| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -625898.0047 | 220815.1762 | -846713.1809 | -1506805.5325 | -14398557.5591 | 12891752.0266 |
| Total P&L (%) | -625.898 | 220.8152 | -846.7132 | -1506.8055 | -14398.5576 | 12891.752 |
| Avg Daily Profit (%) | -0.3427 | 0.1209 | -0.4637 | 0 | 0 | 0.2669 |
| Buy And Hold Return (%) | 652.5039 | 652.5039 | 652.5039 | 652.5039 | 652.5039 | 652.5039 |
| Max Trade Drawdown | -759281 | -114083 | -880521 | -46154227 | -34497475 | -12220790 |
| Profit Factor | 0.6124 | 1.6476 | 0.3353 | 0.9802 | 0.665 | 1.3875 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 59 | 32 | 27 | 54 | 28 | 26 |
| Losing Trades | 40 | 18 | 22 | 45 | 22 | 23 |
| Profitability (%) | 59.596 | 64 | 55.102 | 54.5455 | 56 | 53.0612 |
| Ratio Avg Win / Avg Loss | 0.4152 | 0.9268 | 0.2732 | 0.8169 | 0.5225 | 1.2274 |
| Largest Winning Trade | 73253 | 73253 | 53915 | 18697079 | 5263368 | 18697079 |
| Largest Losing Trade | -482363 | -78068 | -482363 | -31515922 | -31515922 | -10102882 |
| Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
| Avg Bars in Winners | 77 | 80 | 74 | 104 | 114 | 93 |
| Avg Bars in Losers | 151 | 165 | 139 | 110 | 107 | 114 |
| Bars Traded | 10621 | 5558 | 5063 | 10621 | 5558 | 5063 |
| Profit Streak | 18.6509 | 74.8176 | 0 | 0 | 0 | 113.1509 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578708 | -374294 | -580020 | -579925 | -760055 | 384439 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10957,
"evaluation_days": 1826.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603843200000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758526639383,
"expiration_time": 1763247024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 99,
"offset": 117
}
}
}
{
"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": [
[
-625898.0046683722,
220815.1762346339,
-846713.180903006,
-1506805.5324635282,
-14398557.55905102,
12891752.02658748
],
[
-625.898005,
220.815176,
-846.713181,
-1506.805532,
-14398.557559,
12891.752027
],
[
-0.342738,
0.120917,
-0.463655,
0,
0,
0.266864
],
[
652.503857,
652.503857,
652.503857,
652.503857,
652.503857,
652.503857
],
[
-759281,
-114083,
-880521,
-46154227,
-34497475,
-12220790
],
[
0.612381,
1.647588,
0.335256,
0.98024,
0.665043,
1.387494
],
[
99,
50,
49,
99,
50,
49
],
[
59,
32,
27,
54,
28,
26
],
[
40,
18,
22,
45,
22,
23
],
[
59.59596,
64,
55.102041,
54.545455,
56,
53.061224
],
[
0.415173,
0.926768,
0.273171,
0.816867,
0.522534,
1.227399
],
[
73253,
73253,
53915,
18697079,
5263368,
18697079
],
[
-482363,
-78068,
-482363,
-31515922,
-31515922,
-10102882
],
[
107,
111,
103,
107,
111,
103
],
[
77,
80,
74,
104,
114,
93
],
[
151,
165,
139,
110,
107,
114
],
[
10621,
5558,
5063,
10621,
5558,
5063
],
[
18.650919,
74.817585,
0,
0,
0,
113.150919
],
[
1,
2,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578708,
-374294,
-580020,
-579925,
-760055,
384439
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10957,
"evaluation_days": 1826.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603843200000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758526639383,
"expiration_time": 1763247024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 99,
"offset": 117
}
}
}
| # | 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) |
|---|