| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1463728.9647 | 1382720.9084 | 81008.0563 | 5884434.1717 | 5076673.3154 | 807760.8563 |
| Total P&L (%) | 1463.729 | 1382.7209 | 81.0081 | 5884.4342 | 5076.6733 | 807.7609 |
| Avg Daily Profit (%) | 0.8046 | 0.7601 | 0.0445 | 0.2252 | 0.2172 | 0.1213 |
| Buy And Hold Return (%) | 603.125 | 603.125 | 603.125 | 603.125 | 603.125 | 603.125 |
| Max Trade Drawdown | -117527 | -78435 | -71246 | -9352991 | -5905389 | -6461520 |
| Profit Factor | 2.9894 | 5.0633 | 1.2048 | 1.1682 | 1.3052 | 1.044 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
| Profitability (%) | 32.1212 | 32.9268 | 31.3253 | 32.1212 | 32.9268 | 31.3253 |
| Ratio Avg Win / Avg Loss | 6.3172 | 10.3142 | 2.6414 | 2.4686 | 2.6588 | 2.2888 |
| Largest Winning Trade | 875843 | 875843 | 75165 | 6035114 | 6035114 | 3670811 |
| Largest Losing Trade | -31251 | -18236 | -31251 | -1823639 | -1823639 | -1079138 |
| Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
| Avg Bars in Winners | 102 | 91 | 113 | 102 | 91 | 113 |
| Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
| Bars Traded | 7167 | 3184 | 3983 | 7167 | 3184 | 3983 |
| 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 | 314936 | 166679 | -306194 | -32244 | -1686 | -269449 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757935978120,
"expiration_time": 1762631496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 64,
"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": [
[
1463728.964703906,
1382720.9083982892,
81008.0563056172,
5884434.171704938,
5076673.315376381,
807760.8563285624
],
[
1463.728965,
1382.720908,
81.008056,
5884.434172,
5076.673315,
807.760856
],
[
0.804578,
0.76005,
0.044528,
0.225167,
0.217179,
0.121322
],
[
603.125,
603.125,
603.125,
603.125,
603.125,
603.125
],
[
-117527,
-78435,
-71246,
-9352991,
-5905389,
-6461520
],
[
2.989397,
5.063344,
1.204838,
1.168188,
1.305235,
1.044007
],
[
165,
82,
83,
165,
82,
83
],
[
53,
27,
26,
53,
27,
26
],
[
112,
55,
57,
112,
55,
57
],
[
32.121212,
32.926829,
31.325301,
32.121212,
32.926829,
31.325301
],
[
6.317216,
10.314219,
2.641376,
2.468625,
2.658812,
2.288785
],
[
875843,
875843,
75165,
6035114,
6035114,
3670811
],
[
-31251,
-18236,
-31251,
-1823639,
-1823639,
-1079138
],
[
43,
38,
47,
43,
38,
47
],
[
102,
91,
113,
102,
91,
113
],
[
15,
12,
18,
15,
12,
18
],
[
7167,
3184,
3983,
7167,
3184,
3983
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314936,
166679,
-306194,
-32244,
-1686,
-269449
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602439200000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757935978120,
"expiration_time": 1762631496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 64,
"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) |
|---|