| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -821536.5676 | 84707.8024 | -906244.37 | -1066226.5256 | -6720702.8181 | 5654476.2925 |
| Total P&L (%) | -821.5366 | 84.7078 | -906.2444 | -1066.2265 | -6720.7028 | 5654.4763 |
| Avg Daily Profit (%) | -0.4532 | 0.0467 | -0.4999 | 0 | 0 | 0.2238 |
| Buy And Hold Return (%) | 508.486 | 508.486 | 508.486 | 508.486 | 508.486 | 508.486 |
| Max Trade Drawdown | -899658 | -162173 | -939020 | -14038345 | -10159412 | -4361892 |
| Profit Factor | 0.4476 | 1.3029 | 0.2495 | 0.956 | 0.494 | 1.5152 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 37 | 19 | 18 | 30 | 15 | 15 |
| Losing Trades | 24 | 12 | 12 | 31 | 16 | 15 |
| Profitability (%) | 60.6557 | 61.2903 | 60 | 49.1803 | 48.3871 | 50 |
| Ratio Avg Win / Avg Loss | 0.2903 | 0.8229 | 0.1663 | 0.9879 | 0.527 | 1.5152 |
| Largest Winning Trade | 82292 | 82292 | 44777 | 9945346 | 1495341 | 9945346 |
| Largest Losing Trade | -435015 | -73703 | -435015 | -8773899 | -8773899 | -3063444 |
| Avg Bars in Trades | 172 | 184 | 159 | 172 | 184 | 159 |
| Avg Bars in Winners | 92 | 97 | 86 | 178 | 195 | 162 |
| Avg Bars in Losers | 295 | 321 | 269 | 165 | 173 | 157 |
| Bars Traded | 10499 | 5709 | 4790 | 10499 | 5709 | 4790 |
| Profit Streak | 33.869 | 60.2023 | 0 | 0 | 0 | 155.7023 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744854 | -295862 | -579529 | -747096 | -581445 | 420048 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10877,
"evaluation_days": 1812.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603742400000,
"last_datapoint_time": 1757361600000,
"evaluation_time": 1757364680528,
"expiration_time": 1762060464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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": [
[
-821536.56761308,
84707.8023730011,
-906244.369986081,
-1066226.5255621804,
-6720702.818069574,
5654476.292507391
],
[
-821.536568,
84.707802,
-906.24437,
-1066.226526,
-6720.702818,
5654.476293
],
[
-0.453179,
0.046727,
-0.499906,
0,
0,
0.223799
],
[
508.486017,
508.486017,
508.486017,
508.486017,
508.486017,
508.486017
],
[
-899658,
-162173,
-939020,
-14038345,
-10159412,
-4361892
],
[
0.447579,
1.302905,
0.249491,
0.956047,
0.494033,
1.515203
],
[
61,
31,
30,
61,
31,
30
],
[
37,
19,
18,
30,
15,
15
],
[
24,
12,
12,
31,
16,
15
],
[
60.655738,
61.290323,
60,
49.180328,
48.387097,
50
],
[
0.290322,
0.822887,
0.166327,
0.987915,
0.526969,
1.515203
],
[
82292,
82292,
44777,
9945346,
1495341,
9945346
],
[
-435015,
-73703,
-435015,
-8773899,
-8773899,
-3063444
],
[
172,
184,
159,
172,
184,
159
],
[
92,
97,
86,
178,
195,
162
],
[
295,
321,
269,
165,
173,
157
],
[
10499,
5709,
4790,
10499,
5709,
4790
],
[
33.868987,
60.202321,
0,
0,
0,
155.702321
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744854,
-295862,
-579529,
-747096,
-581445,
420048
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10877,
"evaluation_days": 1812.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603742400000,
"last_datapoint_time": 1757361600000,
"evaluation_time": 1757364680528,
"expiration_time": 1762060464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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) |
|---|