| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1127257.8167 | 35930.0827 | -1163187.8993 | -2597047.8915 | -7570529.4154 | 4973481.5239 |
| Total P&L (%) | -1127.2578 | 35.9301 | -1163.1879 | -2597.0479 | -7570.5294 | 4973.4815 |
| Avg Daily Profit (%) | -0.6205 | 0.0198 | -0.6403 | 0 | 0 | 0.2164 |
| Buy And Hold Return (%) | 589.3061 | 589.3061 | 589.3061 | 589.3061 | 589.3061 | 589.3061 |
| Max Trade Drawdown | -1222218 | -149871 | -1215210 | -19092083 | -14214872 | -5313685 |
| Profit Factor | 0.357 | 1.121 | 0.2012 | 0.9065 | 0.5842 | 1.5203 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 38 | 18 | 20 | 27 | 11 | 16 |
| Losing Trades | 23 | 13 | 10 | 34 | 20 | 14 |
| Profitability (%) | 62.2951 | 58.0645 | 66.6667 | 44.2623 | 35.4839 | 53.3333 |
| Ratio Avg Win / Avg Loss | 0.2161 | 0.8096 | 0.1006 | 1.1415 | 1.0622 | 1.3302 |
| Largest Winning Trade | 40290 | 40290 | 33450 | 6404122 | 2513334 | 6404122 |
| Largest Losing Trade | -677871 | -73188 | -677871 | -11265365 | -11265365 | -2649661 |
| Avg Bars in Trades | 168 | 179 | 157 | 168 | 179 | 157 |
| Avg Bars in Winners | 79 | 87 | 71 | 154 | 170 | 142 |
| Avg Bars in Losers | 317 | 308 | 328 | 180 | 185 | 173 |
| Bars Traded | 10297 | 5577 | 4720 | 10297 | 5577 | 4720 |
| Profit Streak | 103.4318 | 171.4318 | 0 | 0 | 0 | 158.5985 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744623 | -419308 | -578665 | -747342 | -584796 | 380492 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10900,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757701310852,
"expiration_time": 1762401600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 210,
"offset": 0,
"a": 0.67526
}
}
}
{
"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": [
[
-1127257.8166633612,
35930.082665968,
-1163187.899329329,
-2597047.891509938,
-7570529.415410724,
4973481.523900785
],
[
-1127.257817,
35.930083,
-1163.187899,
-2597.047892,
-7570.529415,
4973.481524
],
[
-0.620508,
0.019778,
-0.640286,
0,
0,
0.216377
],
[
589.306115,
589.306115,
589.306115,
589.306115,
589.306115,
589.306115
],
[
-1222218,
-149871,
-1215210,
-19092083,
-14214872,
-5313685
],
[
0.357005,
1.121023,
0.201245,
0.906469,
0.584198,
1.520253
],
[
61,
31,
30,
61,
31,
30
],
[
38,
18,
20,
27,
11,
16
],
[
23,
13,
10,
34,
20,
14
],
[
62.295082,
58.064516,
66.666667,
44.262295,
35.483871,
53.333333
],
[
0.216082,
0.809628,
0.100622,
1.14148,
1.062178,
1.330221
],
[
40290,
40290,
33450,
6404122,
2513334,
6404122
],
[
-677871,
-73188,
-677871,
-11265365,
-11265365,
-2649661
],
[
168,
179,
157,
168,
179,
157
],
[
79,
87,
71,
154,
170,
142
],
[
317,
308,
328,
180,
185,
173
],
[
10297,
5577,
4720,
10297,
5577,
4720
],
[
103.431838,
171.431838,
0,
0,
0,
158.598505
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744623,
-419308,
-578665,
-747342,
-584796,
380492
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10900,
"evaluation_days": 1816.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757701310852,
"expiration_time": 1762401600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 210,
"offset": 0,
"a": 0.67526
}
}
}
| # | 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) |
|---|