| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1229645.7118 | 1181726.4441 | 47919.2677 | 2011882.1439 | 1949699.6894 | 62182.4546 |
| Total P&L (%) | 1229.6457 | 1181.7264 | 47.9193 | 2011.8821 | 1949.6997 | 62.1825 |
| Avg Daily Profit (%) | 0.6738 | 0.6476 | 0.0263 | 0.1673 | 0.1656 | 0.0265 |
| Buy And Hold Return (%) | 655.9174 | 655.9174 | 655.9174 | 655.9174 | 655.9174 | 655.9174 |
| Max Trade Drawdown | -106859 | -75616 | -113605 | -1314778 | -1304670 | -825294 |
| Profit Factor | 2.962 | 5.265 | 1.137 | 1.3008 | 1.6519 | 1.0168 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 46.8085 | 44.6809 | 48.9362 | 46.8085 | 44.6809 | 48.9362 |
| Ratio Avg Win / Avg Loss | 3.3659 | 6.5185 | 1.1865 | 1.4782 | 2.0452 | 1.061 |
| Largest Winning Trade | 689806 | 689806 | 77973 | 1281482 | 1281482 | 726749 |
| Largest Losing Trade | -73563 | -30091 | -73563 | -521059 | -521059 | -491728 |
| Avg Bars in Trades | 114 | 105 | 122 | 114 | 105 | 122 |
| Avg Bars in Winners | 172 | 161 | 182 | 172 | 161 | 182 |
| Avg Bars in Losers | 63 | 60 | 66 | 63 | 60 | 66 |
| Bars Traded | 10737 | 4965 | 5772 | 10737 | 4965 | 5772 |
| Profit Streak | 0 | 116.147 | 0 | 0 | 116.147 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325066 | 382026 | -393678 | 136991 | 241472 | -525603 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10949,
"evaluation_days": 1824.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758411104817,
"expiration_time": 1763128368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 110,
"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": [
[
1229645.7117599484,
1181726.4440990093,
47919.267660939,
2011882.1439371938,
1949699.6893536826,
62182.454583512
],
[
1229.645712,
1181.726444,
47.919268,
2011.882144,
1949.699689,
62.182455
],
[
0.673841,
0.647582,
0.02626,
0.167288,
0.165647,
0.026502
],
[
655.917362,
655.917362,
655.917362,
655.917362,
655.917362,
655.917362
],
[
-106859,
-75616,
-113605,
-1314778,
-1304670,
-825294
],
[
2.961997,
5.264971,
1.137047,
1.300841,
1.651855,
1.016822
],
[
94,
47,
47,
94,
47,
47
],
[
44,
21,
23,
44,
21,
23
],
[
50,
26,
24,
50,
26,
24
],
[
46.808511,
44.680851,
48.93617,
46.808511,
44.680851,
48.93617
],
[
3.365905,
6.518536,
1.186484,
1.478228,
2.045154,
1.061032
],
[
689806,
689806,
77973,
1281482,
1281482,
726749
],
[
-73563,
-30091,
-73563,
-521059,
-521059,
-491728
],
[
114,
105,
122,
114,
105,
122
],
[
172,
161,
182,
172,
161,
182
],
[
63,
60,
66,
63,
60,
66
],
[
10737,
4965,
5772,
10737,
4965,
5772
],
[
0,
116.147046,
0,
0,
116.147046,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325066,
382026,
-393678,
136991,
241472,
-525603
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10949,
"evaluation_days": 1824.83,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758411104817,
"expiration_time": 1763128368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 110,
"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) |
|---|