| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -976237.1111 | 94148.5817 | -1070385.6928 | -2289514.8607 | -7769009.2695 | 5479494.4087 |
| Total P&L (%) | -976.2371 | 94.1486 | -1070.3857 | -2289.5149 | -7769.0093 | 5479.4944 |
| Avg Daily Profit (%) | -0.5344 | 0.0515 | -0.586 | 0 | 0 | 0.2204 |
| Buy And Hold Return (%) | 878.836 | 878.836 | 878.836 | 878.836 | 878.836 | 878.836 |
| Max Trade Drawdown | -1146405 | -150138 | -1155440 | -16963583 | -12286015 | -5950087 |
| Profit Factor | 0.4205 | 1.3187 | 0.2295 | 0.9187 | 0.5264 | 1.4653 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 44 | 23 | 21 | 35 | 17 | 18 |
| Losing Trades | 28 | 13 | 15 | 37 | 19 | 18 |
| Profitability (%) | 61.1111 | 63.8889 | 58.3333 | 48.6111 | 47.2222 | 50 |
| Ratio Avg Win / Avg Loss | 0.2676 | 0.7454 | 0.1639 | 0.9712 | 0.5883 | 1.4653 |
| Largest Winning Trade | 61659 | 61659 | 46061 | 9966122 | 2349575 | 9966122 |
| Largest Losing Trade | -636360 | -78047 | -636360 | -10972070 | -10972070 | -2752646 |
| Avg Bars in Trades | 97 | 103 | 90 | 97 | 103 | 90 |
| Avg Bars in Winners | 57 | 57 | 57 | 104 | 108 | 100 |
| Avg Bars in Losers | 159 | 185 | 137 | 90 | 99 | 80 |
| Bars Traded | 7000 | 3732 | 3268 | 7000 | 3732 | 3268 |
| Profit Streak | 20.3043 | 74.3043 | 0 | 0 | 0 | 169.5543 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -662283 | -288569 | -579699 | -665095 | -581860 | 365353 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7307,
"evaluation_days": 1826.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604448000000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758568693205,
"expiration_time": 1763298936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 65,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 172,
"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": [
[
-976237.1110770126,
94148.5816973347,
-1070385.6927743473,
-2289514.8607320855,
-7769009.269458844,
5479494.4087267555
],
[
-976.237111,
94.148582,
-1070.385693,
-2289.514861,
-7769.009269,
5479.494409
],
[
-0.534412,
0.051539,
-0.585951,
0,
0,
0.220398
],
[
878.835979,
878.835979,
878.835979,
878.835979,
878.835979,
878.835979
],
[
-1146405,
-150138,
-1155440,
-16963583,
-12286015,
-5950087
],
[
0.420476,
1.318698,
0.229457,
0.918748,
0.526355,
1.465341
],
[
72,
36,
36,
72,
36,
36
],
[
44,
23,
21,
35,
17,
18
],
[
28,
13,
15,
37,
19,
18
],
[
61.111111,
63.888889,
58.333333,
48.611111,
47.222222,
50
],
[
0.267575,
0.745351,
0.163898,
0.971247,
0.588279,
1.465341
],
[
61659,
61659,
46061,
9966122,
2349575,
9966122
],
[
-636360,
-78047,
-636360,
-10972070,
-10972070,
-2752646
],
[
97,
103,
90,
97,
103,
90
],
[
57,
57,
57,
104,
108,
100
],
[
159,
185,
137,
90,
99,
80
],
[
7000,
3732,
3268,
7000,
3732,
3268
],
[
20.304319,
74.304319,
0,
0,
0,
169.554319
],
[
1,
2,
0,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-662283,
-288569,
-579699,
-665095,
-581860,
365353
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7307,
"evaluation_days": 1826.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604448000000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758568693205,
"expiration_time": 1763298936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 65,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 172,
"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) |
|---|