| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1446487.0215 | 1357334.0543 | 89152.9672 | 7830626.9274 | 17347921.8902 | -9517294.9628 |
| Total P&L (%) | 1446.487 | 1357.3341 | 89.153 | 7830.6269 | 17347.9219 | -9517.295 |
| Avg Daily Profit (%) | 0.7985 | 0.7493 | 0.0492 | 0.2417 | 0.2854 | 0 |
| Buy And Hold Return (%) | 556.2273 | 556.2273 | 556.2273 | 556.2273 | 556.2273 | 556.2273 |
| Max Trade Drawdown | -144876 | -73144 | -91507 | -37246454 | -21453895 | -20041311 |
| Profit Factor | 3.2979 | 5.8301 | 1.2558 | 1.0842 | 1.423 | 0.8171 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Profitability (%) | 47.0588 | 49.1525 | 45 | 47.0588 | 49.1525 | 45 |
| Ratio Avg Win / Avg Loss | 3.7101 | 6.0312 | 1.5349 | 1.2197 | 1.4721 | 0.9987 |
| Largest Winning Trade | 681640 | 681640 | 77519 | 27590523 | 27590523 | 9775867 |
| Largest Losing Trade | -26136 | -21619 | -26136 | -9300798 | -6478374 | -9300798 |
| Avg Bars in Trades | 89 | 83 | 94 | 89 | 83 | 94 |
| Avg Bars in Winners | 130 | 108 | 154 | 130 | 108 | 154 |
| Avg Bars in Losers | 52 | 59 | 46 | 52 | 59 | 46 |
| Bars Traded | 10616 | 4931 | 5685 | 10616 | 4931 | 5685 |
| Profit Streak | 15.8507 | 17.0174 | 15.8507 | 15.8507 | 17.0174 | 15.8507 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 601343 | -158759 | -462093 | -118847 | -166339 | -750832 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10869,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757247899818,
"expiration_time": 1761941808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 21,
"offset": 65
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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": [
[
1446487.0215203122,
1357334.054312439,
89152.9672078734,
7830626.92738779,
17347921.890180048,
-9517294.962792268
],
[
1446.487022,
1357.334054,
89.152967,
7830.626927,
17347.92189,
-9517.294963
],
[
0.798502,
0.749287,
0.049215,
0.241711,
0.285353,
0
],
[
556.227298,
556.227298,
556.227298,
556.227298,
556.227298,
556.227298
],
[
-144876,
-73144,
-91507,
-37246454,
-21453895,
-20041311
],
[
3.297856,
5.830132,
1.255834,
1.084158,
1.422994,
0.817095
],
[
119,
59,
60,
119,
59,
60
],
[
56,
29,
27,
56,
29,
27
],
[
63,
30,
33,
63,
30,
33
],
[
47.058824,
49.152542,
45,
47.058824,
49.152542,
45
],
[
3.710089,
6.031171,
1.534908,
1.219678,
1.472063,
0.998672
],
[
681640,
681640,
77519,
27590523,
27590523,
9775867
],
[
-26136,
-21619,
-26136,
-9300798,
-6478374,
-9300798
],
[
89,
83,
94,
89,
83,
94
],
[
130,
108,
154,
130,
108,
154
],
[
52,
59,
46,
52,
59,
46
],
[
10616,
4931,
5685,
10616,
4931,
5685
],
[
15.850692,
17.017359,
15.850692,
15.850692,
17.017359,
15.850692
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
601343,
-158759,
-462093,
-118847,
-166339,
-750832
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10869,
"evaluation_days": 1811.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757247899818,
"expiration_time": 1761941808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 21,
"offset": 65
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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) |
|---|