| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 31303.5336 | 283772.2867 | -252468.7531 | -95667.5769 | 1901820.4805 | -1997488.0574 |
| Total P&L (%) | 31.3035 | 283.7723 | -252.4688 | -95.6676 | 1901.8205 | -1997.4881 |
| Avg Daily Profit (%) | 0.0172 | 0.1557 | -0.1385 | -0.172 | 0.1645 | 0 |
| Buy And Hold Return (%) | 841.319 | 841.319 | 841.319 | 841.319 | 841.319 | 841.319 |
| Max Trade Drawdown | -444574 | -218860 | -321308 | -2646262 | -790212 | -2492558 |
| Profit Factor | 1.0146 | 1.274 | 0.7735 | 0.9849 | 1.781 | 0.4889 |
| Total Trades | 606 | 303 | 303 | 606 | 303 | 303 |
| Winning Trades | 354 | 181 | 173 | 354 | 181 | 173 |
| Losing Trades | 252 | 122 | 130 | 252 | 122 | 130 |
| Profitability (%) | 58.4158 | 59.736 | 57.0957 | 58.4158 | 59.736 | 57.0957 |
| Ratio Avg Win / Avg Loss | 0.7222 | 0.8587 | 0.5812 | 0.7011 | 1.2004 | 0.3674 |
| Largest Winning Trade | 93045 | 93045 | 36743 | 573450 | 573450 | 187628 |
| Largest Losing Trade | -50730 | -32360 | -50730 | -673282 | -210632 | -673282 |
| Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
| Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
| Bars Traded | 7046 | 3415 | 3631 | 7046 | 3415 | 3631 |
| Profit Streak | 7.2689 | 22.5189 | 0 | 7.2689 | 22.5189 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -536652 | -156157 | -578551 | -575561 | 322894 | -578551 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7292,
"evaluation_days": 1823,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605895200000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758241629780,
"expiration_time": 1762965216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 26,
"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": [
[
31303.5335918038,
283772.2867061723,
-252468.7531143687,
-95667.5769347942,
1901820.4804784984,
-1997488.0574132914
],
[
31.303534,
283.772287,
-252.468753,
-95.667577,
1901.82048,
-1997.488057
],
[
0.017171,
0.155662,
-0.138491,
-0.172043,
0.164515,
0
],
[
841.318977,
841.318977,
841.318977,
841.318977,
841.318977,
841.318977
],
[
-444574,
-218860,
-321308,
-2646262,
-790212,
-2492558
],
[
1.014559,
1.273983,
0.773461,
0.984918,
1.780975,
0.488886
],
[
606,
303,
303,
606,
303,
303
],
[
354,
181,
173,
354,
181,
173
],
[
252,
122,
130,
252,
122,
130
],
[
58.415842,
59.735974,
57.09571,
58.415842,
59.735974,
57.09571
],
[
0.722228,
0.858707,
0.581213,
0.701128,
1.200436,
0.367371
],
[
93045,
93045,
36743,
573450,
573450,
187628
],
[
-50730,
-32360,
-50730,
-673282,
-210632,
-673282
],
[
11,
11,
11,
11,
11,
11
],
[
9,
8,
10,
9,
8,
10
],
[
15,
15,
14,
15,
15,
14
],
[
7046,
3415,
3631,
7046,
3415,
3631
],
[
7.268863,
22.518863,
0,
7.268863,
22.518863,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-536652,
-156157,
-578551,
-575561,
322894,
-578551
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7292,
"evaluation_days": 1823,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605895200000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758241629780,
"expiration_time": 1762965216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 26,
"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) |
|---|