| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1182636.928 | 1128781.5451 | 53855.383 | 2691122.0249 | 3031784.7307 | -340662.7059 |
| Total P&L (%) | 1182.6369 | 1128.7815 | 53.8554 | 2691.122 | 3031.7847 | -340.6627 |
| Avg Daily Profit (%) | 0.6528 | 0.6231 | 0.0297 | 0.1839 | 0.1903 | 0 |
| Buy And Hold Return (%) | 479.0063 | 479.0063 | 479.0063 | 479.0063 | 479.0063 | 479.0063 |
| Max Trade Drawdown | -103166 | -81085 | -63653 | -3588588 | -2408686 | -1589613 |
| Profit Factor | 3.5239 | 5.9237 | 1.225 | 1.2871 | 1.632 | 0.9256 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 35.7143 | 30.9524 | 40.4762 | 35.7143 | 30.9524 | 40.4762 |
| Ratio Avg Win / Avg Loss | 6.3429 | 13.2144 | 1.8015 | 2.3168 | 3.6406 | 1.3611 |
| Largest Winning Trade | 655915 | 655915 | 68935 | 3167459 | 3167459 | 989438 |
| Largest Losing Trade | -34958 | -24728 | -34958 | -1010700 | -1010700 | -796408 |
| Avg Bars in Trades | 122 | 114 | 131 | 122 | 114 | 131 |
| Avg Bars in Winners | 237 | 238 | 236 | 237 | 238 | 236 |
| Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
| Bars Traded | 10329 | 4803 | 5526 | 10329 | 4803 | 5526 |
| Profit Streak | 0 | 94.091 | 0 | 0 | 94.091 | 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 | 342954 | 317119 | -321871 | 99509 | 136540 | -582771 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603598400000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757268658698,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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": [
[
1182636.9280364732,
1128781.5450736969,
53855.3829627755,
2691122.0248768586,
3031784.7307393127,
-340662.7058624547
],
[
1182.636928,
1128.781545,
53.855383,
2691.122025,
3031.784731,
-340.662706
],
[
0.652788,
0.623061,
0.029727,
0.183924,
0.190292,
0
],
[
479.006261,
479.006261,
479.006261,
479.006261,
479.006261,
479.006261
],
[
-103166,
-81085,
-63653,
-3588588,
-2408686,
-1589613
],
[
3.523859,
5.923688,
1.225028,
1.287094,
1.631991,
0.925562
],
[
84,
42,
42,
84,
42,
42
],
[
30,
13,
17,
30,
13,
17
],
[
54,
29,
25,
54,
29,
25
],
[
35.714286,
30.952381,
40.47619,
35.714286,
30.952381,
40.47619
],
[
6.342945,
13.214381,
1.801512,
2.31677,
3.640595,
1.36112
],
[
655915,
655915,
68935,
3167459,
3167459,
989438
],
[
-34958,
-24728,
-34958,
-1010700,
-1010700,
-796408
],
[
122,
114,
131,
122,
114,
131
],
[
237,
238,
236,
237,
238,
236
],
[
59,
58,
60,
59,
58,
60
],
[
10329,
4803,
5526,
10329,
4803,
5526
],
[
0,
94.090957,
0,
0,
94.090957,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342954,
317119,
-321871,
99509,
136540,
-582771
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10870,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603598400000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757268658698,
"expiration_time": 1761956640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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) |
|---|