| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1279719.2172 | 73511.1734 | -1353230.3906 | -10155041.6448 | 6010126.3973 | -16165168.0421 |
| Total P&L (%) | -1279.7192 | 73.5112 | -1353.2304 | -10155.0416 | 6010.1264 | -16165.168 |
| Avg Daily Profit (%) | -0.7012 | 0.0403 | -0.7415 | 0 | 0.2256 | 0 |
| Buy And Hold Return (%) | 793.7938 | 793.7938 | 793.7938 | 793.7938 | 793.7938 | 793.7938 |
| Max Trade Drawdown | -1397751 | -73439 | -1415147 | -32005859 | -7307601 | -30486696 |
| Profit Factor | 0.367 | 1.2719 | 0.2273 | 0.8205 | 1.4084 | 0.6137 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 49 | 24 | 25 | 48 | 22 | 26 |
| Losing Trades | 41 | 21 | 20 | 42 | 23 | 19 |
| Profitability (%) | 54.4444 | 53.3333 | 55.5556 | 53.3333 | 48.8889 | 57.7778 |
| Ratio Avg Win / Avg Loss | 0.3071 | 1.1129 | 0.1818 | 0.7179 | 1.4724 | 0.4485 |
| Largest Winning Trade | 62947 | 62947 | 52717 | 6265276 | 5067163 | 6265276 |
| Largest Losing Trade | -820973 | -58159 | -820973 | -28707060 | -3224989 | -28707060 |
| Avg Bars in Trades | 57 | 40 | 74 | 57 | 40 | 74 |
| Avg Bars in Winners | 52 | 44 | 60 | 53 | 44 | 61 |
| Avg Bars in Losers | 63 | 37 | 90 | 62 | 37 | 91 |
| Bars Traded | 5174 | 1837 | 3337 | 5174 | 1837 | 3337 |
| Profit Streak | 11.0177 | 49.0177 | 0 | 0 | 0 | 57.351 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579320 | -303477 | -579991 | -580105 | 310915 | -578723 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5475,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605052800000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758385526140,
"expiration_time": 1763114400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 151,
"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": [
[
-1279719.2172422537,
73511.1733999026,
-1353230.3906421557,
-10155041.64477761,
6010126.397289434,
-16165168.042067053
],
[
-1279.719217,
73.511173,
-1353.230391,
-10155.041645,
6010.126397,
-16165.168042
],
[
-0.701216,
0.04028,
-0.741496,
0,
0.225598,
0
],
[
793.793764,
793.793764,
793.793764,
793.793764,
793.793764,
793.793764
],
[
-1397751,
-73439,
-1415147,
-32005859,
-7307601,
-30486696
],
[
0.366977,
1.271869,
0.227259,
0.820482,
1.408371,
0.613744
],
[
90,
45,
45,
90,
45,
45
],
[
49,
24,
25,
48,
22,
26
],
[
41,
21,
20,
42,
23,
19
],
[
54.444444,
53.333333,
55.555556,
53.333333,
48.888889,
57.777778
],
[
0.307062,
1.112886,
0.181807,
0.717921,
1.472388,
0.448505
],
[
62947,
62947,
52717,
6265276,
5067163,
6265276
],
[
-820973,
-58159,
-820973,
-28707060,
-3224989,
-28707060
],
[
57,
40,
74,
57,
40,
74
],
[
52,
44,
60,
53,
44,
61
],
[
63,
37,
90,
62,
37,
91
],
[
5174,
1837,
3337,
5174,
1837,
3337
],
[
11.017664,
49.017664,
0,
0,
0,
57.350997
],
[
1,
2,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579320,
-303477,
-579991,
-580105,
310915,
-578723
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5475,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605052800000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758385526140,
"expiration_time": 1763114400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 151,
"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) |
|---|