| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1138412.1666 | 972980.2953 | 165431.8713 | 28179267.1698 | 21833009.9416 | 6346257.2282 |
| Total P&L (%) | 1138.4122 | 972.9803 | 165.4319 | 28179.2672 | 21833.0099 | 6346.2572 |
| Avg Daily Profit (%) | 0.626 | 0.535 | 0.091 | 0.3109 | 0.2969 | 0.2294 |
| Buy And Hold Return (%) | 617.041 | 617.041 | 617.041 | 617.041 | 617.041 | 617.041 |
| Max Trade Drawdown | -71994 | -42510 | -49046 | -22639116 | -13797483 | -14210511 |
| Profit Factor | 2.923 | 4.7375 | 1.4988 | 1.3283 | 1.5792 | 1.1318 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 49.1379 | 44.8276 | 53.4483 | 49.1379 | 44.8276 | 53.4483 |
| Ratio Avg Win / Avg Loss | 3.0255 | 5.8307 | 1.3054 | 1.3749 | 1.9436 | 0.9858 |
| Largest Winning Trade | 289204 | 289204 | 74966 | 13644321 | 13328964 | 13644321 |
| Largest Losing Trade | -48965 | -24474 | -48965 | -10666911 | -4385234 | -10666911 |
| Avg Bars in Trades | 92 | 85 | 99 | 92 | 85 | 99 |
| Avg Bars in Winners | 132 | 123 | 140 | 132 | 123 | 140 |
| Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
| Bars Traded | 10731 | 4964 | 5767 | 10731 | 4964 | 5767 |
| 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 | 335180 | -173272 | -415597 | 331734 | -170300 | -248519 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10911,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602446400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856651164,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
1138412.1666304218,
972980.2953404763,
165431.8712899464,
28179267.169832665,
21833009.941600107,
6346257.228232555
],
[
1138.412167,
972.980295,
165.431871,
28179.26717,
21833.009942,
6346.257228
],
[
0.626017,
0.535046,
0.090972,
0.310887,
0.29687,
0.229357
],
[
617.041016,
617.041016,
617.041016,
617.041016,
617.041016,
617.041016
],
[
-71994,
-42510,
-49046,
-22639116,
-13797483,
-14210511
],
[
2.922971,
4.737474,
1.498776,
1.328262,
1.579157,
1.131813
],
[
116,
58,
58,
116,
58,
58
],
[
57,
26,
31,
57,
26,
31
],
[
59,
32,
27,
59,
32,
27
],
[
49.137931,
44.827586,
53.448276,
49.137931,
44.827586,
53.448276
],
[
3.025532,
5.830737,
1.305385,
1.374868,
1.943577,
0.985773
],
[
289204,
289204,
74966,
13644321,
13328964,
13644321
],
[
-48965,
-24474,
-48965,
-10666911,
-4385234,
-10666911
],
[
92,
85,
99,
92,
85,
99
],
[
132,
123,
140,
132,
123,
140
],
[
53,
54,
52,
53,
54,
52
],
[
10731,
4964,
5767,
10731,
4964,
5767
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335180,
-173272,
-415597,
331734,
-170300,
-248519
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10911,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602446400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856651164,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|