| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1536930.2412 | 1562136.2121 | -25205.971 | 493000.9656 | 2335368.887 | -1842367.9214 |
| Total P&L (%) | 1536.9302 | 1562.1362 | -25.206 | 493.001 | 2335.3689 | -1842.3679 |
| Avg Daily Profit (%) | 0.8476 | 0.8616 | -0.0139 | 0.0982 | 0.1762 | 0 |
| Buy And Hold Return (%) | 502.9776 | 502.9776 | 502.9776 | 502.9776 | 502.9776 | 502.9776 |
| Max Trade Drawdown | -170729 | -102057 | -86617 | -4335249 | -3239150 | -2003162 |
| Profit Factor | 2.7587 | 4.5766 | 0.9423 | 1.0399 | 1.3582 | 0.684 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
| Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
| Profitability (%) | 35.7616 | 26.6667 | 44.7368 | 35.7616 | 26.6667 | 44.7368 |
| Ratio Avg Win / Avg Loss | 4.9554 | 12.5855 | 1.1641 | 1.868 | 3.735 | 0.845 |
| Largest Winning Trade | 988178 | 988178 | 73147 | 3523229 | 3523229 | 619584 |
| Largest Losing Trade | -35612 | -29594 | -35612 | -965839 | -965839 | -635478 |
| Avg Bars in Trades | 70 | 65 | 76 | 70 | 65 | 76 |
| Avg Bars in Winners | 131 | 150 | 120 | 131 | 150 | 120 |
| Avg Bars in Losers | 36 | 34 | 40 | 36 | 34 | 40 |
| Bars Traded | 10695 | 4898 | 5795 | 10695 | 4898 | 5795 |
| Profit Streak | 3.6723 | 0 | 5.5057 | 3.6723 | 0 | 5.5057 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365084 | -61740 | -629909 | -408399 | -71692 | -631576 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10879,
"evaluation_days": 1813.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603022400000,
"last_datapoint_time": 1757390400000,
"evaluation_time": 1757390890488,
"expiration_time": 1762090128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 159,
"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": [
[
1536930.2411761256,
1562136.2121328288,
-25205.9709567027,
493000.9656023475,
2335368.886963063,
-1842367.9213607186
],
[
1536.930241,
1562.136212,
-25.205971,
493.000966,
2335.368887,
-1842.367921
],
[
0.847648,
0.86155,
-0.013902,
0.09822,
0.176238,
0
],
[
502.977608,
502.977608,
502.977608,
502.977608,
502.977608,
502.977608
],
[
-170729,
-102057,
-86617,
-4335249,
-3239150,
-2003162
],
[
2.758691,
4.57656,
0.942338,
1.039918,
1.358195,
0.684015
],
[
151,
75,
76,
151,
75,
76
],
[
54,
20,
34,
54,
20,
34
],
[
97,
55,
42,
97,
55,
42
],
[
35.761589,
26.666667,
44.736842,
35.761589,
26.666667,
44.736842
],
[
4.955427,
12.585541,
1.164065,
1.868001,
3.735036,
0.84496
],
[
988178,
988178,
73147,
3523229,
3523229,
619584
],
[
-35612,
-29594,
-35612,
-965839,
-965839,
-635478
],
[
70,
65,
76,
70,
65,
76
],
[
131,
150,
120,
131,
150,
120
],
[
36,
34,
40,
36,
34,
40
],
[
10695,
4898,
5795,
10695,
4898,
5795
],
[
3.672344,
0,
5.505677,
3.672344,
0,
5.505677
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365084,
-61740,
-629909,
-408399,
-71692,
-631576
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10879,
"evaluation_days": 1813.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603022400000,
"last_datapoint_time": 1757390400000,
"evaluation_time": 1757390890488,
"expiration_time": 1762090128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 159,
"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) |
|---|