| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1071380.445 | 1142311.4817 | -70931.0367 | 171666.9154 | 2223769.7674 | -2052102.8521 |
| Total P&L (%) | 1071.3804 | 1142.3115 | -70.931 | 171.6669 | 2223.7698 | -2052.1029 |
| Avg Daily Profit (%) | 0.5895 | 0.6285 | -0.039 | 0.055 | 0.1732 | 0 |
| Buy And Hold Return (%) | 639.2033 | 639.2033 | 639.2033 | 639.2033 | 639.2033 | 639.2033 |
| Max Trade Drawdown | -197887 | -99590 | -124278 | -3291484 | -1650933 | -2199335 |
| Profit Factor | 2.0128 | 3.3008 | 0.8737 | 1.0169 | 1.4709 | 0.624 |
| Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
| Winning Trades | 109 | 58 | 51 | 109 | 58 | 51 |
| Losing Trades | 132 | 62 | 70 | 132 | 62 | 70 |
| Profitability (%) | 45.2282 | 48.3333 | 42.1488 | 45.2282 | 48.3333 | 42.1488 |
| Ratio Avg Win / Avg Loss | 2.4375 | 3.5284 | 1.1991 | 1.2314 | 1.5724 | 0.8565 |
| Largest Winning Trade | 733489 | 733489 | 74360 | 2666023 | 2666023 | 384173 |
| Largest Losing Trade | -34209 | -32394 | -34209 | -697068 | -562906 | -697068 |
| Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Winners | 38 | 31 | 46 | 38 | 31 | 46 |
| Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
| Bars Traded | 7136 | 3306 | 3830 | 7136 | 3306 | 3830 |
| Profit Streak | 0 | 16.2385 | 0 | 0 | 16.2385 | 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 | 209754 | 365974 | -582397 | -487541 | 281763 | -584064 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603281600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757785408443,
"expiration_time": 1762475760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1071380.445033007,
1142311.4817242217,
-70931.0366912149,
171666.9153609271,
2223769.767443252,
-2052102.8520823244
],
[
1071.380445,
1142.311482,
-70.931037,
171.666915,
2223.769767,
-2052.102852
],
[
0.58948,
0.628507,
-0.039027,
0.055003,
0.173232,
0
],
[
639.203281,
639.203281,
639.203281,
639.203281,
639.203281,
639.203281
],
[
-197887,
-99590,
-124278,
-3291484,
-1650933,
-2199335
],
[
2.012759,
3.300786,
0.873652,
1.016863,
1.470946,
0.624036
],
[
241,
120,
121,
241,
120,
121
],
[
109,
58,
51,
109,
58,
51
],
[
132,
62,
70,
132,
62,
70
],
[
45.228216,
48.333333,
42.14876,
45.228216,
48.333333,
42.14876
],
[
2.437469,
3.528427,
1.199131,
1.23143,
1.57239,
0.856521
],
[
733489,
733489,
74360,
2666023,
2666023,
384173
],
[
-34209,
-32394,
-34209,
-697068,
-562906,
-697068
],
[
29,
27,
31,
29,
27,
31
],
[
38,
31,
46,
38,
31,
46
],
[
22,
23,
21,
22,
23,
21
],
[
7136,
3306,
3830,
7136,
3306,
3830
],
[
0,
16.238524,
0,
0,
16.238524,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
209754,
365974,
-582397,
-487541,
281763,
-584064
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603281600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757785408443,
"expiration_time": 1762475760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|