1686709,
1686709,
528210
],
[
-39665,
-39665,
-26548,
-341491,
-309367,
-341491
],
[
48,
42,
54,
48,
42,
54
],
[
92,
85,
98,
92,
85,
98
],
[
26,
22,
29,
26,
22,
29
],
[
10722,
4672,
6050,
10722,
4672,
6050
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323151,
334832,
-583812,
-426795,
-53033,
-583812
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757801413696,
"expiration_time": 1762505424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 6,
"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) |
|---|