| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1202353.8955 | 1200522.9596 | 1830.9359 | 1039830.9384 | 1767890.2247 | -728059.2862 |
| Total P&L (%) | 1202.3539 | 1200.523 | 1.8309 | 1039.8309 | 1767.8902 | -728.0593 |
| Avg Daily Profit (%) | 0.6636 | 0.6626 | 0.001 | 0.1344 | 0.1617 | 0 |
| Buy And Hold Return (%) | 466.3321 | 466.3321 | 466.3321 | 466.3321 | 466.3321 | 466.3321 |
| Max Trade Drawdown | -115634 | -71762 | -83254 | -1896562 | -1163119 | -1083580 |
| Profit Factor | 3.1968 | 5.6834 | 1.0063 | 1.1767 | 1.6684 | 0.7754 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 40 | 40.625 | 39.3939 | 40 | 40.625 | 39.3939 |
| Ratio Avg Win / Avg Loss | 4.7952 | 8.3066 | 1.5481 | 1.765 | 2.4385 | 1.1929 |
| Largest Winning Trade | 677295 | 677295 | 73862 | 1690407 | 1690407 | 556790 |
| Largest Losing Trade | -38914 | -37792 | -38914 | -527551 | -527551 | -437352 |
| Avg Bars in Trades | 107 | 99 | 115 | 107 | 99 | 115 |
| Avg Bars in Winners | 181 | 159 | 204 | 181 | 159 | 204 |
| Avg Bars in Losers | 58 | 58 | 57 | 58 | 58 | 57 |
| Bars Traded | 6990 | 3182 | 3808 | 6990 | 3182 | 3808 |
| Profit Streak | 0 | 99.2638 | 0 | 0 | 99.2638 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -125542 | 492495 | -573880 | -183793 | 192410 | -583260 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757269193477,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
1202353.8955292017,
1200522.959628117,
1830.935901085,
1039830.9384206552,
1767890.224660774,
-728059.2862401195
],
[
1202.353896,
1200.52296,
1.830936,
1039.830938,
1767.890225,
-728.059286
],
[
0.663642,
0.662632,
0.001011,
0.134406,
0.161709,
0
],
[
466.332115,
466.332115,
466.332115,
466.332115,
466.332115,
466.332115
],
[
-115634,
-71762,
-83254,
-1896562,
-1163119,
-1083580
],
[
3.1968,
5.683447,
1.006292,
1.176661,
1.668446,
0.775376
],
[
65,
32,
33,
65,
32,
33
],
[
26,
13,
13,
26,
13,
13
],
[
39,
19,
20,
39,
19,
20
],
[
40,
40.625,
39.393939,
40,
40.625,
39.393939
],
[
4.7952,
8.306576,
1.548142,
1.764992,
2.438498,
1.192886
],
[
677295,
677295,
73862,
1690407,
1690407,
556790
],
[
-38914,
-37792,
-38914,
-527551,
-527551,
-437352
],
[
107,
99,
115,
107,
99,
115
],
[
181,
159,
204,
181,
159,
204
],
[
58,
58,
57,
58,
58,
57
],
[
6990,
3182,
3808,
6990,
3182,
3808
],
[
0,
99.263813,
0,
0,
99.263813,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-125542,
492495,
-573880,
-183793,
192410,
-583260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757269193477,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|