| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1266652.1493 | 1042501.6639 | 224150.4854 | 85391296.2526 | 77170788.991 | 8220507.2616 |
| Total P&L (%) | 1266.6521 | 1042.5017 | 224.1505 | 85391.2963 | 77170.789 | 8220.5073 |
| Avg Daily Profit (%) | 0.6981 | 0.5745 | 0.1235 | 0.3728 | 0.3672 | 0.244 |
| Buy And Hold Return (%) | 588.0469 | 588.0469 | 588.0469 | 588.0469 | 588.0469 | 588.0469 |
| Max Trade Drawdown | -101023 | -60707 | -55002 | -76476548 | -46838831 | -41803827 |
| Profit Factor | 3.0977 | 4.6125 | 1.711 | 1.3122 | 1.6304 | 1.0544 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Profitability (%) | 49.3056 | 48.6111 | 50 | 49.3056 | 48.6111 | 50 |
| Ratio Avg Win / Avg Loss | 3.1849 | 4.876 | 1.711 | 1.3492 | 1.7235 | 1.0544 |
| Largest Winning Trade | 314355 | 314355 | 68951 | 44809438 | 44809438 | 23321782 |
| Largest Losing Trade | -31962 | -19401 | -31962 | -20791801 | -13279201 | -20791801 |
| Avg Bars in Trades | 49 | 49 | 50 | 49 | 49 | 50 |
| Avg Bars in Winners | 69 | 64 | 73 | 69 | 64 | 73 |
| Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
| Bars Traded | 7161 | 3529 | 3632 | 7161 | 3529 | 3632 |
| Profit Streak | 0 | 83.6903 | 0 | 0 | 83.6903 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448636 | -68286 | -270088 | 352222 | -66079 | -231709 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7258,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602698400000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757522043055,
"expiration_time": 1762208784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 35,
"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": [
[
1266652.1493088454,
1042501.6639135601,
224150.4853952858,
85391296.25257331,
77170788.99095528,
8220507.2616180405
],
[
1266.652149,
1042.501664,
224.150485,
85391.296253,
77170.788991,
8220.507262
],
[
0.698072,
0.574539,
0.123533,
0.372751,
0.367159,
0.243962
],
[
588.046928,
588.046928,
588.046928,
588.046928,
588.046928,
588.046928
],
[
-101023,
-60707,
-55002,
-76476548,
-46838831,
-41803827
],
[
3.097665,
4.612458,
1.711016,
1.312239,
1.630354,
1.05442
],
[
144,
72,
72,
144,
72,
72
],
[
71,
35,
36,
71,
35,
36
],
[
73,
37,
36,
73,
37,
36
],
[
49.305556,
48.611111,
50,
49.305556,
48.611111,
50
],
[
3.184924,
4.876027,
1.711016,
1.349203,
1.723517,
1.05442
],
[
314355,
314355,
68951,
44809438,
44809438,
23321782
],
[
-31962,
-19401,
-31962,
-20791801,
-13279201,
-20791801
],
[
49,
49,
50,
49,
49,
50
],
[
69,
64,
73,
69,
64,
73
],
[
30,
34,
27,
30,
34,
27
],
[
7161,
3529,
3632,
7161,
3529,
3632
],
[
0,
83.690313,
0,
0,
83.690313,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448636,
-68286,
-270088,
352222,
-66079,
-231709
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7258,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602698400000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757522043055,
"expiration_time": 1762208784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 35,
"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) |
|---|