| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865404.1952 | 771572.3197 | 93831.8755 | 6428663.4035 | 4936485.1479 | 1492178.2557 |
| Total P&L (%) | 865.4042 | 771.5723 | 93.8319 | 6428.6634 | 4936.4851 | 1492.1783 |
| Avg Daily Profit (%) | 0.4775 | 0.4258 | 0.0518 | 0.2309 | 0.2165 | 0.1528 |
| Buy And Hold Return (%) | 596.173 | 596.173 | 596.173 | 596.173 | 596.173 | 596.173 |
| Max Trade Drawdown | -67403 | -43535 | -69866 | -4004043 | -2515056 | -2500931 |
| Profit Factor | 2.7801 | 4.4423 | 1.3581 | 1.3636 | 1.5997 | 1.1579 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
| Ratio Avg Win / Avg Loss | 3.3883 | 4.965 | 1.8108 | 1.6619 | 1.7879 | 1.5439 |
| Largest Winning Trade | 228056 | 228056 | 71906 | 3254279 | 2870932 | 3254279 |
| Largest Losing Trade | -33781 | -24595 | -33781 | -2091066 | -2091066 | -1935880 |
| Avg Bars in Trades | 97 | 100 | 94 | 97 | 100 | 94 |
| Avg Bars in Winners | 143 | 136 | 151 | 143 | 136 | 151 |
| Avg Bars in Losers | 59 | 68 | 50 | 59 | 68 | 50 |
| Bars Traded | 6905 | 3613 | 3292 | 6905 | 3613 | 3292 |
| 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 | -102759 | -57975 | -290786 | -83309 | 364424 | -44430 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7249,
"evaluation_days": 1812.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605808800000,
"last_datapoint_time": 1757311200000,
"evaluation_time": 1757329128123,
"expiration_time": 1762008552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 56,
"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": [
[
865404.19517017,
771572.3196934013,
93831.875476769,
6428663.403522587,
4936485.1478516115,
1492178.2556709766
],
[
865.404195,
771.57232,
93.831875,
6428.663404,
4936.485148,
1492.178256
],
[
0.47753,
0.425754,
0.051776,
0.230852,
0.216501,
0.152838
],
[
596.172972,
596.172972,
596.172972,
596.172972,
596.172972,
596.172972
],
[
-67403,
-43535,
-69866,
-4004043,
-2515056,
-2500931
],
[
2.78014,
4.442329,
1.358135,
1.363578,
1.599703,
1.157901
],
[
71,
36,
35,
71,
36,
35
],
[
32,
17,
15,
32,
17,
15
],
[
39,
19,
20,
39,
19,
20
],
[
45.070423,
47.222222,
42.857143,
45.070423,
47.222222,
42.857143
],
[
3.388296,
4.964956,
1.810847,
1.661861,
1.787904,
1.543867
],
[
228056,
228056,
71906,
3254279,
2870932,
3254279
],
[
-33781,
-24595,
-33781,
-2091066,
-2091066,
-1935880
],
[
97,
100,
94,
97,
100,
94
],
[
143,
136,
151,
143,
136,
151
],
[
59,
68,
50,
59,
68,
50
],
[
6905,
3613,
3292,
6905,
3613,
3292
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102759,
-57975,
-290786,
-83309,
364424,
-44430
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7249,
"evaluation_days": 1812.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605808800000,
"last_datapoint_time": 1757311200000,
"evaluation_time": 1757329128123,
"expiration_time": 1762008552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 56,
"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) |
|---|