| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1256935.2214 | 1253471.7148 | 3463.5067 | 784617.182 | 1647510.0032 | -862892.8213 |
| Total P&L (%) | 1256.9352 | 1253.4717 | 3.4635 | 784.6172 | 1647.51 | -862.8928 |
| Avg Daily Profit (%) | 0.6932 | 0.6913 | 0.0019 | 0.1203 | 0.1579 | 0 |
| Buy And Hold Return (%) | 527.3054 | 527.3054 | 527.3054 | 527.3054 | 527.3054 | 527.3054 |
| Max Trade Drawdown | -141406 | -78889 | -77333 | -3344070 | -2430045 | -1523390 |
| Profit Factor | 3.0321 | 5.2086 | 1.0108 | 1.0938 | 1.3998 | 0.7966 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 39.7727 | 38.6364 | 40.9091 | 39.7727 | 38.6364 | 40.9091 |
| Ratio Avg Win / Avg Loss | 4.5914 | 8.2724 | 1.46 | 1.6564 | 2.2232 | 1.1506 |
| Largest Winning Trade | 743720 | 743720 | 73498 | 2473962 | 2473962 | 595430 |
| Largest Losing Trade | -63578 | -33945 | -63578 | -629241 | -629241 | -555205 |
| Avg Bars in Trades | 80 | 72 | 88 | 80 | 72 | 88 |
| Avg Bars in Winners | 138 | 115 | 160 | 138 | 115 | 160 |
| Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
| Bars Traded | 7102 | 3199 | 3903 | 7102 | 3199 | 3903 |
| 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 | 358983 | 412170 | -568162 | -165905 | 76374 | -582588 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7253,
"evaluation_days": 1813.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603648800000,
"last_datapoint_time": 1757397600000,
"evaluation_time": 1757417520854,
"expiration_time": 1762097544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 135,
"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": [
[
1256935.2214470324,
1253471.7147936518,
3463.5066533807,
784617.1819762687,
1647510.003233666,
-862892.8212573986
],
[
1256.935221,
1253.471715,
3.463507,
784.617182,
1647.510003,
-862.892821
],
[
0.693195,
0.691285,
0.00191,
0.120298,
0.157895,
0
],
[
527.305383,
527.305383,
527.305383,
527.305383,
527.305383,
527.305383
],
[
-141406,
-78889,
-77333,
-3344070,
-2430045,
-1523390
],
[
3.032051,
5.20855,
1.010799,
1.093826,
1.399813,
0.796571
],
[
88,
44,
44,
88,
44,
44
],
[
35,
17,
18,
35,
17,
18
],
[
53,
27,
26,
53,
27,
26
],
[
39.772727,
38.636364,
40.909091,
39.772727,
38.636364,
40.909091
],
[
4.591391,
8.272402,
1.460043,
1.656366,
2.223232,
1.150602
],
[
743720,
743720,
73498,
2473962,
2473962,
595430
],
[
-63578,
-33945,
-63578,
-629241,
-629241,
-555205
],
[
80,
72,
88,
80,
72,
88
],
[
138,
115,
160,
138,
115,
160
],
[
42,
45,
39,
42,
45,
39
],
[
7102,
3199,
3903,
7102,
3199,
3903
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358983,
412170,
-568162,
-165905,
76374,
-582588
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7253,
"evaluation_days": 1813.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603648800000,
"last_datapoint_time": 1757397600000,
"evaluation_time": 1757417520854,
"expiration_time": 1762097544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 135,
"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) |
|---|