| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1023893.0306 | 912232.9455 | 111660.0851 | 7971154.0584 | 8460648.8963 | -489494.8379 |
| Total P&L (%) | 1023.893 | 912.2329 | 111.6601 | 7971.1541 | 8460.6489 | -489.4948 |
| Avg Daily Profit (%) | 0.563 | 0.5016 | 0.0614 | 0.2417 | 0.245 | 0 |
| Buy And Hold Return (%) | 643.6717 | 643.6717 | 643.6717 | 643.6717 | 643.6717 | 643.6717 |
| Max Trade Drawdown | -98539 | -103200 | -60806 | -6368123 | -4450838 | -5483168 |
| Profit Factor | 2.118 | 2.994 | 1.2436 | 1.1874 | 1.4342 | 0.9788 |
| Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
| Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Profitability (%) | 47.7612 | 47 | 48.5149 | 47.7612 | 47 | 48.5149 |
| Ratio Avg Win / Avg Loss | 2.3165 | 3.3762 | 1.3197 | 1.2987 | 1.6173 | 1.0387 |
| Largest Winning Trade | 327294 | 327294 | 46401 | 3984936 | 3984936 | 2743775 |
| Largest Losing Trade | -41830 | -35948 | -41830 | -3196027 | -1461954 | -3196027 |
| Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
| Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
| Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
| Bars Traded | 7098 | 3469 | 3629 | 7098 | 3469 | 3629 |
| 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 | 206377 | -21091 | -277838 | -5804 | 323401 | -579973 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757853478500,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 16,
"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": [
[
1023893.0305900038,
912232.9454768467,
111660.0851131568,
7971154.058399314,
8460648.89627951,
-489494.837880203
],
[
1023.893031,
912.232945,
111.660085,
7971.154058,
8460.648896,
-489.494838
],
[
0.563043,
0.50164,
0.061402,
0.241748,
0.244994,
0
],
[
643.671676,
643.671676,
643.671676,
643.671676,
643.671676,
643.671676
],
[
-98539,
-103200,
-60806,
-6368123,
-4450838,
-5483168
],
[
2.117962,
2.994024,
1.243601,
1.187406,
1.434241,
0.978764
],
[
201,
100,
101,
201,
100,
101
],
[
96,
47,
49,
96,
47,
49
],
[
105,
53,
52,
105,
53,
52
],
[
47.761194,
47,
48.514851,
47.761194,
47,
48.514851
],
[
2.316521,
3.37624,
1.319739,
1.298725,
1.617336,
1.038689
],
[
327294,
327294,
46401,
3984936,
3984936,
2743775
],
[
-41830,
-35948,
-41830,
-3196027,
-1461954,
-3196027
],
[
35,
34,
35,
35,
34,
35
],
[
48,
46,
50,
48,
46,
50
],
[
23,
23,
22,
23,
23,
22
],
[
7098,
3469,
3629,
7098,
3469,
3629
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
206377,
-21091,
-277838,
-5804,
323401,
-579973
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757853478500,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 16,
"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) |
|---|