| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -475755.7593 | 262150.8786 | -737906.6379 | -868903.3106 | -11152095.8602 | 10283192.5495 |
| Total P&L (%) | -475.7558 | 262.1509 | -737.9066 | -868.9033 | -11152.0959 | 10283.1926 |
| Avg Daily Profit (%) | -0.2621 | 0.1444 | -0.4064 | 0 | 0 | 0.2561 |
| Buy And Hold Return (%) | 609.3933 | 609.3933 | 609.3933 | 609.3933 | 609.3933 | 609.3933 |
| Max Trade Drawdown | -745919 | -157637 | -758371 | -21985567 | -16899802 | -8152798 |
| Profit Factor | 0.6739 | 1.7354 | 0.3306 | 0.9804 | 0.5469 | 1.5221 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 50 | 28 | 22 | 46 | 22 | 24 |
| Losing Trades | 40 | 17 | 23 | 44 | 23 | 21 |
| Profitability (%) | 55.5556 | 62.2222 | 48.8889 | 51.1111 | 48.8889 | 53.3333 |
| Ratio Avg Win / Avg Loss | 0.5391 | 1.0536 | 0.3456 | 0.9378 | 0.5718 | 1.3318 |
| Largest Winning Trade | 115588 | 115588 | 52180 | 19100712 | 2985570 | 19100712 |
| Largest Losing Trade | -379316 | -79456 | -379316 | -15796071 | -15796071 | -8152798 |
| Avg Bars in Trades | 117 | 126 | 109 | 117 | 126 | 109 |
| Avg Bars in Winners | 93 | 96 | 88 | 120 | 132 | 110 |
| Avg Bars in Losers | 148 | 175 | 128 | 114 | 120 | 108 |
| Bars Traded | 10594 | 5675 | 4919 | 10594 | 5675 | 4919 |
| Profit Streak | 0 | 166.9765 | 0 | 26.1432 | 0 | 100.1432 |
| Trades During Streak | 0 | 4 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579817 | -160844 | -581144 | -579851 | -581144 | 410913 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757604371250,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 180,
"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": [
[
-475755.7593280326,
262150.8785671759,
-737906.6378952086,
-868903.3106483705,
-11152095.86015551,
10283192.549507136
],
[
-475.755759,
262.150879,
-737.906638,
-868.903311,
-11152.09586,
10283.19255
],
[
-0.262052,
0.144396,
-0.406448,
0,
0,
0.256057
],
[
609.393346,
609.393346,
609.393346,
609.393346,
609.393346,
609.393346
],
[
-745919,
-157637,
-758371,
-21985567,
-16899802,
-8152798
],
[
0.673869,
1.735415,
0.330588,
0.98039,
0.546905,
1.522074
],
[
90,
45,
45,
90,
45,
45
],
[
50,
28,
22,
46,
22,
24
],
[
40,
17,
23,
44,
23,
21
],
[
55.555556,
62.222222,
48.888889,
51.111111,
48.888889,
53.333333
],
[
0.539095,
1.053645,
0.345615,
0.937765,
0.571764,
1.331815
],
[
115588,
115588,
52180,
19100712,
2985570,
19100712
],
[
-379316,
-79456,
-379316,
-15796071,
-15796071,
-8152798
],
[
117,
126,
109,
117,
126,
109
],
[
93,
96,
88,
120,
132,
110
],
[
148,
175,
128,
114,
120,
108
],
[
10594,
5675,
4919,
10594,
5675,
4919
],
[
0,
166.976519,
0,
26.143186,
0,
100.143186
],
[
0,
4,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579817,
-160844,
-581144,
-579851,
-581144,
410913
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757604371250,
"expiration_time": 1762297776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 180,
"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) |
|---|