| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1180659.9304 | 1133451.6969 | 47208.2336 | 2422313.4345 | 2264913.3725 | 157400.062 |
| Total P&L (%) | 1180.6599 | 1133.4517 | 47.2082 | 2422.3134 | 2264.9134 | 157.4001 |
| Avg Daily Profit (%) | 0.6509 | 0.6249 | 0.026 | 0.1781 | 0.1746 | 0.0521 |
| Buy And Hold Return (%) | 597.737 | 597.737 | 597.737 | 597.737 | 597.737 | 597.737 |
| Max Trade Drawdown | -96601 | -84373 | -85062 | -698717 | -520708 | -573720 |
| Profit Factor | 3.7645 | 6.6349 | 1.209 | 1.7141 | 2.4937 | 1.0839 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
| Ratio Avg Win / Avg Loss | 5.5715 | 10.5053 | 1.6739 | 2.5369 | 3.9483 | 1.5008 |
| Largest Winning Trade | 587441 | 587441 | 71652 | 1421173 | 1421173 | 922146 |
| Largest Losing Trade | -46878 | -20285 | -46878 | -354526 | -319806 | -354526 |
| Avg Bars in Trades | 168 | 154 | 182 | 168 | 154 | 182 |
| Avg Bars in Winners | 293 | 292 | 293 | 293 | 292 | 293 |
| Avg Bars in Losers | 84 | 68 | 102 | 84 | 68 | 102 |
| Bars Traded | 10464 | 4799 | 5665 | 10464 | 4799 | 5665 |
| Profit Streak | 0 | 88.984 | 0 | 0 | 88.984 | 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 | -150814 | 314814 | -326418 | -153617 | 226490 | -419354 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1605528000000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757461014753,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 126,
"offset": 197
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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": [
[
1180659.930449096,
1133451.6968670443,
47208.2335820519,
2422313.4344511167,
2264913.372471197,
157400.0619799179
],
[
1180.65993,
1133.451697,
47.208234,
2422.313434,
2264.913372,
157.400062
],
[
0.650921,
0.624894,
0.026027,
0.178111,
0.174553,
0.052139
],
[
597.736996,
597.736996,
597.736996,
597.736996,
597.736996,
597.736996
],
[
-96601,
-84373,
-85062,
-698717,
-520708,
-573720
],
[
3.764545,
6.634935,
1.208955,
1.7141,
2.493669,
1.083912
],
[
62,
31,
31,
62,
31,
31
],
[
25,
12,
13,
25,
12,
13
],
[
37,
19,
18,
37,
19,
18
],
[
40.322581,
38.709677,
41.935484,
40.322581,
38.709677,
41.935484
],
[
5.571526,
10.505314,
1.673938,
2.536868,
3.948309,
1.500801
],
[
587441,
587441,
71652,
1421173,
1421173,
922146
],
[
-46878,
-20285,
-46878,
-354526,
-319806,
-354526
],
[
168,
154,
182,
168,
154,
182
],
[
293,
292,
293,
293,
292,
293
],
[
84,
68,
102,
84,
68,
102
],
[
10464,
4799,
5665,
10464,
4799,
5665
],
[
0,
88.983967,
0,
0,
88.983967,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150814,
314814,
-326418,
-153617,
226490,
-419354
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10883,
"evaluation_days": 1813.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1605528000000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757461014753,
"expiration_time": 1762149456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 126,
"offset": 197
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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) |
|---|