| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 882530.741 | 825285.4602 | 57245.2808 | 2556319.5411 | 6906058.2017 | -4349738.6606 |
| Total P&L (%) | 882.5307 | 825.2855 | 57.2453 | 2556.3195 | 6906.0582 | -4349.7387 |
| Avg Daily Profit (%) | 0.4844 | 0.453 | 0.0314 | 0.1802 | 0.2335 | 0 |
| Buy And Hold Return (%) | 632.1237 | 632.1237 | 632.1237 | 632.1237 | 632.1237 | 632.1237 |
| Max Trade Drawdown | -149245 | -91083 | -133896 | -5456364 | -3788915 | -5792511 |
| Profit Factor | 1.7653 | 2.472 | 1.0966 | 1.0834 | 1.4944 | 0.7392 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
| Profitability (%) | 44.1667 | 43.3333 | 45 | 44.1667 | 43.3333 | 45 |
| Ratio Avg Win / Avg Loss | 2.2316 | 3.2327 | 1.3403 | 1.3696 | 1.9542 | 0.9035 |
| Largest Winning Trade | 253017 | 253017 | 39490 | 4417517 | 4417517 | 947831 |
| Largest Losing Trade | -31782 | -30428 | -31782 | -1576544 | -1181258 | -1576544 |
| Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
| Avg Bars in Winners | 44 | 47 | 41 | 44 | 47 | 41 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 7178 | 3716 | 3462 | 7178 | 3716 | 3462 |
| Profit Streak | 13.7679 | 21.0179 | 0 | 13.7679 | 21.0179 | 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 | -28855 | -58074 | -432851 | -123232 | 303524 | -582680 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7287,
"evaluation_days": 1821.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758133547830,
"expiration_time": 1762853976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
882530.7410176974,
825285.4602238452,
57245.2807938521,
2556319.541106791,
6906058.2016998585,
-4349738.660593071
],
[
882.530741,
825.28546,
57.245281,
2556.319541,
6906.058202,
-4349.738661
],
[
0.484441,
0.453018,
0.031423,
0.180183,
0.233529,
0
],
[
632.123695,
632.123695,
632.123695,
632.123695,
632.123695,
632.123695
],
[
-149245,
-91083,
-133896,
-5456364,
-3788915,
-5792511
],
[
1.765273,
2.472027,
1.096604,
1.083405,
1.494394,
0.739233
],
[
240,
120,
120,
240,
120,
120
],
[
106,
52,
54,
106,
52,
54
],
[
134,
68,
66,
134,
68,
66
],
[
44.166667,
43.333333,
45,
44.166667,
43.333333,
45
],
[
2.231572,
3.232651,
1.340294,
1.369588,
1.954208,
0.903507
],
[
253017,
253017,
39490,
4417517,
4417517,
947831
],
[
-31782,
-30428,
-31782,
-1576544,
-1181258,
-1576544
],
[
29,
30,
28,
29,
30,
28
],
[
44,
47,
41,
44,
47,
41
],
[
18,
18,
18,
18,
18,
18
],
[
7178,
3716,
3462,
7178,
3716,
3462
],
[
13.767915,
21.017915,
0,
13.767915,
21.017915,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28855,
-58074,
-432851,
-123232,
303524,
-582680
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7287,
"evaluation_days": 1821.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758133547830,
"expiration_time": 1762853976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|