| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1031843.4676 | 1131239.8001 | -99396.3326 | -18283.6063 | 423314.9528 | -441598.5591 |
| Total P&L (%) | 1031.8435 | 1131.2398 | -99.3963 | -18.2836 | 423.315 | -441.5986 |
| Avg Daily Profit (%) | 0.5695 | 0.6243 | -0.0549 | -0.0111 | 0.0914 | 0 |
| Buy And Hold Return (%) | 472.3867 | 472.3867 | 472.3867 | 472.3867 | 472.3867 | 472.3867 |
| Max Trade Drawdown | -244697 | -115323 | -196867 | -568956 | -182222 | -453869 |
| Profit Factor | 2.3949 | 4.3393 | 0.7521 | 0.9823 | 2.0863 | 0.3133 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 38.806 | 36.3636 | 41.1765 | 38.806 | 36.3636 | 41.1765 |
| Ratio Avg Win / Avg Loss | 3.7766 | 7.5938 | 1.0744 | 1.549 | 3.651 | 0.4476 |
| Largest Winning Trade | 668869 | 668869 | 74839 | 508266 | 508266 | 55463 |
| Largest Losing Trade | -78248 | -53096 | -78248 | -173977 | -97944 | -173977 |
| Avg Bars in Trades | 105 | 101 | 109 | 105 | 101 | 109 |
| Avg Bars in Winners | 173 | 170 | 175 | 173 | 170 | 175 |
| Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
| Bars Traded | 7078 | 3348 | 3730 | 7078 | 3348 | 3730 |
| Profit Streak | 20.3473 | 98.5973 | 20.3473 | 20.3473 | 98.5973 | 20.3473 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -114471 | 372529 | -582005 | -702569 | -237149 | -583672 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7248,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757298005570,
"expiration_time": 1761986304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 111,
"offset": 0,
"std": 4.27362
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 136,
"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": [
[
1031843.4675639574,
1131239.8001201227,
-99396.3325561652,
-18283.6062849908,
423314.9527978785,
-441598.5590828696
],
[
1031.843468,
1131.2398,
-99.396333,
-18.283606,
423.314953,
-441.598559
],
[
0.56945,
0.624305,
-0.054854,
-0.011143,
0.091378,
0
],
[
472.386652,
472.386652,
472.386652,
472.386652,
472.386652,
472.386652
],
[
-244697,
-115323,
-196867,
-568956,
-182222,
-453869
],
[
2.394947,
4.339329,
0.752091,
0.982297,
2.086257,
0.313308
],
[
67,
33,
34,
67,
33,
34
],
[
26,
12,
14,
26,
12,
14
],
[
41,
21,
20,
41,
21,
20
],
[
38.80597,
36.363636,
41.176471,
38.80597,
36.363636,
41.176471
],
[
3.776647,
7.593825,
1.074415,
1.549006,
3.65095,
0.447583
],
[
668869,
668869,
74839,
508266,
508266,
55463
],
[
-78248,
-53096,
-78248,
-173977,
-97944,
-173977
],
[
105,
101,
109,
105,
101,
109
],
[
173,
170,
175,
173,
170,
175
],
[
62,
61,
63,
62,
61,
63
],
[
7078,
3348,
3730,
7078,
3348,
3730
],
[
20.347287,
98.597287,
20.347287,
20.347287,
98.597287,
20.347287
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114471,
372529,
-582005,
-702569,
-237149,
-583672
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7248,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757298005570,
"expiration_time": 1761986304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 111,
"offset": 0,
"std": 4.27362
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 136,
"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) |
|---|