| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 924258.3642 | 820513.8473 | 103744.5169 | 7012177.6405 | 7684985.8238 | -672808.1833 |
| Total P&L (%) | 924.2584 | 820.5138 | 103.7445 | 7012.1776 | 7684.9858 | -672.8082 |
| Avg Daily Profit (%) | 0.5078 | 0.4508 | 0.057 | 0.2346 | 0.2395 | 0 |
| Buy And Hold Return (%) | 635.0502 | 635.0502 | 635.0502 | 635.0502 | 635.0502 | 635.0502 |
| Max Trade Drawdown | -94038 | -67230 | -124027 | -4344275 | -3928837 | -3922810 |
| Profit Factor | 1.6441 | 2.2521 | 1.1331 | 1.158 | 1.3735 | 0.9717 |
| Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
| Winning Trades | 162 | 83 | 79 | 162 | 83 | 79 |
| Losing Trades | 232 | 114 | 118 | 232 | 114 | 118 |
| Profitability (%) | 41.1168 | 42.132 | 40.1015 | 41.1168 | 42.132 | 40.1015 |
| Ratio Avg Win / Avg Loss | 2.3545 | 3.0933 | 1.6924 | 1.6583 | 1.8865 | 1.4515 |
| Largest Winning Trade | 286931 | 286931 | 43668 | 2257982 | 2257982 | 1320240 |
| Largest Losing Trade | -28954 | -25306 | -28954 | -1068207 | -851806 | -1068207 |
| Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
| Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
| Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
| Bars Traded | 7185 | 3681 | 3503 | 7185 | 3681 | 3503 |
| Profit Streak | 9.0753 | 10.0753 | 0 | 9.0753 | 10.0753 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -10762 | -62095 | -358743 | -37751 | 301514 | -582207 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7281,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758002400000,
"evaluation_time": 1758008906325,
"expiration_time": 1762720488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 14,
"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": [
[
924258.3642317003,
820513.8473097737,
103744.516921927,
7012177.6405007895,
7684985.823799111,
-672808.18329833
],
[
924.258364,
820.513847,
103.744517,
7012.177641,
7684.985824,
-672.808183
],
[
0.507765,
0.45077,
0.056995,
0.23455,
0.239527,
0
],
[
635.050239,
635.050239,
635.050239,
635.050239,
635.050239,
635.050239
],
[
-94038,
-67230,
-124027,
-4344275,
-3928837,
-3922810
],
[
1.64408,
2.252141,
1.133054,
1.157983,
1.373519,
0.971744
],
[
394,
197,
197,
394,
197,
197
],
[
162,
83,
79,
162,
83,
79
],
[
232,
114,
118,
232,
114,
118
],
[
41.116751,
42.13198,
40.101523,
41.116751,
42.13198,
40.101523
],
[
2.354485,
3.093302,
1.69241,
1.658346,
1.886521,
1.451466
],
[
286931,
286931,
43668,
2257982,
2257982,
1320240
],
[
-28954,
-25306,
-28954,
-1068207,
-851806,
-1068207
],
[
18,
18,
17,
18,
18,
17
],
[
26,
25,
27,
26,
25,
27
],
[
12,
13,
11,
12,
13,
11
],
[
7185,
3681,
3503,
7185,
3681,
3503
],
[
9.075304,
10.075305,
0,
9.075305,
10.075305,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-10762,
-62095,
-358743,
-37751,
301514,
-582207
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7281,
"evaluation_days": 1820.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758002400000,
"evaluation_time": 1758008906325,
"expiration_time": 1762720488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 14,
"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) |
|---|