| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1285922.0081 | 1282016.3539 | 3905.6542 | 1004364.4908 | 1857091.9845 | -852727.4938 |
| Total P&L (%) | 1285.922 | 1282.0164 | 3.9057 | 1004.3645 | 1857.092 | -852.7275 |
| Avg Daily Profit (%) | 0.7091 | 0.707 | 0.0022 | 0.1325 | 0.1641 | 0 |
| Buy And Hold Return (%) | 526.2651 | 526.2651 | 526.2651 | 526.2651 | 526.2651 | 526.2651 |
| Max Trade Drawdown | -132683 | -96896 | -85733 | -3712947 | -2468053 | -2038475 |
| Profit Factor | 2.9941 | 5.2394 | 1.0114 | 1.1078 | 1.4428 | 0.8335 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 37.5 | 29.5455 | 45.4545 | 37.5 | 29.5455 | 45.4545 |
| Ratio Avg Win / Avg Loss | 4.9902 | 12.494 | 1.2137 | 1.8464 | 3.4406 | 1.0002 |
| Largest Winning Trade | 696709 | 696709 | 77092 | 1767049 | 1767049 | 1251755 |
| Largest Losing Trade | -32059 | -25221 | -32059 | -858174 | -858174 | -811465 |
| Avg Bars in Trades | 121 | 111 | 132 | 121 | 111 | 132 |
| Avg Bars in Winners | 219 | 219 | 219 | 219 | 219 | 219 |
| Avg Bars in Losers | 63 | 65 | 60 | 63 | 65 | 60 |
| Bars Traded | 10723 | 4884 | 5839 | 10723 | 4884 | 5839 |
| 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 | 343789 | 238934 | -565403 | -128601 | -2564 | -580820 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10880,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601582400000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757416401233,
"expiration_time": 1762104960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 31,
"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": [
[
1285922.0081400995,
1282016.353933307,
3905.6542067917,
1004364.4907507128,
1857091.9845240593,
-852727.4937733461
],
[
1285.922008,
1282.016354,
3.905654,
1004.364491,
1857.091985,
-852.727494
],
[
0.709149,
0.706996,
0.002154,
0.132543,
0.164145,
0
],
[
526.26506,
526.26506,
526.26506,
526.26506,
526.26506,
526.26506
],
[
-132683,
-96896,
-85733,
-3712947,
-2468053,
-2038475
],
[
2.994128,
5.239412,
1.011405,
1.107823,
1.442832,
0.833492
],
[
88,
44,
44,
88,
44,
44
],
[
33,
13,
20,
33,
13,
20
],
[
55,
31,
24,
55,
31,
24
],
[
37.5,
29.545455,
45.454545,
37.5,
29.545455,
45.454545
],
[
4.990213,
12.493982,
1.213686,
1.846372,
3.440599,
1.00019
],
[
696709,
696709,
77092,
1767049,
1767049,
1251755
],
[
-32059,
-25221,
-32059,
-858174,
-858174,
-811465
],
[
121,
111,
132,
121,
111,
132
],
[
219,
219,
219,
219,
219,
219
],
[
63,
65,
60,
63,
65,
60
],
[
10723,
4884,
5839,
10723,
4884,
5839
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343789,
238934,
-565403,
-128601,
-2564,
-580820
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10880,
"evaluation_days": 1813.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1601582400000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757416401233,
"expiration_time": 1762104960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 31,
"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) |
|---|