| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -803244.8036 | 95283.0442 | -898527.8478 | -1860390.7451 | -6094697.0459 | 4234306.3007 |
| Total P&L (%) | -803.2448 | 95.283 | -898.5278 | -1860.3907 | -6094.697 | 4234.3063 |
| Avg Daily Profit (%) | -0.442 | 0.0524 | -0.4944 | 0 | 0 | 0.2076 |
| Buy And Hold Return (%) | 675.5809 | 675.5809 | 675.5809 | 675.5809 | 675.5809 | 675.5809 |
| Max Trade Drawdown | -899154 | -140486 | -941051 | -14861894 | -10052961 | -5513290 |
| Profit Factor | 0.4551 | 1.3459 | 0.2504 | 0.9301 | 0.5653 | 1.3366 |
| 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 | 0.2952 | 0.8501 | 0.1669 | 0.9611 | 0.603 | 1.3366 |
| Largest Winning Trade | 72179 | 72179 | 41539 | 9286892 | 1451383 | 9286892 |
| Largest Losing Trade | -435015 | -73807 | -435015 | -8528060 | -8528060 | -4915269 |
| Avg Bars in Trades | 172 | 183 | 159 | 172 | 183 | 159 |
| Avg Bars in Winners | 91 | 96 | 86 | 179 | 194 | 163 |
| Avg Bars in Losers | 295 | 321 | 269 | 165 | 173 | 156 |
| Bars Traded | 10495 | 5701 | 4794 | 10495 | 5701 | 4794 |
| Profit Streak | 38.3898 | 64.3898 | 0 | 0 | 0 | 160.5565 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744850 | -287996 | -579529 | -747096 | -581445 | 318237 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603944000000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755281703,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 223,
"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": [
[
-803244.8036149935,
95283.0441648668,
-898527.8477798601,
-1860390.7451222842,
-6094697.045869182,
4234306.300746893
],
[
-803.244804,
95.283044,
-898.527848,
-1860.390745,
-6094.697046,
4234.306301
],
[
-0.441992,
0.05243,
-0.494422,
0,
0,
0.207615
],
[
675.58087,
675.58087,
675.58087,
675.58087,
675.58087,
675.58087
],
[
-899154,
-140486,
-941051,
-14861894,
-10052961,
-5513290
],
[
0.455083,
1.345936,
0.250373,
0.930065,
0.565325,
1.336575
],
[
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
],
[
0.295189,
0.850065,
0.166915,
0.961068,
0.603013,
1.336575
],
[
72179,
72179,
41539,
9286892,
1451383,
9286892
],
[
-435015,
-73807,
-435015,
-8528060,
-8528060,
-4915269
],
[
172,
183,
159,
172,
183,
159
],
[
91,
96,
86,
179,
194,
163
],
[
295,
321,
269,
165,
173,
156
],
[
10495,
5701,
4794,
10495,
5701,
4794
],
[
38.389834,
64.389834,
0,
0,
0,
160.556501
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744850,
-287996,
-579529,
-747096,
-581445,
318237
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603944000000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757755281703,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 223,
"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) |
|---|