| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1379969.0072 | 1281460.5087 | 98508.4986 | 8765854.0153 | 6916460.1418 | 1849393.8735 |
| Total P&L (%) | 1379.969 | 1281.4605 | 98.5085 | 8765.854 | 6916.4601 | 1849.3939 |
| Avg Daily Profit (%) | 0.7614 | 0.7071 | 0.0544 | 0.2478 | 0.2348 | 0.164 |
| Buy And Hold Return (%) | 524.0465 | 524.0465 | 524.0465 | 524.0465 | 524.0465 | 524.0465 |
| Max Trade Drawdown | -70028 | -61881 | -52262 | -11978505 | -9551505 | -7846660 |
| Profit Factor | 3.2053 | 5.5728 | 1.2851 | 1.2035 | 1.3429 | 1.0808 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
| Profitability (%) | 36.9748 | 30.5085 | 43.3333 | 36.9748 | 30.5085 | 43.3333 |
| Ratio Avg Win / Avg Loss | 5.4635 | 12.6936 | 1.6805 | 2.0515 | 3.0589 | 1.4133 |
| Largest Winning Trade | 701056 | 701056 | 74223 | 8196909 | 8196909 | 4276708 |
| Largest Losing Trade | -34412 | -23352 | -34412 | -2938448 | -2665651 | -2938448 |
| Avg Bars in Trades | 89 | 84 | 95 | 89 | 84 | 95 |
| Avg Bars in Winners | 164 | 166 | 163 | 164 | 166 | 163 |
| Avg Bars in Losers | 45 | 47 | 42 | 45 | 47 | 42 |
| Bars Traded | 10672 | 4961 | 5711 | 10672 | 4961 | 5711 |
| 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 | 387932 | -167871 | -456779 | 154870 | -174745 | -298374 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10874,
"evaluation_days": 1812.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757328661776,
"expiration_time": 1762015968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 11,
"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": [
[
1379969.0072395257,
1281460.5086584804,
98508.4985810463,
8765854.01528542,
6916460.141820602,
1849393.8734648128
],
[
1379.969007,
1281.460509,
98.508499,
8765.854015,
6916.460142,
1849.393873
],
[
0.761434,
0.707079,
0.054355,
0.247766,
0.234827,
0.164018
],
[
524.046459,
524.046459,
524.046459,
524.046459,
524.046459,
524.046459
],
[
-70028,
-61881,
-52262,
-11978505,
-9551505,
-7846660
],
[
3.205253,
5.572788,
1.285095,
1.203536,
1.342939,
1.08076
],
[
119,
59,
60,
119,
59,
60
],
[
44,
18,
26,
44,
18,
26
],
[
75,
41,
34,
75,
41,
34
],
[
36.97479,
30.508475,
43.333333,
36.97479,
30.508475,
43.333333
],
[
5.4635,
12.693573,
1.680509,
2.051481,
3.058917,
1.413302
],
[
701056,
701056,
74223,
8196909,
8196909,
4276708
],
[
-34412,
-23352,
-34412,
-2938448,
-2665651,
-2938448
],
[
89,
84,
95,
89,
84,
95
],
[
164,
166,
163,
164,
166,
163
],
[
45,
47,
42,
45,
47,
42
],
[
10672,
4961,
5711,
10672,
4961,
5711
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387932,
-167871,
-456779,
154870,
-174745,
-298374
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10874,
"evaluation_days": 1812.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757328661776,
"expiration_time": 1762015968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 11,
"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) |
|---|