| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1259705.307 | 1193884.3099 | 65820.997 | 2651109.7948 | 1917801.9734 | 733307.8214 |
| Total P&L (%) | 1259.7053 | 1193.8843 | 65.821 | 2651.1098 | 1917.802 | 733.3078 |
| Avg Daily Profit (%) | 0.6928 | 0.6566 | 0.0362 | 0.1825 | 0.1654 | 0.1167 |
| Buy And Hold Return (%) | 578.1038 | 578.1038 | 578.1038 | 578.1038 | 578.1038 | 578.1038 |
| Max Trade Drawdown | -114469 | -92756 | -74935 | -1047576 | -804617 | -780965 |
| Profit Factor | 3.6667 | 5.9156 | 1.2868 | 1.5763 | 1.7813 | 1.3418 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 41.0256 | 35.8974 | 46.1538 | 41.0256 | 35.8974 | 46.1538 |
| Ratio Avg Win / Avg Loss | 5.2709 | 10.5636 | 1.5013 | 2.2659 | 3.1808 | 1.5654 |
| Largest Winning Trade | 701492 | 701492 | 69666 | 1154304 | 1154304 | 877605 |
| Largest Losing Trade | -50700 | -32459 | -50700 | -457481 | -447997 | -457481 |
| Avg Bars in Trades | 132 | 118 | 147 | 132 | 118 | 147 |
| Avg Bars in Winners | 236 | 211 | 256 | 236 | 211 | 256 |
| Avg Bars in Losers | 60 | 66 | 54 | 60 | 66 | 54 |
| Bars Traded | 10370 | 4623 | 5747 | 10370 | 4623 | 5747 |
| 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 | -28896 | 305583 | -310679 | -33197 | 101778 | -119106 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10910,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757846628615,
"expiration_time": 1762549920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 48,
"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": [
[
1259705.3069634463,
1193884.309948277,
65820.9970151693,
2651109.7948457017,
1917801.973401473,
733307.8214442286
],
[
1259.705307,
1193.88431,
65.820997,
2651.109795,
1917.801973,
733.307821
],
[
0.692781,
0.656583,
0.036199,
0.182454,
0.165376,
0.116671
],
[
578.103837,
578.103837,
578.103837,
578.103837,
578.103837,
578.103837
],
[
-114469,
-92756,
-74935,
-1047576,
-804617,
-780965
],
[
3.66673,
5.9156,
1.2868,
1.576291,
1.78125,
1.341787
],
[
78,
39,
39,
78,
39,
39
],
[
32,
14,
18,
32,
14,
18
],
[
46,
25,
21,
46,
25,
21
],
[
41.025641,
35.897436,
46.153846,
41.025641,
35.897436,
46.153846
],
[
5.270924,
10.563572,
1.501266,
2.265919,
3.180804,
1.565419
],
[
701492,
701492,
69666,
1154304,
1154304,
877605
],
[
-50700,
-32459,
-50700,
-457481,
-447997,
-457481
],
[
132,
118,
147,
132,
118,
147
],
[
236,
211,
256,
236,
211,
256
],
[
60,
66,
54,
60,
66,
54
],
[
10370,
4623,
5747,
10370,
4623,
5747
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28896,
305583,
-310679,
-33197,
101778,
-119106
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10910,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757846628615,
"expiration_time": 1762549920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 48,
"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) |
|---|