| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1048475.2811 | -13182.8432 | -1035292.4379 | -379456.1815 | -3050453.2099 | 2670997.0284 |
| Total P&L (%) | -1048.4753 | -13.1828 | -1035.2924 | -379.4562 | -3050.4532 | 2670.997 |
| Avg Daily Profit (%) | -0.574 | -0.0072 | -0.5668 | 0 | 0 | 0.182 |
| Buy And Hold Return (%) | 641.7243 | 641.7243 | 641.7243 | 641.7243 | 641.7243 | 641.7243 |
| Max Trade Drawdown | -1084573 | -162554 | -1059658 | -6769514 | -5164533 | -1610033 |
| Profit Factor | 0.3376 | 0.9545 | 0.1994 | 0.9665 | 0.5413 | 1.572 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 38 | 19 | 19 | 27 | 11 | 16 |
| Losing Trades | 24 | 12 | 12 | 35 | 20 | 15 |
| Profitability (%) | 61.2903 | 61.2903 | 61.2903 | 43.5484 | 35.4839 | 51.6129 |
| Ratio Avg Win / Avg Loss | 0.2132 | 0.6028 | 0.126 | 1.2528 | 0.9841 | 1.4738 |
| Largest Winning Trade | 55392 | 55392 | 26031 | 4515828 | 894466 | 4515828 |
| Largest Losing Trade | -583527 | -76642 | -583527 | -4633760 | -4633760 | -1137221 |
| Avg Bars in Trades | 169 | 186 | 153 | 169 | 186 | 153 |
| Avg Bars in Winners | 89 | 99 | 79 | 166 | 190 | 150 |
| Avg Bars in Losers | 296 | 324 | 269 | 172 | 183 | 156 |
| Bars Traded | 10522 | 5774 | 4748 | 10522 | 5774 | 4748 |
| Profit Streak | 48.9603 | 181.6269 | 0 | 0 | 0 | 173.6269 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -737251 | -577997 | -579354 | -740397 | -586463 | 312849 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758654165821,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 205,
"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": [
[
-1048475.2810983701,
-13182.8431763618,
-1035292.4379220083,
-379456.181521295,
-3050453.209879609,
2670997.0283583133
],
[
-1048.475281,
-13.182843,
-1035.292438,
-379.456182,
-3050.45321,
2670.997028
],
[
-0.573982,
-0.007217,
-0.566765,
0,
0,
0.182015
],
[
641.724323,
641.724323,
641.724323,
641.724323,
641.724323,
641.724323
],
[
-1084573,
-162554,
-1059658,
-6769514,
-5164533,
-1610033
],
[
0.337609,
0.95449,
0.19943,
0.966476,
0.54125,
1.572031
],
[
62,
31,
31,
62,
31,
31
],
[
38,
19,
19,
27,
11,
16
],
[
24,
12,
12,
35,
20,
15
],
[
61.290323,
61.290323,
61.290323,
43.548387,
35.483871,
51.612903
],
[
0.213227,
0.602836,
0.125956,
1.252839,
0.984091,
1.473779
],
[
55392,
55392,
26031,
4515828,
894466,
4515828
],
[
-583527,
-76642,
-583527,
-4633760,
-4633760,
-1137221
],
[
169,
186,
153,
169,
186,
153
],
[
89,
99,
79,
166,
190,
150
],
[
296,
324,
269,
172,
183,
156
],
[
10522,
5774,
4748,
10522,
5774,
4748
],
[
48.960252,
181.626919,
0,
0,
0,
173.626919
],
[
1,
3,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-737251,
-577997,
-579354,
-740397,
-586463,
312849
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10960,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758654165821,
"expiration_time": 1763291520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 205,
"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) |
|---|