| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1028419.0171 | 922530.1052 | 105888.9119 | 8668829.9201 | 6716635.6488 | 1952194.2713 |
| Total P&L (%) | 1028.419 | 922.5301 | 105.8889 | 8668.8299 | 6716.6356 | 1952.1943 |
| Avg Daily Profit (%) | 0.5654 | 0.5072 | 0.0582 | 0.2463 | 0.2324 | 0.1662 |
| Buy And Hold Return (%) | 628.0493 | 628.0493 | 628.0493 | 628.0493 | 628.0493 | 628.0493 |
| Max Trade Drawdown | -131867 | -127292 | -61307 | -4602104 | -4362253 | -3823356 |
| Profit Factor | 2.3227 | 3.5853 | 1.2517 | 1.316 | 1.5233 | 1.1337 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
| Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
| Profitability (%) | 44.8052 | 40.2597 | 49.3506 | 44.8052 | 40.2597 | 49.3506 |
| Ratio Avg Win / Avg Loss | 2.8613 | 5.3202 | 1.2846 | 1.6212 | 2.2604 | 1.1636 |
| Largest Winning Trade | 274688 | 274688 | 63426 | 3913366 | 3913366 | 2224601 |
| Largest Losing Trade | -29623 | -25689 | -29623 | -1992396 | -1337780 | -1992396 |
| Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
| Avg Bars in Winners | 65 | 62 | 67 | 65 | 62 | 67 |
| Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
| Bars Traded | 7179 | 3356 | 3823 | 7179 | 3356 | 3823 |
| Profit Streak | 0 | 25.1354 | 0 | 0 | 25.1354 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 182330 | -47204 | -323388 | 306452 | -33848 | -110901 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7276,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757906098851,
"expiration_time": 1762609248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 50,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
1028419.0171163518,
922530.1051905989,
105888.9119257538,
8668829.920139786,
6716635.648843964,
1952194.2712958255
],
[
1028.419017,
922.530105,
105.888912,
8668.82992,
6716.635649,
1952.194271
],
[
0.565376,
0.507163,
0.058213,
0.24625,
0.232372,
0.166245
],
[
628.049289,
628.049289,
628.049289,
628.049289,
628.049289,
628.049289
],
[
-131867,
-127292,
-61307,
-4602104,
-4362253,
-3823356
],
[
2.322703,
3.585345,
1.251707,
1.316002,
1.523317,
1.133729
],
[
154,
77,
77,
154,
77,
77
],
[
69,
31,
38,
69,
31,
38
],
[
85,
46,
39,
85,
46,
39
],
[
44.805195,
40.25974,
49.350649,
44.805195,
40.25974,
49.350649
],
[
2.861301,
5.320189,
1.284647,
1.621162,
2.260406,
1.163564
],
[
274688,
274688,
63426,
3913366,
3913366,
2224601
],
[
-29623,
-25689,
-29623,
-1992396,
-1337780,
-1992396
],
[
46,
43,
49,
46,
43,
49
],
[
65,
62,
67,
65,
62,
67
],
[
31,
31,
32,
31,
31,
32
],
[
7179,
3356,
3823,
7179,
3356,
3823
],
[
0,
25.135403,
0,
0,
25.135403,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
182330,
-47204,
-323388,
306452,
-33848,
-110901
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7276,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1601553600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757906098851,
"expiration_time": 1762609248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 50,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|