| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1086034.4636 | 57307.5756 | -1143342.0392 | -3567432.3501 | -9987960.8341 | 6420528.484 |
| Total P&L (%) | -1086.0345 | 57.3076 | -1143.342 | -3567.4324 | -9987.9608 | 6420.5285 |
| Avg Daily Profit (%) | -0.5994 | 0.0316 | -0.631 | 0 | 0 | 0.2308 |
| Buy And Hold Return (%) | 532.4962 | 532.4962 | 532.4962 | 532.4962 | 532.4962 | 532.4962 |
| Max Trade Drawdown | -1230208 | -140849 | -1227682 | -24572508 | -17006651 | -8664340 |
| Profit Factor | 0.39 | 1.202 | 0.236 | 0.9092 | 0.5396 | 1.3644 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 49 | 24 | 25 | 33 | 16 | 17 |
| Losing Trades | 26 | 13 | 13 | 42 | 21 | 21 |
| Profitability (%) | 65.3333 | 64.8649 | 65.7895 | 44 | 43.2432 | 44.7368 |
| Ratio Avg Win / Avg Loss | 0.2069 | 0.6511 | 0.1227 | 1.1572 | 0.7082 | 1.6855 |
| Largest Winning Trade | 37879 | 33096 | 37879 | 11561826 | 2446291 | 11561826 |
| Largest Losing Trade | -727554 | -72912 | -727554 | -13457329 | -13457329 | -5403829 |
| Avg Bars in Trades | 94 | 101 | 88 | 94 | 101 | 88 |
| Avg Bars in Winners | 47 | 49 | 45 | 107 | 113 | 101 |
| Avg Bars in Losers | 184 | 198 | 170 | 85 | 92 | 77 |
| Bars Traded | 7118 | 3763 | 3355 | 7118 | 3763 | 3355 |
| Profit Streak | 0 | 59.261 | 0 | 17.011 | 0 | 18.761 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -639790 | -315686 | -578718 | -642151 | -583400 | 303013 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7248,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603260000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757290553938,
"expiration_time": 1761986304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 117,
"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": [
[
-1086034.4635993324,
57307.5755570561,
-1143342.0391563885,
-3567432.3501115334,
-9987960.834067674,
6420528.483956142
],
[
-1086.034464,
57.307576,
-1143.342039,
-3567.43235,
-9987.960834,
6420.528484
],
[
-0.599357,
0.031627,
-0.630983,
0,
0,
0.230815
],
[
532.496156,
532.496156,
532.496156,
532.496156,
532.496156,
532.496156
],
[
-1230208,
-140849,
-1227682,
-24572508,
-17006651,
-8664340
],
[
0.389955,
1.202028,
0.236036,
0.909247,
0.539558,
1.364444
],
[
75,
37,
38,
75,
37,
38
],
[
49,
24,
25,
33,
16,
17
],
[
26,
13,
13,
42,
21,
21
],
[
65.333333,
64.864865,
65.789474,
44,
43.243243,
44.736842
],
[
0.206915,
0.651099,
0.122739,
1.157224,
0.708169,
1.685489
],
[
37879,
33096,
37879,
11561826,
2446291,
11561826
],
[
-727554,
-72912,
-727554,
-13457329,
-13457329,
-5403829
],
[
94,
101,
88,
94,
101,
88
],
[
47,
49,
45,
107,
113,
101
],
[
184,
198,
170,
85,
92,
77
],
[
7118,
3763,
3355,
7118,
3763,
3355
],
[
0,
59.261041,
0,
17.011041,
0,
18.761041
],
[
0,
2,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-639790,
-315686,
-578718,
-642151,
-583400,
303013
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7248,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603260000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757290553938,
"expiration_time": 1761986304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 117,
"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) |
|---|