| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1365868.3716 | 1319720.24 | 46148.1316 | 1596379.9217 | 1482121.1293 | 114258.7924 |
| Total P&L (%) | 1365.8684 | 1319.7202 | 46.1481 | 1596.3799 | 1482.1211 | 114.2588 |
| Avg Daily Profit (%) | 0.752 | 0.7266 | 0.0254 | 0.156 | 0.1522 | 0.042 |
| Buy And Hold Return (%) | 541.0401 | 541.0401 | 541.0401 | 541.0401 | 541.0401 | 541.0401 |
| Max Trade Drawdown | -109325 | -97731 | -57733 | -4434200 | -3675438 | -1940049 |
| Profit Factor | 2.4203 | 3.5019 | 1.1063 | 1.0814 | 1.1321 | 1.0136 |
| Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
| Winning Trades | 116 | 49 | 67 | 116 | 49 | 67 |
| Losing Trades | 155 | 86 | 69 | 155 | 86 | 69 |
| Profitability (%) | 42.8044 | 36.2963 | 49.2647 | 42.8044 | 36.2963 | 49.2647 |
| Ratio Avg Win / Avg Loss | 3.234 | 6.1462 | 1.1393 | 1.445 | 1.987 | 1.0439 |
| Largest Winning Trade | 738930 | 738930 | 34342 | 2881699 | 2881699 | 665961 |
| Largest Losing Trade | -27018 | -25404 | -27018 | -728709 | -728709 | -498758 |
| Avg Bars in Trades | 25 | 37 | 13 | 25 | 37 | 13 |
| Avg Bars in Winners | 36 | 66 | 15 | 36 | 66 | 15 |
| Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
| Bars Traded | 6952 | 5099 | 1853 | 6952 | 5099 | 1853 |
| Profit Streak | 0 | 78.2059 | 0 | 0 | 78.2059 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458301 | 385655 | -428523 | -127581 | -74353 | -508386 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757674589867,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 3.32832
}
}
}
{
"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": [
[
1365868.3716063306,
1319720.2399585822,
46148.1316477495,
1596379.921685982,
1482121.1292525155,
114258.7924334709
],
[
1365.868372,
1319.72024,
46.148132,
1596.379922,
1482.121129,
114.258792
],
[
0.752027,
0.726618,
0.025408,
0.155997,
0.152152,
0.041964
],
[
541.04011,
541.04011,
541.04011,
541.04011,
541.04011,
541.04011
],
[
-109325,
-97731,
-57733,
-4434200,
-3675438,
-1940049
],
[
2.420288,
3.501897,
1.106284,
1.081402,
1.132126,
1.013613
],
[
271,
135,
136,
271,
135,
136
],
[
116,
49,
67,
116,
49,
67
],
[
155,
86,
69,
155,
86,
69
],
[
42.804428,
36.296296,
49.264706,
42.804428,
36.296296,
49.264706
],
[
3.234006,
6.146186,
1.139308,
1.444976,
1.986996,
1.04387
],
[
738930,
738930,
34342,
2881699,
2881699,
665961
],
[
-27018,
-25404,
-27018,
-728709,
-728709,
-498758
],
[
25,
37,
13,
25,
37,
13
],
[
36,
66,
15,
36,
66,
15
],
[
17,
21,
12,
17,
21,
12
],
[
6952,
5099,
1853,
6952,
5099,
1853
],
[
0,
78.205901,
0,
0,
78.205901,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458301,
385655,
-428523,
-127581,
-74353,
-508386
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7265,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757674589867,
"expiration_time": 1762364520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 3.32832
}
}
}
| # | 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) |
|---|