| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 994949.0452 | 830760.1422 | 164188.903 | 33417112.3482 | 27151752.5471 | 6265359.8012 |
| Total P&L (%) | 994.949 | 830.7601 | 164.1889 | 33417.1123 | 27151.7525 | 6265.3598 |
| Avg Daily Profit (%) | 0.5452 | 0.4553 | 0.09 | 0.3191 | 0.3078 | 0.2279 |
| Buy And Hold Return (%) | 820.5426 | 820.5426 | 820.5426 | 820.5426 | 820.5426 | 820.5426 |
| Max Trade Drawdown | -70439 | -59188 | -66401 | -25946032 | -25749919 | -18771345 |
| Profit Factor | 2.1505 | 3.1167 | 1.3476 | 1.2759 | 1.4323 | 1.1075 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
| Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
| Profitability (%) | 53.8462 | 52.9915 | 54.7009 | 53.8462 | 52.9915 | 54.7009 |
| Ratio Avg Win / Avg Loss | 1.8433 | 2.7648 | 1.116 | 1.0937 | 1.2706 | 0.9171 |
| Largest Winning Trade | 221077 | 221077 | 77128 | 17000694 | 17000694 | 8246620 |
| Largest Losing Trade | -27346 | -21681 | -27346 | -9872732 | -9872732 | -9562874 |
| Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
| Avg Bars in Winners | 52 | 46 | 58 | 52 | 46 | 58 |
| Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
| Bars Traded | 10773 | 4980 | 5793 | 10773 | 4980 | 5793 |
| Profit Streak | 0 | 21.9425 | 0 | 0 | 21.9425 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -82848 | -145035 | -237876 | 385775 | 379613 | -95323 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10949,
"evaluation_days": 1824.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758407828840,
"expiration_time": 1763128368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 79,
"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": [
[
994949.0452365321,
830760.1421933187,
164188.9030432134,
33417112.348228626,
27151752.54705482,
6265359.8011737885
],
[
994.949045,
830.760142,
164.188903,
33417.112348,
27151.752547,
6265.359801
],
[
0.545228,
0.455253,
0.089975,
0.319148,
0.307773,
0.227867
],
[
820.542636,
820.542636,
820.542636,
820.542636,
820.542636,
820.542636
],
[
-70439,
-59188,
-66401,
-25946032,
-25749919,
-18771345
],
[
2.150462,
3.11667,
1.347607,
1.275934,
1.432268,
1.10748
],
[
234,
117,
117,
234,
117,
117
],
[
126,
62,
64,
126,
62,
64
],
[
108,
55,
53,
108,
55,
53
],
[
53.846154,
52.991453,
54.700855,
53.846154,
52.991453,
54.700855
],
[
1.843253,
2.764788,
1.115987,
1.093657,
1.270561,
0.917132
],
[
221077,
221077,
77128,
17000694,
17000694,
8246620
],
[
-27346,
-21681,
-27346,
-9872732,
-9872732,
-9562874
],
[
46,
42,
49,
46,
42,
49
],
[
52,
46,
58,
52,
46,
58
],
[
38,
38,
38,
38,
38,
38
],
[
10773,
4980,
5793,
10773,
4980,
5793
],
[
0,
21.942463,
0,
0,
21.942463,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-82848,
-145035,
-237876,
385775,
379613,
-95323
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10949,
"evaluation_days": 1824.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758407828840,
"expiration_time": 1763128368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 79,
"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) |
|---|