| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1603663.766 | 1573088.37 | 30575.3959 | 1989078.1399 | 4201065.7127 | -2211987.5728 |
| Total P&L (%) | 1603.6638 | 1573.0884 | 30.5754 | 1989.0781 | 4201.0657 | -2211.9876 |
| Avg Daily Profit (%) | 0.8822 | 0.8654 | 0.0168 | 0.1673 | 0.2071 | 0 |
| Buy And Hold Return (%) | 753.6516 | 753.6516 | 753.6516 | 753.6516 | 753.6516 | 753.6516 |
| Max Trade Drawdown | -118068 | -80615 | -60233 | -6658971 | -3606841 | -3276717 |
| Profit Factor | 3.3613 | 5.3354 | 1.0967 | 1.1064 | 1.4388 | 0.7576 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Profitability (%) | 36.7188 | 34.375 | 39.0625 | 36.7188 | 34.375 | 39.0625 |
| Ratio Avg Win / Avg Loss | 5.7929 | 10.1857 | 1.7108 | 1.9067 | 2.7468 | 1.1818 |
| Largest Winning Trade | 1040276 | 1040276 | 72941 | 5968778 | 5968778 | 1774368 |
| Largest Losing Trade | -40983 | -40983 | -25147 | -1491498 | -1491498 | -1358286 |
| Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
| Avg Bars in Winners | 96 | 89 | 103 | 96 | 89 | 103 |
| Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
| Bars Traded | 7026 | 3182 | 3844 | 7026 | 3182 | 3844 |
| Profit Streak | 0 | 25.4832 | 0 | 0 | 25.4832 | 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 | 316891 | -130035 | -592951 | -102902 | -135800 | -722822 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7271,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757806552116,
"expiration_time": 1762498008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 186,
"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": [
[
1603663.7659636247,
1573088.3700271554,
30575.395936469,
1989078.1398651828,
4201065.712655645,
-2211987.572790462
],
[
1603.663766,
1573.08837,
30.575396,
1989.07814,
4201.065713,
-2211.987573
],
[
0.882225,
0.865404,
0.01682,
0.167342,
0.207143,
0
],
[
753.651573,
753.651573,
753.651573,
753.651573,
753.651573,
753.651573
],
[
-118068,
-80615,
-60233,
-6658971,
-3606841,
-3276717
],
[
3.361294,
5.335369,
1.096667,
1.106375,
1.438777,
0.757572
],
[
128,
64,
64,
128,
64,
64
],
[
47,
22,
25,
47,
22,
25
],
[
81,
42,
39,
81,
42,
39
],
[
36.71875,
34.375,
39.0625,
36.71875,
34.375,
39.0625
],
[
5.792869,
10.185704,
1.710801,
1.906731,
2.746756,
1.181812
],
[
1040276,
1040276,
72941,
5968778,
5968778,
1774368
],
[
-40983,
-40983,
-25147,
-1491498,
-1491498,
-1358286
],
[
54,
49,
60,
54,
49,
60
],
[
96,
89,
103,
96,
89,
103
],
[
30,
29,
32,
30,
29,
32
],
[
7026,
3182,
3844,
7026,
3182,
3844
],
[
0,
25.483242,
0,
0,
25.483242,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316891,
-130035,
-592951,
-102902,
-135800,
-722822
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7271,
"evaluation_days": 1817.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757806552116,
"expiration_time": 1762498008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 186,
"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) |
|---|