| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1176127.943 | 1129450.2063 | 46677.7367 | 3140629.8645 | 2785408.2253 | 355221.6392 |
| Total P&L (%) | 1176.1279 | 1129.4502 | 46.6777 | 3140.6299 | 2785.4082 | 355.2216 |
| Avg Daily Profit (%) | 0.6483 | 0.6226 | 0.0257 | 0.1919 | 0.1855 | 0.0836 |
| Buy And Hold Return (%) | 529.0269 | 529.0269 | 529.0269 | 529.0269 | 529.0269 | 529.0269 |
| Max Trade Drawdown | -96947 | -61223 | -102805 | -3426564 | -2647106 | -1700384 |
| Profit Factor | 3.3542 | 5.9382 | 1.1723 | 1.2954 | 1.5314 | 1.0659 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Profitability (%) | 38.0282 | 40 | 36.1111 | 38.0282 | 40 | 36.1111 |
| Ratio Avg Win / Avg Loss | 5.4662 | 8.9073 | 2.0741 | 2.111 | 2.297 | 1.8858 |
| Largest Winning Trade | 686647 | 686647 | 78478 | 3098835 | 3098835 | 1729539 |
| Largest Losing Trade | -42907 | -21804 | -42907 | -1170634 | -1170634 | -1059205 |
| Avg Bars in Trades | 147 | 137 | 158 | 147 | 137 | 158 |
| Avg Bars in Winners | 248 | 208 | 290 | 248 | 208 | 290 |
| Avg Bars in Losers | 86 | 89 | 83 | 86 | 89 | 83 |
| Bars Traded | 10503 | 4801 | 5702 | 10503 | 4801 | 5702 |
| Profit Streak | 0 | 102.0957 | 0 | 0 | 102.0957 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -83051 | 388989 | -359535 | -87506 | 217011 | -399463 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10885,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757476800000,
"evaluation_time": 1757485067627,
"expiration_time": 1762179120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 108,
"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": [
[
1176127.9430359835,
1129450.2062945962,
46677.7367413871,
3140629.864497457,
2785408.225251311,
355221.6392461467
],
[
1176.127943,
1129.450206,
46.677737,
3140.629864,
2785.408225,
355.221639
],
[
0.648301,
0.622571,
0.02573,
0.191916,
0.185505,
0.083578
],
[
529.02687,
529.02687,
529.02687,
529.02687,
529.02687,
529.02687
],
[
-96947,
-61223,
-102805,
-3426564,
-2647106,
-1700384
],
[
3.354232,
5.938202,
1.172329,
1.295409,
1.531353,
1.065912
],
[
71,
35,
36,
71,
35,
36
],
[
27,
14,
13,
27,
14,
13
],
[
44,
21,
23,
44,
21,
23
],
[
38.028169,
40,
36.111111,
38.028169,
40,
36.111111
],
[
5.466156,
8.907304,
2.074121,
2.111037,
2.29703,
1.885844
],
[
686647,
686647,
78478,
3098835,
3098835,
1729539
],
[
-42907,
-21804,
-42907,
-1170634,
-1170634,
-1059205
],
[
147,
137,
158,
147,
137,
158
],
[
248,
208,
290,
248,
208,
290
],
[
86,
89,
83,
86,
89,
83
],
[
10503,
4801,
5702,
10503,
4801,
5702
],
[
0,
102.09569,
0,
0,
102.09569,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83051,
388989,
-359535,
-87506,
217011,
-399463
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10885,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602993600000,
"last_datapoint_time": 1757476800000,
"evaluation_time": 1757485067627,
"expiration_time": 1762179120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 108,
"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) |
|---|