| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1529706.1645 | 1444151.5084 | 85554.6561 | 6260502.9414 | 7437188.5303 | -1176685.5889 |
| Total P&L (%) | 1529.7062 | 1444.1515 | 85.5547 | 6260.5029 | 7437.1885 | -1176.6856 |
| Avg Daily Profit (%) | 0.8428 | 0.7957 | 0.0471 | 0.2291 | 0.2384 | 0 |
| Buy And Hold Return (%) | 694.5535 | 694.5535 | 694.5535 | 694.5535 | 694.5535 | 694.5535 |
| Max Trade Drawdown | -118289 | -98964 | -68443 | -4182667 | -1859649 | -2886288 |
| Profit Factor | 4.1409 | 6.9318 | 1.3512 | 1.3806 | 2.0548 | 0.8748 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 40.5405 | 35.1351 | 45.9459 | 40.5405 | 35.1351 | 45.9459 |
| Ratio Avg Win / Avg Loss | 6.0733 | 12.7972 | 1.5897 | 2.0249 | 3.7934 | 1.0292 |
| Largest Winning Trade | 720960 | 720960 | 69610 | 5005177 | 5005177 | 3186266 |
| Largest Losing Trade | -38083 | -32733 | -38083 | -1517543 | -872056 | -1517543 |
| Avg Bars in Trades | 94 | 102 | 86 | 94 | 102 | 86 |
| Avg Bars in Winners | 160 | 204 | 127 | 160 | 204 | 127 |
| Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
| Bars Traded | 6992 | 3780 | 3212 | 6992 | 3780 | 3212 |
| 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 | -57627 | 342771 | -295796 | -62482 | 233885 | -580682 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7260,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605765600000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556652891,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 23,
"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": [
[
1529706.1645184224,
1444151.5084055138,
85554.6561129091,
6260502.94135828,
7437188.530283527,
-1176685.5889252494
],
[
1529.706165,
1444.151508,
85.554656,
6260.502941,
7437.18853,
-1176.685589
],
[
0.842813,
0.795676,
0.047138,
0.22906,
0.238434,
0
],
[
694.553508,
694.553508,
694.553508,
694.553508,
694.553508,
694.553508
],
[
-118289,
-98964,
-68443,
-4182667,
-1859649,
-2886288
],
[
4.140869,
6.931808,
1.351247,
1.380619,
2.054757,
0.874782
],
[
74,
37,
37,
74,
37,
37
],
[
30,
13,
17,
30,
13,
17
],
[
44,
24,
20,
44,
24,
20
],
[
40.540541,
35.135135,
45.945946,
40.540541,
35.135135,
45.945946
],
[
6.073274,
12.797184,
1.589703,
2.024908,
3.793397,
1.029155
],
[
720960,
720960,
69610,
5005177,
5005177,
3186266
],
[
-38083,
-32733,
-38083,
-1517543,
-872056,
-1517543
],
[
94,
102,
86,
94,
102,
86
],
[
160,
204,
127,
160,
204,
127
],
[
49,
46,
52,
49,
46,
52
],
[
6992,
3780,
3212,
6992,
3780,
3212
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-57627,
342771,
-295796,
-62482,
233885,
-580682
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7260,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605765600000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556652891,
"expiration_time": 1762253280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 23,
"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) |
|---|