| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1189467.6082 | 1157100.0605 | 32367.5477 | 2120262.8407 | 2016148.2898 | 104114.5509 |
| Total P&L (%) | 1189.4676 | 1157.1001 | 32.3675 | 2120.2628 | 2016.1483 | 104.1146 |
| Avg Daily Profit (%) | 0.6516 | 0.6339 | 0.0177 | 0.17 | 0.1674 | 0.0391 |
| Buy And Hold Return (%) | 680.7145 | 680.7145 | 680.7145 | 680.7145 | 680.7145 | 680.7145 |
| Max Trade Drawdown | -94061 | -68507 | -111497 | -2309986 | -1202679 | -1456092 |
| Profit Factor | 3.1644 | 5.798 | 1.105 | 1.2837 | 1.6096 | 1.025 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 46.7532 | 47.3684 | 46.1538 | 46.7532 | 47.3684 | 46.1538 |
| Ratio Avg Win / Avg Loss | 3.6039 | 6.4422 | 1.2891 | 1.462 | 1.7884 | 1.1958 |
| Largest Winning Trade | 721145 | 721145 | 77768 | 1539452 | 1539452 | 1156477 |
| Largest Losing Trade | -37236 | -27781 | -37236 | -746309 | -708205 | -746309 |
| Avg Bars in Trades | 136 | 126 | 146 | 136 | 126 | 146 |
| Avg Bars in Winners | 206 | 181 | 232 | 206 | 181 | 232 |
| Avg Bars in Losers | 74 | 76 | 72 | 74 | 76 | 72 |
| Bars Traded | 10502 | 4799 | 5703 | 10502 | 4799 | 5703 |
| Profit Streak | 0 | 113.4182 | 0 | 0 | 113.4182 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -38168 | 388414 | -441495 | -42783 | 259675 | -500962 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10952,
"evaluation_days": 1825.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603468800000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758448935842,
"expiration_time": 1763172864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 103,
"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": [
[
1189467.608204697,
1157100.0605212788,
32367.5476834183,
2120262.8407461857,
2016148.2898349115,
104114.5509112743
],
[
1189.467608,
1157.100061,
32.367548,
2120.262841,
2016.14829,
104.114551
],
[
0.651645,
0.633913,
0.017732,
0.169988,
0.167353,
0.039097
],
[
680.71452,
680.71452,
680.71452,
680.71452,
680.71452,
680.71452
],
[
-94061,
-68507,
-111497,
-2309986,
-1202679,
-1456092
],
[
3.164389,
5.797983,
1.104953,
1.283734,
1.609602,
1.024995
],
[
77,
38,
39,
77,
38,
39
],
[
36,
18,
18,
36,
18,
18
],
[
41,
20,
21,
41,
20,
21
],
[
46.753247,
47.368421,
46.153846,
46.753247,
47.368421,
46.153846
],
[
3.603887,
6.442204,
1.289112,
1.462031,
1.788447,
1.195828
],
[
721145,
721145,
77768,
1539452,
1539452,
1156477
],
[
-37236,
-27781,
-37236,
-746309,
-708205,
-746309
],
[
136,
126,
146,
136,
126,
146
],
[
206,
181,
232,
206,
181,
232
],
[
74,
76,
72,
74,
76,
72
],
[
10502,
4799,
5703,
10502,
4799,
5703
],
[
0,
113.418239,
0,
0,
113.418239,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-38168,
388414,
-441495,
-42783,
259675,
-500962
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10952,
"evaluation_days": 1825.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603468800000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758448935842,
"expiration_time": 1763172864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 103,
"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) |
|---|