| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1250439.8595 | 1183726.7924 | 66713.0671 | 4340047.6209 | 6552167.5255 | -2212119.9046 |
| Total P&L (%) | 1250.4399 | 1183.7268 | 66.7131 | 4340.0476 | 6552.1675 | -2212.1199 |
| Avg Daily Profit (%) | 0.6884 | 0.6517 | 0.0367 | 0.209 | 0.2313 | 0 |
| Buy And Hold Return (%) | 592.5509 | 592.5509 | 592.5509 | 592.5509 | 592.5509 | 592.5509 |
| Max Trade Drawdown | -93410 | -58512 | -74559 | -11899042 | -7780782 | -5135609 |
| Profit Factor | 3.2606 | 5.9942 | 1.211 | 1.1294 | 1.3964 | 0.8701 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 41.3793 | 41.8605 | 40.9091 | 41.3793 | 41.8605 | 40.9091 |
| Ratio Avg Win / Avg Loss | 4.6191 | 8.3253 | 1.7493 | 1.5999 | 1.9395 | 1.2568 |
| Largest Winning Trade | 687057 | 687057 | 72804 | 12178841 | 12178841 | 2722195 |
| Largest Losing Trade | -41941 | -22858 | -41941 | -2134914 | -2134914 | -1863993 |
| Avg Bars in Trades | 122 | 108 | 135 | 122 | 108 | 135 |
| Avg Bars in Winners | 206 | 173 | 239 | 206 | 173 | 239 |
| Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
| Bars Traded | 10627 | 4674 | 5952 | 10627 | 4674 | 5952 |
| 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 | 330151 | 374515 | -312441 | -72133 | 251118 | -582588 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10899,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757689158212,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 163,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 135,
"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": [
[
1250439.859517607,
1183726.792370477,
66713.06714713,
4340047.62087018,
6552167.525471786,
-2212119.904601607
],
[
1250.43986,
1183.726792,
66.713067,
4340.047621,
6552.167525,
-2212.119905
],
[
0.688379,
0.651653,
0.036726,
0.20904,
0.231345,
0
],
[
592.550855,
592.550855,
592.550855,
592.550855,
592.550855,
592.550855
],
[
-93410,
-58512,
-74559,
-11899042,
-7780782,
-5135609
],
[
3.26055,
5.994182,
1.211026,
1.129353,
1.396446,
0.870063
],
[
87,
43,
44,
87,
43,
44
],
[
36,
18,
18,
36,
18,
18
],
[
51,
25,
26,
51,
25,
26
],
[
41.37931,
41.860465,
40.909091,
41.37931,
41.860465,
40.909091
],
[
4.619113,
8.325253,
1.74926,
1.599917,
1.939508,
1.256758
],
[
687057,
687057,
72804,
12178841,
12178841,
2722195
],
[
-41941,
-22858,
-41941,
-2134914,
-2134914,
-1863993
],
[
122,
108,
135,
122,
108,
135
],
[
206,
173,
239,
206,
173,
239
],
[
62,
61,
63,
62,
61,
63
],
[
10627,
4674,
5952,
10627,
4674,
5952
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330151,
374515,
-312441,
-72133,
251118,
-582588
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10899,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757689158212,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 163,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 135,
"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) |
|---|