| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1520150.2162 | 1432158.4505 | 87991.7658 | 6070478.5544 | 8208880.9111 | -2138402.3567 |
| Total P&L (%) | 1520.1502 | 1432.1585 | 87.9918 | 6070.4786 | 8208.8809 | -2138.4024 |
| Avg Daily Profit (%) | 0.8369 | 0.7884 | 0.0484 | 0.2272 | 0.2436 | 0 |
| Buy And Hold Return (%) | 699.3274 | 699.3274 | 699.3274 | 699.3274 | 699.3274 | 699.3274 |
| Max Trade Drawdown | -97329 | -132622 | -44212 | -5697481 | -6351363 | -3402763 |
| Profit Factor | 3.9539 | 6.1144 | 1.3751 | 1.251 | 1.6645 | 0.8192 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 41.6667 | 36.1111 | 47.2222 | 41.6667 | 36.1111 | 47.2222 |
| Ratio Avg Win / Avg Loss | 5.5355 | 10.8177 | 1.5369 | 1.7515 | 2.9448 | 0.9156 |
| Largest Winning Trade | 752607 | 752607 | 64351 | 6733930 | 6733930 | 2083779 |
| Largest Losing Trade | -27594 | -26613 | -27594 | -2219352 | -1617426 | -2219352 |
| Avg Bars in Trades | 97 | 106 | 88 | 97 | 106 | 88 |
| Avg Bars in Winners | 144 | 178 | 117 | 144 | 178 | 117 |
| Avg Bars in Losers | 63 | 65 | 61 | 63 | 65 | 61 |
| Bars Traded | 7004 | 3829 | 3175 | 7004 | 3829 | 3175 |
| 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 | -72523 | 346406 | -293425 | -77852 | 221756 | -581860 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757696545051,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 46,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
1520150.216219031,
1432158.4504537445,
87991.7657652867,
6070478.554426514,
8208880.911147312,
-2138402.356720801
],
[
1520.150216,
1432.15845,
87.991766,
6070.478554,
8208.880911,
-2138.402357
],
[
0.836857,
0.788416,
0.04844,
0.227198,
0.243616,
0
],
[
699.327354,
699.327354,
699.327354,
699.327354,
699.327354,
699.327354
],
[
-97329,
-132622,
-44212,
-5697481,
-6351363,
-3402763
],
[
3.953936,
6.11437,
1.375084,
1.25104,
1.664464,
0.819196
],
[
72,
36,
36,
72,
36,
36
],
[
30,
13,
17,
30,
13,
17
],
[
42,
23,
19,
42,
23,
19
],
[
41.666667,
36.111111,
47.222222,
41.666667,
36.111111,
47.222222
],
[
5.53551,
10.817731,
1.536859,
1.751456,
2.944821,
0.915572
],
[
752607,
752607,
64351,
6733930,
6733930,
2083779
],
[
-27594,
-26613,
-27594,
-2219352,
-1617426,
-2219352
],
[
97,
106,
88,
97,
106,
88
],
[
144,
178,
117,
144,
178,
117
],
[
63,
65,
61,
63,
65,
61
],
[
7004,
3829,
3175,
7004,
3829,
3175
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72523,
346406,
-293425,
-77852,
221756,
-581860
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7266,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757696545051,
"expiration_time": 1762386768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 46,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|