| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 859254.836 | 1042293.9685 | -183039.1325 | -88059.0497 | 12657.3482 | -100716.3979 |
| Total P&L (%) | 859.2548 | 1042.294 | -183.0391 | -88.0591 | 12.6573 | -100.7164 |
| Avg Daily Profit (%) | 0.4717 | 0.5722 | -0.1005 | -0.1166 | 0.0065 | 0 |
| Buy And Hold Return (%) | 567.3923 | 567.3923 | 567.3923 | 567.3923 | 567.3923 | 567.3923 |
| Max Trade Drawdown | -255253 | -153670 | -221461 | -102326 | -64483 | -74481 |
| Profit Factor | 2.001 | 3.8508 | 0.6286 | 0.6632 | 1.1089 | 0.3065 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Profitability (%) | 41.7722 | 43.5897 | 40 | 41.7722 | 43.5897 | 40 |
| Ratio Avg Win / Avg Loss | 2.7893 | 4.9834 | 0.9429 | 0.9245 | 1.435 | 0.4597 |
| Largest Winning Trade | 651429 | 651429 | 75839 | 79988 | 79988 | 12447 |
| Largest Losing Trade | -80725 | -51394 | -80725 | -42698 | -40889 | -42698 |
| Avg Bars in Trades | 89 | 83 | 96 | 89 | 83 | 96 |
| Avg Bars in Winners | 135 | 119 | 152 | 135 | 119 | 152 |
| Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
| Bars Traded | 7098 | 3248 | 3850 | 7098 | 3248 | 3850 |
| Profit Streak | 0 | 106.1776 | 0 | 0 | 106.1776 | 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 | -30441 | 312530 | -584638 | -615255 | -452153 | -584638 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7286,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603692000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758125746673,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 24,
"offset": 0,
"a": 0.14616
}
}
}
{
"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": [
[
859254.8359607273,
1042293.9684765136,
-183039.1325157862,
-88059.0497042384,
12657.3481571266,
-100716.397861365
],
[
859.254836,
1042.293968,
-183.039133,
-88.05905,
12.657348,
-100.716398
],
[
0.471729,
0.572217,
-0.100488,
-0.116605,
0.006543,
0
],
[
567.39234,
567.39234,
567.39234,
567.39234,
567.39234,
567.39234
],
[
-255253,
-153670,
-221461,
-102326,
-64483,
-74481
],
[
2.000994,
3.850843,
0.628568,
0.663247,
1.108862,
0.306479
],
[
79,
39,
40,
79,
39,
40
],
[
33,
17,
16,
33,
17,
16
],
[
46,
22,
24,
46,
22,
24
],
[
41.772152,
43.589744,
40,
41.772152,
43.589744,
40
],
[
2.789264,
4.983444,
0.942852,
0.924527,
1.434997,
0.459718
],
[
651429,
651429,
75839,
79988,
79988,
12447
],
[
-80725,
-51394,
-80725,
-42698,
-40889,
-42698
],
[
89,
83,
96,
89,
83,
96
],
[
135,
119,
152,
135,
119,
152
],
[
57,
55,
59,
57,
55,
59
],
[
7098,
3248,
3850,
7098,
3248,
3850
],
[
0,
106.177623,
0,
0,
106.177624,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30441,
312530,
-584638,
-615255,
-452153,
-584638
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7286,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603692000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758125746673,
"expiration_time": 1762831728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 24,
"offset": 0,
"a": 0.14616
}
}
}
| # | 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) |
|---|