| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1566859.0932 | 1486249.2839 | 80609.8093 | 8177491.4501 | 7528615.7115 | 648875.7386 |
| Total P&L (%) | 1566.8591 | 1486.2493 | 80.6098 | 8177.4915 | 7528.6157 | 648.8757 |
| Avg Daily Profit (%) | 0.8491 | 0.8054 | 0.0437 | 0.2396 | 0.2352 | 0.1092 |
| Buy And Hold Return (%) | 537.5969 | 537.5969 | 537.5969 | 537.5969 | 537.5969 | 537.5969 |
| Max Trade Drawdown | -85948 | -67550 | -77388 | -10332869 | -9835609 | -5978341 |
| Profit Factor | 2.9038 | 4.7627 | 1.1883 | 1.1997 | 1.3446 | 1.034 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
| Profitability (%) | 32.3944 | 31.7757 | 33.0189 | 32.3944 | 31.7757 | 33.0189 |
| Ratio Avg Win / Avg Loss | 6.0601 | 10.2259 | 2.4106 | 2.5038 | 2.887 | 2.0975 |
| Largest Winning Trade | 871510 | 871510 | 78458 | 7681992 | 7681992 | 3732443 |
| Largest Losing Trade | -28303 | -15605 | -28303 | -2408012 | -2408012 | -1850301 |
| Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
| Avg Bars in Winners | 117 | 106 | 128 | 117 | 106 | 128 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 10941 | 5074 | 5867 | 10941 | 5074 | 5867 |
| 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 | 354031 | 364130 | -319464 | 105329 | 88185 | -337133 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11072,
"evaluation_days": 1845.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760179994909,
"expiration_time": 1764952704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 15,
"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": [
[
1566859.093185401,
1486249.2839242779,
80609.8092611234,
8177491.450089993,
7528615.711504068,
648875.7385859269
],
[
1566.859093,
1486.249284,
80.609809,
8177.49145,
7528.615712,
648.875739
],
[
0.849094,
0.805411,
0.043683,
0.2396,
0.235166,
0.109168
],
[
537.596899,
537.596899,
537.596899,
537.596899,
537.596899,
537.596899
],
[
-85948,
-67550,
-77388,
-10332869,
-9835609,
-5978341
],
[
2.90382,
4.762728,
1.188334,
1.199725,
1.344649,
1.033973
],
[
213,
107,
106,
213,
107,
106
],
[
69,
34,
35,
69,
34,
35
],
[
144,
73,
71,
144,
73,
71
],
[
32.394366,
31.775701,
33.018868,
32.394366,
31.775701,
33.018868
],
[
6.060147,
10.225857,
2.41062,
2.503773,
2.88704,
2.097489
],
[
871510,
871510,
78458,
7681992,
7681992,
3732443
],
[
-28303,
-15605,
-28303,
-2408012,
-2408012,
-1850301
],
[
51,
47,
55,
51,
47,
55
],
[
117,
106,
128,
117,
106,
128
],
[
19,
20,
19,
19,
20,
19
],
[
10941,
5074,
5867,
10941,
5074,
5867
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354031,
364130,
-319464,
105329,
88185,
-337133
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11072,
"evaluation_days": 1845.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760179994909,
"expiration_time": 1764952704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 15,
"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) |
|---|