| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1495193.1335 | 1403659.8006 | 91533.333 | 6855195.7986 | 5855056.4373 | 1000139.3613 |
| Total P&L (%) | 1495.1931 | 1403.6598 | 91.5333 | 6855.1958 | 5855.0564 | 1000.1394 |
| Avg Daily Profit (%) | 0.8235 | 0.7731 | 0.0504 | 0.2339 | 0.2253 | 0.1322 |
| Buy And Hold Return (%) | 573.4249 | 573.4249 | 573.4249 | 573.4249 | 573.4249 | 573.4249 |
| Max Trade Drawdown | -98722 | -62906 | -50354 | -8739774 | -5510503 | -5034221 |
| Profit Factor | 3.6676 | 6.2505 | 1.3122 | 1.2392 | 1.4551 | 1.0633 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Profitability (%) | 35.0515 | 31.25 | 38.7755 | 35.0515 | 31.25 | 38.7755 |
| Ratio Avg Win / Avg Loss | 6.7959 | 13.7512 | 2.0719 | 2.2962 | 3.2013 | 1.679 |
| Largest Winning Trade | 778345 | 778345 | 74483 | 6557515 | 6557515 | 3697047 |
| Largest Losing Trade | -31459 | -31459 | -23191 | -2598106 | -2367718 | -2598106 |
| Avg Bars in Trades | 110 | 101 | 118 | 110 | 101 | 118 |
| Avg Bars in Winners | 203 | 191 | 213 | 203 | 191 | 213 |
| Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
| Bars Traded | 10673 | 4857 | 5816 | 10673 | 4857 | 5816 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395616 | 372888 | -294365 | 129468 | 114998 | -178781 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10894,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603382400000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757616271382,
"expiration_time": 1762312608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 184,
"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": [
[
1495193.1335435528,
1403659.8005545568,
91533.3329889962,
6855195.7986091385,
5855056.437345344,
1000139.3612637969
],
[
1495.193134,
1403.659801,
91.533333,
6855.195799,
5855.056437,
1000.139361
],
[
0.823494,
0.773081,
0.050413,
0.23391,
0.22534,
0.132161
],
[
573.424886,
573.424886,
573.424886,
573.424886,
573.424886,
573.424886
],
[
-98722,
-62906,
-50354,
-8739774,
-5510503,
-5034221
],
[
3.667613,
6.25054,
1.312228,
1.239235,
1.455135,
1.063339
],
[
97,
48,
49,
97,
48,
49
],
[
34,
15,
19,
34,
15,
19
],
[
63,
33,
30,
63,
33,
30
],
[
35.051546,
31.25,
38.77551,
35.051546,
31.25,
38.77551
],
[
6.795872,
13.751188,
2.071938,
2.29623,
3.201297,
1.678957
],
[
778345,
778345,
74483,
6557515,
6557515,
3697047
],
[
-31459,
-31459,
-23191,
-2598106,
-2367718,
-2598106
],
[
110,
101,
118,
110,
101,
118
],
[
203,
191,
213,
203,
191,
213
],
[
59,
60,
58,
59,
60,
58
],
[
10673,
4857,
5816,
10673,
4857,
5816
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395616,
372888,
-294365,
129468,
114998,
-178781
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10894,
"evaluation_days": 1815.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603382400000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757616271382,
"expiration_time": 1762312608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 184,
"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) |
|---|