| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1111670.1973 | 1103279.9452 | 8390.2522 | 1432155.9224 | 2225993.3492 | -793837.4269 |
| Total P&L (%) | 1111.6702 | 1103.2799 | 8.3903 | 1432.1559 | 2225.9933 | -793.8374 |
| Avg Daily Profit (%) | 0.6118 | 0.6072 | 0.0046 | 0.1503 | 0.1733 | 0 |
| Buy And Hold Return (%) | 637.0097 | 637.0097 | 637.0097 | 637.0097 | 637.0097 | 637.0097 |
| Max Trade Drawdown | -113254 | -59090 | -93408 | -3694831 | -1953780 | -1862213 |
| Profit Factor | 3.0657 | 5.5724 | 1.0283 | 1.1839 | 1.6447 | 0.8169 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Profitability (%) | 42.2535 | 51.4286 | 33.3333 | 42.2535 | 51.4286 | 33.3333 |
| Ratio Avg Win / Avg Loss | 4.1898 | 5.2629 | 2.0565 | 1.6179 | 1.5534 | 1.6339 |
| Largest Winning Trade | 619953 | 619953 | 78123 | 2097301 | 2097301 | 872220 |
| Largest Losing Trade | -39749 | -25952 | -39749 | -805643 | -805643 | -717325 |
| Avg Bars in Trades | 149 | 140 | 157 | 149 | 140 | 157 |
| Avg Bars in Winners | 241 | 193 | 312 | 241 | 193 | 312 |
| Avg Bars in Losers | 82 | 85 | 80 | 82 | 85 | 80 |
| Bars Traded | 10611 | 4929 | 5682 | 10611 | 4929 | 5682 |
| Profit Streak | 0 | 105.9714 | 0 | 0 | 105.9714 | 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 | -85463 | 438859 | -547237 | -109078 | 337906 | -584483 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10902,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757733526335,
"expiration_time": 1762431264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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": [
[
1111670.197347643,
1103279.9451647836,
8390.252182859,
1432155.922354521,
2225993.349211972,
-793837.4268574512
],
[
1111.670197,
1103.279945,
8.390252,
1432.155922,
2225.993349,
-793.837427
],
[
0.611816,
0.607199,
0.004618,
0.15032,
0.173333,
0
],
[
637.009676,
637.009676,
637.009676,
637.009676,
637.009676,
637.009676
],
[
-113254,
-59090,
-93408,
-3694831,
-1953780,
-1862213
],
[
3.065728,
5.572439,
1.028263,
1.183862,
1.644727,
0.816947
],
[
71,
35,
36,
71,
35,
36
],
[
30,
18,
12,
30,
18,
12
],
[
41,
17,
24,
41,
17,
24
],
[
42.253521,
51.428571,
33.333333,
42.253521,
51.428571,
33.333333
],
[
4.189828,
5.262859,
2.056527,
1.617945,
1.553353,
1.633895
],
[
619953,
619953,
78123,
2097301,
2097301,
872220
],
[
-39749,
-25952,
-39749,
-805643,
-805643,
-717325
],
[
149,
140,
157,
149,
140,
157
],
[
241,
193,
312,
241,
193,
312
],
[
82,
85,
80,
82,
85,
80
],
[
10611,
4929,
5682,
10611,
4929,
5682
],
[
0,
105.97137,
0,
0,
105.97137,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-85463,
438859,
-547237,
-109078,
337906,
-584483
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10902,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603296000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757733526335,
"expiration_time": 1762431264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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) |
|---|