| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1750823.3683 | 1548379.8819 | 202443.4864 | 74305142.8181 | 52582617.4909 | 21722525.3271 |
| Total P&L (%) | 1750.8234 | 1548.3799 | 202.4435 | 74305.1428 | 52582.6175 | 21722.5253 |
| Avg Daily Profit (%) | 0.9605 | 0.8494 | 0.1111 | 0.3634 | 0.3444 | 0.2959 |
| Buy And Hold Return (%) | 792.7745 | 792.7745 | 792.7745 | 792.7745 | 792.7745 | 792.7745 |
| Max Trade Drawdown | -61336 | -32576 | -41800 | -49630363 | -28344619 | -36377573 |
| Profit Factor | 4.2124 | 7.1483 | 1.6905 | 1.3751 | 1.5779 | 1.2028 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
| Profitability (%) | 35.6164 | 32.8767 | 38.3562 | 35.6164 | 32.8767 | 38.3562 |
| Ratio Avg Win / Avg Loss | 7.6148 | 14.5944 | 2.7169 | 2.4857 | 3.2216 | 1.933 |
| Largest Winning Trade | 871510 | 871510 | 76870 | 36049925 | 36049925 | 21962490 |
| Largest Losing Trade | -15941 | -15941 | -15003 | -12867011 | -9917051 | -12867011 |
| Avg Bars in Trades | 73 | 67 | 78 | 73 | 67 | 78 |
| Avg Bars in Winners | 154 | 145 | 161 | 154 | 145 | 161 |
| Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
| Bars Traded | 10661 | 4931 | 5730 | 10661 | 4931 | 5730 |
| 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 | 353388 | -64081 | -283787 | 211704 | -66451 | -67028 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10937,
"evaluation_days": 1822.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603180800000,
"last_datapoint_time": 1758225600000,
"evaluation_time": 1758228358410,
"expiration_time": 1762950384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 170,
"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": [
[
1750823.3682983858,
1548379.8818536825,
202443.486444705,
74305142.81805702,
52582617.49090862,
21722525.327148378
],
[
1750.823368,
1548.379882,
202.443486,
74305.142818,
52582.617491,
21722.525327
],
[
0.960497,
0.849437,
0.11106,
0.363397,
0.344391,
0.295886
],
[
792.774492,
792.774492,
792.774492,
792.774492,
792.774492,
792.774492
],
[
-61336,
-32576,
-41800,
-49630363,
-28344619,
-36377573
],
[
4.212443,
7.148298,
1.690523,
1.375058,
1.577931,
1.202763
],
[
146,
73,
73,
146,
73,
73
],
[
52,
24,
28,
52,
24,
28
],
[
94,
49,
45,
94,
49,
45
],
[
35.616438,
32.876712,
38.356164,
35.616438,
32.876712,
38.356164
],
[
7.614802,
14.594441,
2.716912,
2.485681,
3.22161,
1.933012
],
[
871510,
871510,
76870,
36049925,
36049925,
21962490
],
[
-15941,
-15941,
-15003,
-12867011,
-9917051,
-12867011
],
[
73,
67,
78,
73,
67,
78
],
[
154,
145,
161,
154,
145,
161
],
[
28,
29,
26,
28,
29,
26
],
[
10661,
4931,
5730,
10661,
4931,
5730
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353388,
-64081,
-283787,
211704,
-66451,
-67028
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10937,
"evaluation_days": 1822.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603180800000,
"last_datapoint_time": 1758225600000,
"evaluation_time": 1758228358410,
"expiration_time": 1762950384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 170,
"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) |
|---|