| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -846300.9905 | 106223.0712 | -952524.0617 | -1129348.7948 | -7978676.4085 | 6849327.6137 |
| Total P&L (%) | -846.301 | 106.2231 | -952.5241 | -1129.3488 | -7978.6764 | 6849.3276 |
| Avg Daily Profit (%) | -0.4639 | 0.0582 | -0.5221 | 0 | 0 | 0.2327 |
| Buy And Hold Return (%) | 678.228 | 678.228 | 678.228 | 678.228 | 678.228 | 678.228 |
| Max Trade Drawdown | -1002266 | -143088 | -1008561 | -17936697 | -13691742 | -5759874 |
| Profit Factor | 0.4634 | 1.3644 | 0.2592 | 0.9678 | 0.571 | 1.4162 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 36 | 18 | 18 | 33 | 16 | 17 |
| Losing Trades | 35 | 18 | 17 | 38 | 20 | 18 |
| Profitability (%) | 50.7042 | 50 | 51.4286 | 46.4789 | 44.4444 | 48.5714 |
| Ratio Avg Win / Avg Loss | 0.4505 | 1.3644 | 0.2448 | 1.1144 | 0.7138 | 1.4995 |
| Largest Winning Trade | 64880 | 64880 | 52578 | 15724490 | 3387071 | 15724490 |
| Largest Losing Trade | -530679 | -77915 | -530679 | -11256860 | -11256860 | -4310983 |
| Avg Bars in Trades | 150 | 158 | 142 | 150 | 158 | 142 |
| Avg Bars in Winners | 85 | 90 | 80 | 146 | 164 | 129 |
| Avg Bars in Losers | 217 | 225 | 208 | 153 | 152 | 154 |
| Bars Traded | 10677 | 5692 | 4985 | 10677 | 5692 | 4985 |
| Profit Streak | 0 | 0 | 0 | 33.6453 | 33.6453 | 108.6453 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -671964 | -280481 | -580602 | -670763 | -582399 | 342143 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10947,
"evaluation_days": 1824.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603411200000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758382151428,
"expiration_time": 1763098704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 186,
"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": [
[
-846300.9905310022,
106223.0712109802,
-952524.0617419821,
-1129348.7947510201,
-7978676.408457017,
6849327.6137059955
],
[
-846.300991,
106.223071,
-952.524062,
-1129.348795,
-7978.676408,
6849.327614
],
[
-0.463854,
0.05822,
-0.522074,
0,
0,
0.23273
],
[
678.228035,
678.228035,
678.228035,
678.228035,
678.228035,
678.228035
],
[
-1002266,
-143088,
-1008561,
-17936697,
-13691742,
-5759874
],
[
0.463412,
1.36444,
0.259152,
0.967785,
0.571005,
1.416176
],
[
71,
36,
35,
71,
36,
35
],
[
36,
18,
18,
33,
16,
17
],
[
35,
18,
17,
38,
20,
18
],
[
50.704225,
50,
51.428571,
46.478873,
44.444444,
48.571429
],
[
0.45054,
1.36444,
0.244755,
1.114419,
0.713756,
1.499481
],
[
64880,
64880,
52578,
15724490,
3387071,
15724490
],
[
-530679,
-77915,
-530679,
-11256860,
-11256860,
-4310983
],
[
150,
158,
142,
150,
158,
142
],
[
85,
90,
80,
146,
164,
129
],
[
217,
225,
208,
153,
152,
154
],
[
10677,
5692,
4985,
10677,
5692,
4985
],
[
0,
0,
0,
33.645271,
33.645271,
108.645271
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-671964,
-280481,
-580602,
-670763,
-582399,
342143
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10947,
"evaluation_days": 1824.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603411200000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758382151428,
"expiration_time": 1763098704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 186,
"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) |
|---|