| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1311874.8696 | 1264973.5382 | 46901.3314 | 2726991.8285 | 3090071.0103 | -363079.1819 |
| Total P&L (%) | 1311.8749 | 1264.9735 | 46.9013 | 2726.9918 | 3090.071 | -363.0792 |
| Avg Daily Profit (%) | 0.7202 | 0.6945 | 0.0257 | 0.1836 | 0.1903 | 0 |
| Buy And Hold Return (%) | 616.0541 | 616.0541 | 616.0541 | 616.0541 | 616.0541 | 616.0541 |
| Max Trade Drawdown | -105101 | -59153 | -81916 | -5544901 | -3770712 | -2605654 |
| Profit Factor | 3.3517 | 5.9251 | 1.1558 | 1.1975 | 1.4793 | 0.9507 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 40.2439 | 36.5854 | 43.9024 | 40.2439 | 36.5854 | 43.9024 |
| Ratio Avg Win / Avg Loss | 4.9768 | 10.2702 | 1.4769 | 1.778 | 2.5641 | 1.2148 |
| Largest Winning Trade | 680166 | 680166 | 76913 | 4306625 | 4306625 | 1515584 |
| Largest Losing Trade | -34196 | -21805 | -34196 | -1123309 | -1123309 | -874288 |
| Avg Bars in Trades | 130 | 121 | 139 | 130 | 121 | 139 |
| Avg Bars in Winners | 226 | 208 | 240 | 226 | 208 | 240 |
| Avg Bars in Losers | 66 | 71 | 60 | 66 | 71 | 60 |
| Bars Traded | 10714 | 4990 | 5725 | 10714 | 4990 | 5725 |
| Profit Streak | 13.2204 | 0 | 13.3871 | 13.2204 | 0 | 13.3871 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 32448 | 324830 | -375110 | -8132 | 134687 | -580843 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10929,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758115044026,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 141,
"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": [
[
1311874.8695674834,
1264973.5382082874,
46901.3313591963,
2726991.828483208,
3090071.0103410785,
-363079.1818578711
],
[
1311.87487,
1264.973538,
46.901331,
2726.991828,
3090.07101,
-363.079182
],
[
0.720217,
0.694468,
0.025749,
0.183632,
0.190278,
0
],
[
616.054131,
616.054131,
616.054131,
616.054131,
616.054131,
616.054131
],
[
-105101,
-59153,
-81916,
-5544901,
-3770712,
-2605654
],
[
3.351703,
5.925107,
1.155819,
1.19745,
1.479265,
0.950692
],
[
82,
41,
41,
82,
41,
41
],
[
33,
15,
18,
33,
15,
18
],
[
49,
26,
23,
49,
26,
23
],
[
40.243902,
36.585366,
43.902439,
40.243902,
36.585366,
43.902439
],
[
4.97677,
10.270186,
1.47688,
1.778032,
2.564059,
1.214773
],
[
680166,
680166,
76913,
4306625,
4306625,
1515584
],
[
-34196,
-21805,
-34196,
-1123309,
-1123309,
-874288
],
[
130,
121,
139,
130,
121,
139
],
[
226,
208,
240,
226,
208,
240
],
[
66,
71,
60,
66,
71,
60
],
[
10714,
4990,
5725,
10714,
4990,
5725
],
[
13.220417,
0,
13.387083,
13.220417,
0,
13.387084
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
32448,
324830,
-375110,
-8132,
134687,
-580843
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10929,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758115044026,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 141,
"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) |
|---|