| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1175599.6237 | 1176550.031 | -950.4073 | 933746.8546 | 1343236.8068 | -409489.9522 |
| Total P&L (%) | 1175.5996 | 1176.55 | -0.9504 | 933.7469 | 1343.2368 | -409.49 |
| Avg Daily Profit (%) | 0.6465 | 0.647 | -0.0005 | 0.1285 | 0.1469 | 0 |
| Buy And Hold Return (%) | 582.0172 | 582.0172 | 582.0172 | 582.0172 | 582.0172 | 582.0172 |
| Max Trade Drawdown | -123114 | -75028 | -98592 | -1618527 | -1253934 | -821462 |
| Profit Factor | 3.0733 | 5.2333 | 0.9967 | 1.1918 | 1.5398 | 0.8279 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
| Ratio Avg Win / Avg Loss | 4.3253 | 6.7286 | 1.5334 | 1.6774 | 1.9797 | 1.2737 |
| Largest Winning Trade | 662227 | 662227 | 73777 | 1272707 | 1272707 | 474287 |
| Largest Losing Trade | -43255 | -30500 | -43255 | -402219 | -402219 | -337874 |
| Avg Bars in Trades | 107 | 99 | 115 | 107 | 99 | 115 |
| Avg Bars in Winners | 181 | 155 | 208 | 181 | 155 | 208 |
| Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
| Bars Traded | 6998 | 3178 | 3820 | 6998 | 3178 | 3820 |
| Profit Streak | 0 | 106.7296 | 0 | 0 | 106.7296 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -128599 | 402383 | -582149 | -178538 | -596 | -583260 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603432800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757871038115,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 116,
"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": [
[
1175599.6237009356,
1176550.0310126736,
-950.4073117375,
933746.8545865379,
1343236.8068340214,
-409489.9522474841
],
[
1175.599624,
1176.550031,
-0.950407,
933.746855,
1343.236807,
-409.489952
],
[
0.646467,
0.646989,
-0.000523,
0.128528,
0.146903,
0
],
[
582.017241,
582.017241,
582.017241,
582.017241,
582.017241,
582.017241
],
[
-123114,
-75028,
-98592,
-1618527,
-1253934,
-821462
],
[
3.073263,
5.233338,
0.996713,
1.19181,
1.53975,
0.827905
],
[
65,
32,
33,
65,
32,
33
],
[
27,
14,
13,
27,
14,
13
],
[
38,
18,
20,
38,
18,
20
],
[
41.538462,
43.75,
39.393939,
41.538462,
43.75,
39.393939
],
[
4.325333,
6.728578,
1.533404,
1.677363,
1.979678,
1.2737
],
[
662227,
662227,
73777,
1272707,
1272707,
474287
],
[
-43255,
-30500,
-43255,
-402219,
-402219,
-337874
],
[
107,
99,
115,
107,
99,
115
],
[
181,
155,
208,
181,
155,
208
],
[
55,
55,
55,
55,
55,
55
],
[
6998,
3178,
3820,
6998,
3178,
3820
],
[
0,
106.729608,
0,
0,
106.729608,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-128599,
402383,
-582149,
-178538,
-596,
-583260
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7274,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603432800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757871038115,
"expiration_time": 1762564752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 116,
"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) |
|---|