| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 963998.9469 | 1003498.9638 | -39500.0169 | 309478.9662 | 557440.2747 | -247961.3086 |
| Total P&L (%) | 963.9989 | 1003.499 | -39.5 | 309.479 | 557.4403 | -247.9613 |
| Avg Daily Profit (%) | 0.5313 | 0.553 | -0.0218 | 0.0777 | 0.1038 | 0 |
| Buy And Hold Return (%) | 646.3745 | 646.3745 | 646.3745 | 646.3745 | 646.3745 | 646.3745 |
| Max Trade Drawdown | -142891 | -86837 | -131298 | -591762 | -321149 | -350235 |
| Profit Factor | 2.4815 | 4.3439 | 0.8873 | 1.1531 | 1.592 | 0.7704 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 2.4815 | 4.3439 | 0.8873 | 1.1531 | 1.592 | 0.7704 |
| Largest Winning Trade | 561099 | 561099 | 77992 | 353263 | 353263 | 160092 |
| Largest Losing Trade | -52429 | -52429 | -42537 | -227825 | -227825 | -126069 |
| Avg Bars in Trades | 113 | 103 | 124 | 113 | 103 | 124 |
| Avg Bars in Winners | 162 | 137 | 186 | 162 | 137 | 186 |
| Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
| Bars Traded | 10477 | 4743 | 5734 | 10477 | 4743 | 5734 |
| Profit Streak | 33.2887 | 99.2887 | 33.2887 | 33.2887 | 99.2887 | 33.2887 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 160068 | 357378 | -579709 | -305332 | -215305 | -579709 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10887,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604289600000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757516144457,
"expiration_time": 1762208784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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": [
[
963998.9469081843,
1003498.9637748443,
-39500.0168666603,
309478.9661701082,
557440.2747218205,
-247961.3085517124
],
[
963.998947,
1003.498964,
-39.500017,
309.478966,
557.440275,
-247.961309
],
[
0.531275,
0.553044,
-0.021769,
0.077722,
0.103839,
0
],
[
646.374527,
646.374527,
646.374527,
646.374527,
646.374527,
646.374527
],
[
-142891,
-86837,
-131298,
-591762,
-321149,
-350235
],
[
2.481489,
4.343932,
0.887336,
1.153093,
1.591999,
0.770382
],
[
92,
46,
46,
92,
46,
46
],
[
46,
23,
23,
46,
23,
23
],
[
46,
23,
23,
46,
23,
23
],
[
50,
50,
50,
50,
50,
50
],
[
2.481489,
4.343932,
0.887336,
1.153093,
1.591999,
0.770382
],
[
561099,
561099,
77992,
353263,
353263,
160092
],
[
-52429,
-52429,
-42537,
-227825,
-227825,
-126069
],
[
113,
103,
124,
113,
103,
124
],
[
162,
137,
186,
162,
137,
186
],
[
65,
68,
62,
65,
68,
62
],
[
10477,
4743,
5734,
10477,
4743,
5734
],
[
33.288709,
99.288709,
33.288709,
33.288709,
99.288709,
33.288709
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
160068,
357378,
-579709,
-305332,
-215305,
-579709
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10887,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604289600000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757516144457,
"expiration_time": 1762208784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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) |
|---|