| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1510875.8752 | 1396908.5959 | 113967.2793 | 10648502.7927 | 7877190.1177 | 2771312.6749 |
| Total P&L (%) | 1510.8759 | 1396.9086 | 113.9673 | 10648.5028 | 7877.1901 | 2771.3127 |
| Avg Daily Profit (%) | 0.8322 | 0.7694 | 0.0628 | 0.258 | 0.2415 | 0.1851 |
| Buy And Hold Return (%) | 590.5932 | 590.5932 | 590.5932 | 590.5932 | 590.5932 | 590.5932 |
| Max Trade Drawdown | -92685 | -62289 | -68731 | -12005296 | -8810656 | -8608721 |
| Profit Factor | 3.8046 | 6.3769 | 1.4086 | 1.261 | 1.4143 | 1.1272 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 38.7097 | 32.6087 | 44.6809 | 38.7097 | 32.6087 | 44.6809 |
| Ratio Avg Win / Avg Loss | 6.0239 | 13.1789 | 1.744 | 1.9966 | 2.9228 | 1.3956 |
| Largest Winning Trade | 694998 | 694998 | 74824 | 10528864 | 10528864 | 6943155 |
| Largest Losing Trade | -24043 | -19786 | -24043 | -4314660 | -2558121 | -4314660 |
| Avg Bars in Trades | 114 | 107 | 121 | 114 | 107 | 121 |
| Avg Bars in Winners | 199 | 196 | 201 | 199 | 196 | 201 |
| Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
| Bars Traded | 10678 | 4963 | 5715 | 10678 | 4963 | 5715 |
| Profit Streak | 7.2828 | 0 | 14.9495 | 7.2828 | 0 | 14.9495 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473287 | 370421 | -274425 | 217014 | 129453 | -75694 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757602036666,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 157,
"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": [
[
1510875.8751539018,
1396908.5958942282,
113967.2792596739,
10648502.792666914,
7877190.1177236885,
2771312.6749432255
],
[
1510.875875,
1396.908596,
113.967279,
10648.502793,
7877.190118,
2771.312675
],
[
0.832209,
0.769435,
0.062775,
0.257967,
0.241501,
0.185098
],
[
590.593232,
590.593232,
590.593232,
590.593232,
590.593232,
590.593232
],
[
-92685,
-62289,
-68731,
-12005296,
-8810656,
-8608721
],
[
3.804578,
6.376897,
1.408603,
1.260987,
1.414254,
1.127209
],
[
93,
46,
47,
93,
46,
47
],
[
36,
15,
21,
36,
15,
21
],
[
57,
31,
26,
57,
31,
26
],
[
38.709677,
32.608696,
44.680851,
38.709677,
32.608696,
44.680851
],
[
6.023916,
13.178921,
1.743985,
1.996563,
2.922792,
1.395592
],
[
694998,
694998,
74824,
10528864,
10528864,
6943155
],
[
-24043,
-19786,
-24043,
-4314660,
-2558121,
-4314660
],
[
114,
107,
121,
114,
107,
121
],
[
199,
196,
201,
199,
196,
201
],
[
61,
65,
57,
61,
65,
57
],
[
10678,
4963,
5715,
10678,
4963,
5715
],
[
7.282832,
0,
14.949498,
7.282832,
0,
14.949498
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473287,
370421,
-274425,
217014,
129453,
-75694
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757602036666,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 157,
"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) |
|---|