| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1791204.303 | 1608737.5733 | 182466.7297 | 57439475.6263 | 40468073.6744 | 16971401.9519 |
| Total P&L (%) | 1791.2043 | 1608.7376 | 182.4667 | 57439.4756 | 40468.0737 | 16971.402 |
| Avg Daily Profit (%) | 0.9856 | 0.8852 | 0.1004 | 0.3503 | 0.331 | 0.2832 |
| Buy And Hold Return (%) | 556.4919 | 556.4919 | 556.4919 | 556.4919 | 556.4919 | 556.4919 |
| Max Trade Drawdown | -71572 | -38278 | -43605 | -39825814 | -28901540 | -29662482 |
| Profit Factor | 4.027 | 6.9678 | 1.5664 | 1.3357 | 1.5202 | 1.1819 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
| Profitability (%) | 34.1935 | 32.4675 | 35.8974 | 34.1935 | 32.4675 | 35.8974 |
| Ratio Avg Win / Avg Loss | 7.75 | 14.4929 | 2.7971 | 2.5706 | 3.1621 | 2.1105 |
| Largest Winning Trade | 927328 | 927328 | 77406 | 30866315 | 30866315 | 18442087 |
| Largest Losing Trade | -17928 | -17928 | -15003 | -11998889 | -8327430 | -11998889 |
| Avg Bars in Trades | 68 | 64 | 73 | 68 | 64 | 73 |
| Avg Bars in Winners | 151 | 143 | 159 | 151 | 143 | 159 |
| Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
| Bars Traded | 10672 | 4935 | 5737 | 10672 | 4935 | 5737 |
| 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 | 437655 | -30216 | -261831 | 194426 | -37078 | -50556 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757760326123,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 18,
"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": [
[
1791204.302990981,
1608737.573263594,
182466.7297273876,
57439475.62634027,
40468073.67441875,
16971401.951921523
],
[
1791.204303,
1608.737573,
182.46673,
57439.475626,
40468.073674,
16971.401952
],
[
0.985624,
0.88522,
0.100404,
0.350304,
0.331008,
0.283232
],
[
556.491878,
556.491878,
556.491878,
556.491878,
556.491878,
556.491878
],
[
-71572,
-38278,
-43605,
-39825814,
-28901540,
-29662482
],
[
4.026974,
6.96776,
1.566357,
1.335693,
1.520229,
1.181866
],
[
155,
77,
78,
155,
77,
78
],
[
53,
25,
28,
53,
25,
28
],
[
102,
52,
50,
102,
52,
50
],
[
34.193548,
32.467532,
35.897436,
34.193548,
32.467532,
35.897436
],
[
7.750026,
14.49294,
2.797067,
2.57058,
3.162077,
2.110475
],
[
927328,
927328,
77406,
30866315,
30866315,
18442087
],
[
-17928,
-17928,
-15003,
-11998889,
-8327430,
-11998889
],
[
68,
64,
73,
68,
64,
73
],
[
151,
143,
159,
151,
143,
159
],
[
25,
25,
25,
25,
25,
25
],
[
10672,
4935,
5737,
10672,
4935,
5737
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437655,
-30216,
-261831,
194426,
-37078,
-50556
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10904,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602518400000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757760326123,
"expiration_time": 1762460928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 18,
"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) |
|---|