| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1174323.3674 | 1171660.2673 | 2663.1001 | 1160118.1998 | 3055794.042 | -1895675.8422 |
| Total P&L (%) | 1174.3234 | 1171.6603 | 2.6631 | 1160.1182 | 3055.794 | -1895.6758 |
| Avg Daily Profit (%) | 0.6475 | 0.6461 | 0.0015 | 0.1398 | 0.1905 | 0 |
| Buy And Hold Return (%) | 541.3413 | 541.3413 | 541.3413 | 541.3413 | 541.3413 | 541.3413 |
| Max Trade Drawdown | -164993 | -90724 | -93918 | -8238852 | -4684928 | -4540485 |
| Profit Factor | 2.9766 | 5.6572 | 1.0078 | 1.0725 | 1.4616 | 0.7982 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 39.2405 | 35.8974 | 42.5 | 39.2405 | 35.8974 | 42.5 |
| Ratio Avg Win / Avg Loss | 4.6089 | 10.1021 | 1.3635 | 1.6606 | 2.61 | 1.0799 |
| Largest Winning Trade | 668429 | 668429 | 77177 | 4502166 | 4502166 | 1677381 |
| Largest Losing Trade | -31780 | -23767 | -31780 | -1456042 | -1456042 | -1306590 |
| Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
| Avg Bars in Winners | 146 | 133 | 158 | 146 | 133 | 158 |
| Avg Bars in Losers | 52 | 57 | 47 | 52 | 57 | 47 |
| Bars Traded | 7084 | 3299 | 3785 | 7084 | 3299 | 3785 |
| 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 | -23674 | 319334 | -571490 | -187079 | 135801 | -581999 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757439317128,
"expiration_time": 1762119792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 55,
"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": [
[
1174323.367399222,
1171660.267348545,
2663.1000506772,
1160118.1998459403,
3055794.0420089937,
-1895675.8421630545
],
[
1174.323367,
1171.660267,
2.6631,
1160.1182,
3055.794042,
-1895.675842
],
[
0.647545,
0.646077,
0.001468,
0.139816,
0.190522,
0
],
[
541.341277,
541.341277,
541.341277,
541.341277,
541.341277,
541.341277
],
[
-164993,
-90724,
-93918,
-8238852,
-4684928,
-4540485
],
[
2.976579,
5.65716,
1.007775,
1.072456,
1.461627,
0.798153
],
[
79,
39,
40,
79,
39,
40
],
[
31,
14,
17,
31,
14,
17
],
[
48,
25,
23,
48,
25,
23
],
[
39.240506,
35.897436,
42.5,
39.240506,
35.897436,
42.5
],
[
4.608896,
10.102071,
1.36346,
1.660578,
2.610049,
1.079854
],
[
668429,
668429,
77177,
4502166,
4502166,
1677381
],
[
-31780,
-23767,
-31780,
-1456042,
-1456042,
-1306590
],
[
89,
84,
94,
89,
84,
94
],
[
146,
133,
158,
146,
133,
158
],
[
52,
57,
47,
52,
57,
47
],
[
7084,
3299,
3785,
7084,
3299,
3785
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-23674,
319334,
-571490,
-187079,
135801,
-581999
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602849600000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757439317128,
"expiration_time": 1762119792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 55,
"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) |
|---|