| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1025373.3668 | 1062603.4091 | -37230.0424 | 298090.2095 | 842003.7863 | -543913.5768 |
| Total P&L (%) | 1025.3734 | 1062.6034 | -37.23 | 298.0902 | 842.0038 | -543.9136 |
| Avg Daily Profit (%) | 0.5629 | 0.5834 | -0.0204 | 0.0759 | 0.1232 | 0 |
| Buy And Hold Return (%) | 686.2193 | 686.2193 | 686.2193 | 686.2193 | 686.2193 | 686.2193 |
| Max Trade Drawdown | -140725 | -83716 | -107697 | -636950 | -357653 | -702541 |
| Profit Factor | 2.768 | 4.7527 | 0.8746 | 1.1259 | 1.767 | 0.5718 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 46.0526 | 47.3684 | 44.7368 | 46.0526 | 47.3684 | 44.7368 |
| Ratio Avg Win / Avg Loss | 3.2425 | 5.2807 | 1.0803 | 1.3189 | 1.9633 | 0.7064 |
| Largest Winning Trade | 633513 | 633513 | 75624 | 603249 | 603249 | 151032 |
| Largest Losing Trade | -52653 | -52653 | -38650 | -199751 | -150192 | -199751 |
| Avg Bars in Trades | 133 | 115 | 151 | 133 | 115 | 151 |
| Avg Bars in Winners | 193 | 172 | 216 | 193 | 172 | 216 |
| Avg Bars in Losers | 82 | 63 | 99 | 82 | 63 | 99 |
| Bars Traded | 10151 | 4381 | 5770 | 10151 | 4381 | 5770 |
| Profit Streak | 0 | 169.5893 | 0 | 0 | 169.5893 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50906 | 337432 | -581145 | -394797 | -119568 | -582811 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10929,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758118112156,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.60913
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 51,
"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": [
[
1025373.3667817144,
1062603.4091476758,
-37230.0423659617,
298090.2094966861,
842003.7862984797,
-543913.5768017942
],
[
1025.373367,
1062.603409,
-37.230042,
298.090209,
842.003786,
-543.913577
],
[
0.562928,
0.583367,
-0.020439,
0.075873,
0.123207,
0
],
[
686.219315,
686.219315,
686.219315,
686.219315,
686.219315,
686.219315
],
[
-140725,
-83716,
-107697,
-636950,
-357653,
-702541
],
[
2.768002,
4.752669,
0.874563,
1.125875,
1.766996,
0.571838
],
[
76,
38,
38,
76,
38,
38
],
[
35,
18,
17,
35,
18,
17
],
[
41,
20,
21,
41,
20,
21
],
[
46.052632,
47.368421,
44.736842,
46.052632,
47.368421,
44.736842
],
[
3.242517,
5.280744,
1.080342,
1.318882,
1.963328,
0.706389
],
[
633513,
633513,
75624,
603249,
603249,
151032
],
[
-52653,
-52653,
-38650,
-199751,
-150192,
-199751
],
[
133,
115,
151,
133,
115,
151
],
[
193,
172,
216,
193,
172,
216
],
[
82,
63,
99,
82,
63,
99
],
[
10151,
4381,
5770,
10151,
4381,
5770
],
[
0,
169.589261,
0,
0,
169.589261,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50906,
337432,
-581145,
-394797,
-119568,
-582811
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10929,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758118112156,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.60913
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 51,
"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) |
|---|