| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1303924.29 | 1251954.9036 | 51969.3864 | 3364208.1012 | 4813908.2773 | -1449700.1761 |
| Total P&L (%) | 1303.9243 | 1251.9549 | 51.9694 | 3364.2081 | 4813.9083 | -1449.7002 |
| Avg Daily Profit (%) | 0.7189 | 0.6903 | 0.0287 | 0.1956 | 0.215 | 0 |
| Buy And Hold Return (%) | 525.6156 | 525.6156 | 525.6156 | 525.6156 | 525.6156 | 525.6156 |
| Max Trade Drawdown | -100275 | -55521 | -64915 | -8607789 | -4791363 | -4279582 |
| Profit Factor | 3.4149 | 6.5192 | 1.166 | 1.1612 | 1.5531 | 0.8809 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 36.7089 | 35.8974 | 37.5 | 36.7089 | 35.8974 | 37.5 |
| Ratio Avg Win / Avg Loss | 5.8877 | 11.6414 | 1.9433 | 2.002 | 2.7733 | 1.4681 |
| Largest Winning Trade | 746671 | 746671 | 76481 | 5783925 | 5783925 | 2768459 |
| Largest Losing Trade | -34680 | -25717 | -34680 | -2138875 | -1478234 | -2138875 |
| Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
| Avg Bars in Winners | 152 | 134 | 168 | 152 | 134 | 168 |
| Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
| Bars Traded | 7087 | 3291 | 3796 | 7087 | 3291 | 3796 |
| 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 | -21126 | 394183 | -362057 | -70960 | 195960 | -583944 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7255,
"evaluation_days": 1813.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1757440800000,
"evaluation_time": 1757442368377,
"expiration_time": 1762142040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 77,
"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": [
[
1303924.29002706,
1251954.90362083,
51969.3864062299,
3364208.10117229,
4813908.277314021,
-1449700.1761417333
],
[
1303.92429,
1251.954904,
51.969386,
3364.208101,
4813.908277,
-1449.700176
],
[
0.718911,
0.690258,
0.028653,
0.195646,
0.21496,
0
],
[
525.615645,
525.615645,
525.615645,
525.615645,
525.615645,
525.615645
],
[
-100275,
-55521,
-64915,
-8607789,
-4791363,
-4279582
],
[
3.414882,
6.519196,
1.165974,
1.161183,
1.553063,
0.880858
],
[
79,
39,
40,
79,
39,
40
],
[
29,
14,
15,
29,
14,
15
],
[
50,
25,
25,
50,
25,
25
],
[
36.708861,
35.897436,
37.5,
36.708861,
35.897436,
37.5
],
[
5.887728,
11.641422,
1.94329,
2.00204,
2.773326,
1.468097
],
[
746671,
746671,
76481,
5783925,
5783925,
2768459
],
[
-34680,
-25717,
-34680,
-2138875,
-1478234,
-2138875
],
[
89,
84,
94,
89,
84,
94
],
[
152,
134,
168,
152,
134,
168
],
[
53,
56,
50,
53,
56,
50
],
[
7087,
3291,
3796,
7087,
3291,
3796
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-21126,
394183,
-362057,
-70960,
195960,
-583944
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7255,
"evaluation_days": 1813.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1757440800000,
"evaluation_time": 1757442368377,
"expiration_time": 1762142040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 77,
"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) |
|---|