| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1063858.7368 | 931586.7151 | 132272.0217 | 10694188.4701 | 10230006.0863 | 464182.3838 |
| Total P&L (%) | 1063.8587 | 931.5867 | 132.272 | 10694.1885 | 10230.0061 | 464.1824 |
| Avg Daily Profit (%) | 0.5847 | 0.512 | 0.0727 | 0.2576 | 0.2552 | 0.0951 |
| Buy And Hold Return (%) | 617.4832 | 617.4832 | 617.4832 | 617.4832 | 617.4832 | 617.4832 |
| Max Trade Drawdown | -88260 | -70974 | -57790 | -6891353 | -6570140 | -6447866 |
| Profit Factor | 2.3437 | 3.2509 | 1.35 | 1.2275 | 1.4082 | 1.0211 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
| Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
| Profitability (%) | 49.6599 | 46.5753 | 52.7027 | 49.6599 | 46.5753 | 52.7027 |
| Ratio Avg Win / Avg Loss | 2.3758 | 3.729 | 1.2116 | 1.2443 | 1.6153 | 0.9164 |
| Largest Winning Trade | 326751 | 326751 | 51403 | 5913730 | 5913730 | 2880676 |
| Largest Losing Trade | -40791 | -40791 | -28186 | -4395995 | -3275587 | -4395995 |
| Avg Bars in Trades | 72 | 78 | 67 | 72 | 78 | 67 |
| Avg Bars in Winners | 91 | 100 | 84 | 91 | 100 | 84 |
| Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
| Bars Traded | 10663 | 5704 | 4959 | 10663 | 5704 | 4959 |
| 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 | 263146 | -66535 | -325372 | 303391 | -62924 | -494779 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10917,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602878400000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757944756899,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.12867,
"nb": 0.02062,
"nc": 0.1
}
}
}
{
"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": [
[
1063858.7367524765,
931586.7150823155,
132272.0216701608,
10694188.470141992,
10230006.086346153,
464182.3837958397
],
[
1063.858737,
931.586715,
132.272022,
10694.18847,
10230.006086,
464.182384
],
[
0.584698,
0.512001,
0.072697,
0.257632,
0.25521,
0.095138
],
[
617.483244,
617.483244,
617.483244,
617.483244,
617.483244,
617.483244
],
[
-88260,
-70974,
-57790,
-6891353,
-6570140,
-6447866
],
[
2.343683,
3.250888,
1.350043,
1.227457,
1.408222,
1.021141
],
[
147,
73,
74,
147,
73,
74
],
[
73,
34,
39,
73,
34,
39
],
[
74,
39,
35,
74,
39,
35
],
[
49.659864,
46.575342,
52.702703,
49.659864,
46.575342,
52.702703
],
[
2.375788,
3.72896,
1.211577,
1.244272,
1.615314,
0.916409
],
[
326751,
326751,
51403,
5913730,
5913730,
2880676
],
[
-40791,
-40791,
-28186,
-4395995,
-3275587,
-4395995
],
[
72,
78,
67,
72,
78,
67
],
[
91,
100,
84,
91,
100,
84
],
[
53,
58,
48,
53,
58,
48
],
[
10663,
5704,
4959,
10663,
5704,
4959
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
263146,
-66535,
-325372,
303391,
-62924,
-494779
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10917,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602878400000,
"last_datapoint_time": 1757937600000,
"evaluation_time": 1757944756899,
"expiration_time": 1762653744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.12867,
"nb": 0.02062,
"nc": 0.1
}
}
}
| # | 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) |
|---|