| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1134682.6684 | 1075534.0304 | 59148.6379 | 3315082.54 | 3136627.056 | 178455.4839 |
| Total P&L (%) | 1134.6827 | 1075.534 | 59.1486 | 3315.0825 | 3136.6271 | 178.4555 |
| Avg Daily Profit (%) | 0.6217 | 0.5893 | 0.0324 | 0.1937 | 0.1907 | 0.0561 |
| Buy And Hold Return (%) | 822.8631 | 822.8631 | 822.8631 | 822.8631 | 822.8631 | 822.8631 |
| Max Trade Drawdown | -115372 | -65503 | -89498 | -2072901 | -1619087 | -1106526 |
| Profit Factor | 3.6764 | 6.2254 | 1.2712 | 1.6454 | 2.1792 | 1.0721 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
| Ratio Avg Win / Avg Loss | 4.5248 | 7.662 | 1.5645 | 2.0251 | 2.6821 | 1.3194 |
| Largest Winning Trade | 551196 | 551196 | 74633 | 2268958 | 2268958 | 897452 |
| Largest Losing Trade | -36246 | -36246 | -29948 | -750551 | -592970 | -750551 |
| Avg Bars in Trades | 118 | 105 | 131 | 118 | 105 | 131 |
| Avg Bars in Winners | 203 | 180 | 226 | 203 | 180 | 226 |
| Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
| Bars Traded | 6879 | 3071 | 3808 | 6879 | 3071 | 3808 |
| Profit Streak | 0 | 172.9052 | 0 | 0 | 172.9052 | 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 | -210928 | -51451 | -316418 | -172608 | 310210 | -427081 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758426207679,
"expiration_time": 1763143200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 196,
"offset": 14
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 31,
"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": [
[
1134682.6683651016,
1075534.0304156928,
59148.6379494084,
3315082.5399621995,
3136627.0560175222,
178455.4839446776
],
[
1134.682668,
1075.53403,
59.148638,
3315.08254,
3136.627056,
178.455484
],
[
0.621744,
0.589334,
0.03241,
0.193655,
0.190709,
0.05613
],
[
822.863099,
822.863099,
822.863099,
822.863099,
822.863099,
822.863099
],
[
-115372,
-65503,
-89498,
-2072901,
-1619087,
-1106526
],
[
3.676374,
6.225351,
1.271159,
1.645361,
2.179185,
1.072051
],
[
58,
29,
29,
58,
29,
29
],
[
26,
13,
13,
26,
13,
13
],
[
32,
16,
16,
32,
16,
16
],
[
44.827586,
44.827586,
44.827586,
44.827586,
44.827586,
44.827586
],
[
4.524768,
7.661971,
1.564503,
2.02506,
2.682073,
1.319448
],
[
551196,
551196,
74633,
2268958,
2268958,
897452
],
[
-36246,
-36246,
-29948,
-750551,
-592970,
-750551
],
[
118,
105,
131,
118,
105,
131
],
[
203,
180,
226,
203,
180,
226
],
[
49,
45,
54,
49,
45,
54
],
[
6879,
3071,
3808,
6879,
3071,
3808
],
[
0,
172.905181,
0,
0,
172.905181,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-210928,
-51451,
-316418,
-172608,
310210,
-427081
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758426207679,
"expiration_time": 1763143200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 196,
"offset": 14
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 31,
"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) |
|---|