| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1290160.3311 | 1223913.8392 | 66246.4919 | 4016175.8259 | 4459747.3673 | -443571.5414 |
| Total P&L (%) | 1290.1603 | 1223.9138 | 66.2465 | 4016.1758 | 4459.7474 | -443.5715 |
| Avg Daily Profit (%) | 0.7075 | 0.6711 | 0.0363 | 0.2041 | 0.2097 | 0 |
| Buy And Hold Return (%) | 715.5135 | 715.5135 | 715.5135 | 715.5135 | 715.5135 | 715.5135 |
| Max Trade Drawdown | -118890 | -55335 | -63555 | -4150119 | -3275069 | -2322775 |
| Profit Factor | 3.654 | 6.3695 | 1.2566 | 1.2944 | 1.6806 | 0.9374 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
| Ratio Avg Win / Avg Loss | 4.872 | 9.5542 | 1.4922 | 1.7259 | 2.5208 | 1.1132 |
| Largest Winning Trade | 661092 | 661092 | 77037 | 5189562 | 5189562 | 2078555 |
| Largest Losing Trade | -28009 | -23553 | -28009 | -1432307 | -1432307 | -1338431 |
| Avg Bars in Trades | 151 | 137 | 166 | 151 | 137 | 166 |
| Avg Bars in Winners | 266 | 233 | 295 | 266 | 233 | 295 |
| Avg Bars in Losers | 65 | 73 | 57 | 65 | 73 | 57 |
| Bars Traded | 10638 | 4807 | 5831 | 10638 | 4807 | 5831 |
| Profit Streak | 0 | 111.3521 | 0 | 0 | 111.3521 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -90573 | 318006 | -312007 | -93246 | 282679 | -580787 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10942,
"evaluation_days": 1823.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758299222756,
"expiration_time": 1763024544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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": [
[
1290160.3311371813,
1223913.8392494477,
66246.4918877335,
4016175.825880558,
4459747.367283982,
-443571.5414034254
],
[
1290.160331,
1223.913839,
66.246492,
4016.175826,
4459.747367,
-443.571541
],
[
0.707453,
0.671127,
0.036326,
0.204056,
0.209679,
0
],
[
715.513476,
715.513476,
715.513476,
715.513476,
715.513476,
715.513476
],
[
-118890,
-55335,
-63555,
-4150119,
-3275069,
-2322775
],
[
3.654023,
6.369462,
1.256595,
1.294444,
1.680554,
0.937408
],
[
70,
35,
35,
70,
35,
35
],
[
30,
14,
16,
30,
14,
16
],
[
40,
21,
19,
40,
21,
19
],
[
42.857143,
40,
45.714286,
42.857143,
40,
45.714286
],
[
4.87203,
9.554193,
1.492207,
1.725925,
2.520831,
1.113173
],
[
661092,
661092,
77037,
5189562,
5189562,
2078555
],
[
-28009,
-23553,
-28009,
-1432307,
-1432307,
-1338431
],
[
151,
137,
166,
151,
137,
166
],
[
266,
233,
295,
266,
233,
295
],
[
65,
73,
57,
65,
73,
57
],
[
10638,
4807,
5831,
10638,
4807,
5831
],
[
0,
111.352115,
0,
0,
111.352115,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-90573,
318006,
-312007,
-93246,
282679,
-580787
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10942,
"evaluation_days": 1823.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758299222756,
"expiration_time": 1763024544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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) |
|---|