| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1142682.3749 | 27590.2908 | -1170272.6657 | -2521710.4455 | -10862015.559 | 8340305.1135 |
| Total P&L (%) | -1142.6824 | 27.5903 | -1170.2727 | -2521.7104 | -10862.0156 | 8340.3051 |
| Avg Daily Profit (%) | -0.626 | 0.0151 | -0.6411 | 0 | 0 | 0.2433 |
| Buy And Hold Return (%) | 621.1538 | 621.1538 | 621.1538 | 621.1538 | 621.1538 | 621.1538 |
| Max Trade Drawdown | -1207578 | -159804 | -1203995 | -34431390 | -23567980 | -13342284 |
| Profit Factor | 0.365 | 1.0952 | 0.2248 | 0.9522 | 0.6363 | 1.3635 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 52 | 26 | 26 | 39 | 18 | 21 |
| Losing Trades | 25 | 13 | 12 | 38 | 21 | 17 |
| Profitability (%) | 67.5325 | 66.6667 | 68.4211 | 50.6494 | 46.1538 | 55.2632 |
| Ratio Avg Win / Avg Loss | 0.1755 | 0.5476 | 0.1038 | 0.9278 | 0.7424 | 1.1038 |
| Largest Winning Trade | 54221 | 54221 | 30052 | 10272030 | 3707622 | 10272030 |
| Largest Losing Trade | -596816 | -71885 | -596816 | -20221285 | -20221285 | -9439919 |
| Avg Bars in Trades | 92 | 94 | 90 | 92 | 94 | 90 |
| Avg Bars in Winners | 40 | 40 | 39 | 86 | 85 | 86 |
| Avg Bars in Losers | 201 | 201 | 201 | 99 | 101 | 96 |
| Bars Traded | 7123 | 3670 | 3453 | 7123 | 3670 | 3453 |
| Profit Streak | 33.1113 | 73.1113 | 33.1113 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -623055 | -452746 | -577836 | -626971 | -582253 | 344692 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7302,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758465620046,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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": [
[
-1142682.3748940323,
27590.2908487148,
-1170272.6657427473,
-2521710.4455224,
-10862015.55904344,
8340305.113521045
],
[
-1142.682375,
27.590291,
-1170.272666,
-2521.710446,
-10862.015559,
8340.305114
],
[
-0.625956,
0.015114,
-0.64107,
0,
0,
0.243276
],
[
621.153846,
621.153846,
621.153846,
621.153846,
621.153846,
621.153846
],
[
-1207578,
-159804,
-1203995,
-34431390,
-23567980,
-13342284
],
[
0.365003,
1.095211,
0.224846,
0.952249,
0.636305,
1.363501
],
[
77,
39,
38,
77,
39,
38
],
[
52,
26,
26,
39,
18,
21
],
[
25,
13,
12,
38,
21,
17
],
[
67.532468,
66.666667,
68.421053,
50.649351,
46.153846,
55.263158
],
[
0.175482,
0.547606,
0.103775,
0.927833,
0.742355,
1.103787
],
[
54221,
54221,
30052,
10272030,
3707622,
10272030
],
[
-596816,
-71885,
-596816,
-20221285,
-20221285,
-9439919
],
[
92,
94,
90,
92,
94,
90
],
[
40,
40,
39,
86,
85,
86
],
[
201,
201,
201,
99,
101,
96
],
[
7123,
3670,
3453,
7123,
3670,
3453
],
[
33.111343,
73.111343,
33.111343,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-623055,
-452746,
-577836,
-626971,
-582253,
344692
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7302,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758465620046,
"expiration_time": 1763187696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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) |
|---|