| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -702288.0471 | 171917.9343 | -874205.9815 | -3292622.616 | -11152844.0642 | 7860221.4482 |
| Total P&L (%) | -702.288 | 171.9179 | -874.206 | -3292.6226 | -11152.8441 | 7860.2214 |
| Avg Daily Profit (%) | -0.387 | 0.0947 | -0.4817 | 0 | 0 | 0.2415 |
| Buy And Hold Return (%) | 589.8301 | 589.8301 | 589.8301 | 589.8301 | 589.8301 | 589.8301 |
| Max Trade Drawdown | -839544 | -127963 | -931904 | -27742817 | -19191061 | -9990560 |
| Profit Factor | 0.5243 | 1.6282 | 0.2731 | 0.9337 | 0.5878 | 1.3472 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 35 | 19 | 16 | 28 | 15 | 13 |
| Losing Trades | 24 | 11 | 13 | 31 | 15 | 16 |
| Profitability (%) | 59.322 | 63.3333 | 55.1724 | 47.4576 | 50 | 44.8276 |
| Ratio Avg Win / Avg Loss | 0.3595 | 0.9426 | 0.2219 | 1.0338 | 0.5878 | 1.6581 |
| Largest Winning Trade | 92770 | 92770 | 55404 | 18027557 | 3151192 | 18027557 |
| Largest Losing Trade | -504532 | -73832 | -504532 | -16252094 | -16252094 | -7313628 |
| Avg Bars in Trades | 118 | 125 | 111 | 118 | 125 | 111 |
| Avg Bars in Winners | 66 | 74 | 56 | 119 | 123 | 115 |
| Avg Bars in Losers | 195 | 214 | 179 | 117 | 127 | 108 |
| Bars Traded | 7004 | 3768 | 3236 | 7004 | 3768 | 3236 |
| Profit Streak | 32.0588 | 166.3088 | 0 | 0 | 0 | 156.3088 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758528 | -228932 | -580162 | -759599 | -580825 | 315854 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7259,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757527200000,
"evaluation_time": 1757532278242,
"expiration_time": 1762231032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 2.24627
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 140,
"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": [
[
-702288.0471263177,
171917.934338413,
-874205.9814647307,
-3292622.6159683606,
-11152844.064157473,
7860221.448189116
],
[
-702.288047,
171.917934,
-874.205981,
-3292.622616,
-11152.844064,
7860.221448
],
[
-0.386989,
0.094734,
-0.481723,
0,
0,
0.241484
],
[
589.83014,
589.83014,
589.83014,
589.83014,
589.83014,
589.83014
],
[
-839544,
-127963,
-931904,
-27742817,
-19191061,
-9990560
],
[
0.524299,
1.628176,
0.273098,
0.933741,
0.587795,
1.347234
],
[
59,
30,
29,
59,
30,
29
],
[
35,
19,
16,
28,
15,
13
],
[
24,
11,
13,
31,
15,
16
],
[
59.322034,
63.333333,
55.172414,
47.457627,
50,
44.827586
],
[
0.35952,
0.942628,
0.221892,
1.033785,
0.587795,
1.658134
],
[
92770,
92770,
55404,
18027557,
3151192,
18027557
],
[
-504532,
-73832,
-504532,
-16252094,
-16252094,
-7313628
],
[
118,
125,
111,
118,
125,
111
],
[
66,
74,
56,
119,
123,
115
],
[
195,
214,
179,
117,
127,
108
],
[
7004,
3768,
3236,
7004,
3768,
3236
],
[
32.058776,
166.308776,
0,
0,
0,
156.308776
],
[
1,
3,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758528,
-228932,
-580162,
-759599,
-580825,
315854
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7259,
"evaluation_days": 1814.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757527200000,
"evaluation_time": 1757532278242,
"expiration_time": 1762231032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 2.24627
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 140,
"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) |
|---|