| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1612753.118 | 1673980.3599 | -61227.2419 | 142126.5153 | 2448540.3986 | -2306413.8832 |
| Total P&L (%) | 1612.7531 | 1673.9804 | -61.2272 | 142.1265 | 2448.5404 | -2306.4139 |
| Avg Daily Profit (%) | 0.8856 | 0.9193 | -0.0336 | 0.0486 | 0.178 | 0 |
| Buy And Hold Return (%) | 802.2196 | 802.2196 | 802.2196 | 802.2196 | 802.2196 | 802.2196 |
| Max Trade Drawdown | -230354 | -131175 | -162495 | -7115689 | -4808418 | -3438897 |
| Profit Factor | 2.5914 | 3.9386 | 0.862 | 1.0071 | 1.2128 | 0.7307 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
| Profitability (%) | 47.3333 | 45.3333 | 49.3333 | 47.3333 | 45.3333 | 49.3333 |
| Ratio Avg Win / Avg Loss | 2.8834 | 4.7495 | 0.8853 | 1.1206 | 1.4625 | 0.7504 |
| Largest Winning Trade | 1282722 | 1282722 | 55590 | 3010907 | 3010907 | 1282123 |
| Largest Losing Trade | -54542 | -54542 | -35153 | -2090179 | -2090179 | -989627 |
| Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
| Avg Bars in Winners | 38 | 44 | 32 | 38 | 44 | 32 |
| Avg Bars in Losers | 32 | 35 | 30 | 32 | 35 | 30 |
| Bars Traded | 5295 | 2960 | 2335 | 5295 | 2960 | 2335 |
| Profit Streak | 0 | 18.4744 | 0 | 0 | 18.4744 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399997 | -44235 | -637995 | -506810 | -53874 | -637995 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5463,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604908800000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758050585893,
"expiration_time": 1762758432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 146,
"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": [
[
1612753.1180474032,
1673980.359924812,
-61227.2418774089,
142126.5153122477,
2448540.398553102,
-2306413.883240852
],
[
1612.753118,
1673.98036,
-61.227242,
142.126515,
2448.540399,
-2306.413883
],
[
0.885641,
0.919264,
-0.033623,
0.048572,
0.177978,
0
],
[
802.219556,
802.219556,
802.219556,
802.219556,
802.219556,
802.219556
],
[
-230354,
-131175,
-162495,
-7115689,
-4808418,
-3438897
],
[
2.591387,
3.938577,
0.862029,
1.007081,
1.21278,
0.730661
],
[
150,
75,
75,
150,
75,
75
],
[
71,
34,
37,
71,
34,
37
],
[
79,
41,
38,
79,
41,
38
],
[
47.333333,
45.333333,
49.333333,
47.333333,
45.333333,
49.333333
],
[
2.883374,
4.74946,
0.885327,
1.120555,
1.46247,
0.750408
],
[
1282722,
1282722,
55590,
3010907,
3010907,
1282123
],
[
-54542,
-54542,
-35153,
-2090179,
-2090179,
-989627
],
[
35,
39,
31,
35,
39,
31
],
[
38,
44,
32,
38,
44,
32
],
[
32,
35,
30,
32,
35,
30
],
[
5295,
2960,
2335,
5295,
2960,
2335
],
[
0,
18.474374,
0,
0,
18.474374,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399997,
-44235,
-637995,
-506810,
-53874,
-637995
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5463,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604908800000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758050585893,
"expiration_time": 1762758432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 146,
"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) |
|---|