| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 764747.3747 | 783736.726 | -18989.3512 | 335867.787 | 3122780.0137 | -2786912.2267 |
| Total P&L (%) | 764.7474 | 783.7367 | -18.9894 | 335.8678 | 3122.78 | -2786.9122 |
| Avg Daily Profit (%) | 0.4203 | 0.4307 | -0.0104 | 0.0809 | 0.191 | 0 |
| Buy And Hold Return (%) | 686.272 | 686.272 | 686.272 | 686.272 | 686.272 | 686.272 |
| Max Trade Drawdown | -184765 | -131739 | -132917 | -4709983 | -1725984 | -3436407 |
| Profit Factor | 1.4942 | 2.0244 | 0.9757 | 1.0232 | 1.4597 | 0.636 |
| Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
| Winning Trades | 263 | 128 | 135 | 263 | 128 | 135 |
| Losing Trades | 245 | 126 | 119 | 245 | 126 | 119 |
| Profitability (%) | 51.7717 | 50.3937 | 53.1496 | 51.7717 | 50.3937 | 53.1496 |
| Ratio Avg Win / Avg Loss | 1.392 | 1.9928 | 0.8601 | 0.9532 | 1.4369 | 0.5606 |
| Largest Winning Trade | 323806 | 323806 | 42443 | 3817254 | 3817254 | 276278 |
| Largest Losing Trade | -58299 | -30566 | -58299 | -1903398 | -698496 | -1903398 |
| Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 10571 | 5315 | 5256 | 10571 | 5315 | 5256 |
| Profit Streak | 0 | 16.7127 | 0 | 0 | 16.7127 | 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 | -115848 | -106061 | -579318 | -444134 | 322649 | -579318 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10918,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604116800000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757955980097,
"expiration_time": 1762668576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 194,
"offset": 41
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
764747.3747496436,
783736.7259777624,
-18989.3512281186,
335867.7869591086,
3122780.01370048,
-2786912.2267413717
],
[
764.747375,
783.736726,
-18.989351,
335.867787,
3122.780014,
-2786.912227
],
[
0.420267,
0.430703,
-0.010436,
0.080936,
0.191032,
0
],
[
686.271967,
686.271967,
686.271967,
686.271967,
686.271967,
686.271967
],
[
-184765,
-131739,
-132917,
-4709983,
-1725984,
-3436407
],
[
1.494229,
2.02441,
0.975726,
1.023243,
1.459664,
0.636018
],
[
508,
254,
254,
508,
254,
254
],
[
263,
128,
135,
263,
128,
135
],
[
245,
126,
119,
245,
126,
119
],
[
51.771654,
50.393701,
53.149606,
51.771654,
50.393701,
53.149606
],
[
1.391962,
1.992779,
0.860084,
0.953211,
1.436857,
0.560638
],
[
323806,
323806,
42443,
3817254,
3817254,
276278
],
[
-58299,
-30566,
-58299,
-1903398,
-698496,
-1903398
],
[
20,
20,
20,
20,
20,
20
],
[
23,
24,
23,
23,
24,
23
],
[
17,
17,
17,
17,
17,
17
],
[
10571,
5315,
5256,
10571,
5315,
5256
],
[
0,
16.712732,
0,
0,
16.712733,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115848,
-106061,
-579318,
-444134,
322649,
-579318
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10918,
"evaluation_days": 1819.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604116800000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757955980097,
"expiration_time": 1762668576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 194,
"offset": 41
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|