| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1701594.3659 | 1664892.575 | 36701.7909 | 1342515.3697 | 2427220.2439 | -1084704.8743 |
| Total P&L (%) | 1701.5944 | 1664.8926 | 36.7018 | 1342.5154 | 2427.2202 | -1084.7049 |
| Avg Daily Profit (%) | 0.9355 | 0.9153 | 0.0202 | 0.1468 | 0.1777 | 0 |
| Buy And Hold Return (%) | 590.0582 | 590.0582 | 590.0582 | 590.0582 | 590.0582 | 590.0582 |
| Max Trade Drawdown | -145097 | -132314 | -41187 | -6300690 | -5584810 | -1774586 |
| Profit Factor | 3.45 | 4.2557 | 1.2004 | 1.0853 | 1.2107 | 0.7434 |
| Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
| Profitability (%) | 50.4274 | 44.8276 | 55.9322 | 50.4274 | 44.8276 | 55.9322 |
| Ratio Avg Win / Avg Loss | 3.3915 | 5.2378 | 0.9458 | 1.0669 | 1.4901 | 0.5857 |
| Largest Winning Trade | 1067305 | 1067305 | 21793 | 3570016 | 3570016 | 281518 |
| Largest Losing Trade | -72663 | -72663 | -18478 | -3011042 | -3011042 | -747024 |
| Avg Bars in Trades | 45 | 83 | 6 | 45 | 83 | 6 |
| Avg Bars in Winners | 45 | 96 | 6 | 45 | 96 | 6 |
| Avg Bars in Losers | 44 | 73 | 7 | 44 | 73 | 7 |
| Bars Traded | 5265 | 4863 | 402 | 5265 | 4863 | 402 |
| 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 | 613211 | -164821 | -509506 | -128045 | -176802 | -756411 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5457,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757877040365,
"expiration_time": 1762580448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
1701594.365948994,
1664892.5750220893,
36701.7909269042,
1342515.3696564073,
2427220.243943063,
-1084704.874286654
],
[
1701.594366,
1664.892575,
36.701791,
1342.51537,
2427.220244,
-1084.704874
],
[
0.935456,
0.915279,
0.020177,
0.146835,
0.177712,
0
],
[
590.058206,
590.058206,
590.058206,
590.058206,
590.058206,
590.058206
],
[
-145097,
-132314,
-41187,
-6300690,
-5584810,
-1774586
],
[
3.450023,
4.255701,
1.200398,
1.085254,
1.210692,
0.743388
],
[
117,
58,
59,
117,
58,
59
],
[
59,
26,
33,
59,
26,
33
],
[
58,
32,
26,
58,
32,
26
],
[
50.42735,
44.827586,
55.932203,
50.42735,
44.827586,
55.932203
],
[
3.391548,
5.237785,
0.945768,
1.06686,
1.490082,
0.5857
],
[
1067305,
1067305,
21793,
3570016,
3570016,
281518
],
[
-72663,
-72663,
-18478,
-3011042,
-3011042,
-747024
],
[
45,
83,
6,
45,
83,
6
],
[
45,
96,
6,
45,
96,
6
],
[
44,
73,
7,
44,
73,
7
],
[
5265,
4863,
402,
5265,
4863,
402
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
613211,
-164821,
-509506,
-128045,
-176802,
-756411
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5457,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757877040365,
"expiration_time": 1762580448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|