| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1324727.7364 | 1317837.6542 | 6890.0821 | 1265544.7324 | 1848112.9767 | -582568.2443 |
| Total P&L (%) | 1324.7277 | 1317.8377 | 6.8901 | 1265.5447 | 1848.113 | -582.5682 |
| Avg Daily Profit (%) | 0.7284 | 0.7246 | 0.0038 | 0.1438 | 0.1634 | 0 |
| Buy And Hold Return (%) | 715.119 | 715.119 | 715.119 | 715.119 | 715.119 | 715.119 |
| Max Trade Drawdown | -152915 | -90353 | -67510 | -1169593 | -962420 | -716569 |
| Profit Factor | 3.372 | 5.7808 | 1.0244 | 1.2605 | 1.8165 | 0.7754 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 35 | 36.6667 | 33.3333 | 35 | 36.6667 | 33.3333 |
| Ratio Avg Win / Avg Loss | 6.2623 | 9.9851 | 2.0487 | 2.341 | 3.1376 | 1.5508 |
| Largest Winning Trade | 691002 | 691002 | 73419 | 1442620 | 1442620 | 505438 |
| Largest Losing Trade | -39361 | -34980 | -39361 | -456652 | -456652 | -346934 |
| Avg Bars in Trades | 85 | 90 | 79 | 85 | 90 | 79 |
| Avg Bars in Winners | 147 | 143 | 152 | 147 | 143 | 152 |
| Avg Bars in Losers | 51 | 60 | 43 | 51 | 60 | 43 |
| Bars Traded | 5111 | 2718 | 2393 | 5111 | 2718 | 2393 |
| Profit Streak | 34.4269 | 159.7602 | 34.4269 | 34.4269 | 159.7602 | 34.4269 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167488 | 326618 | -552138 | -186688 | 137189 | -583987 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5456,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606665600000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757844881758,
"expiration_time": 1762550784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 68,
"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": [
[
1324727.7363766138,
1317837.654229585,
6890.0821470286,
1265544.7324207223,
1848112.976740758,
-582568.244320036
],
[
1324.727736,
1317.837654,
6.890082,
1265.544732,
1848.112977,
-582.568244
],
[
0.728405,
0.724616,
0.003789,
0.143842,
0.163409,
0
],
[
715.119012,
715.119012,
715.119012,
715.119012,
715.119012,
715.119012
],
[
-152915,
-90353,
-67510,
-1169593,
-962420,
-716569
],
[
3.372002,
5.780848,
1.024361,
1.260543,
1.816507,
0.775409
],
[
60,
30,
30,
60,
30,
30
],
[
21,
11,
10,
21,
11,
10
],
[
39,
19,
20,
39,
19,
20
],
[
35,
36.666667,
33.333333,
35,
36.666667,
33.333333
],
[
6.262289,
9.985101,
2.048721,
2.341008,
3.137603,
1.550818
],
[
691002,
691002,
73419,
1442620,
1442620,
505438
],
[
-39361,
-34980,
-39361,
-456652,
-456652,
-346934
],
[
85,
90,
79,
85,
90,
79
],
[
147,
143,
152,
147,
143,
152
],
[
51,
60,
43,
51,
60,
43
],
[
5111,
2718,
2393,
5111,
2718,
2393
],
[
34.426872,
159.760205,
34.426872,
34.426872,
159.760206,
34.426872
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167488,
326618,
-552138,
-186688,
137189,
-583987
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5456,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606665600000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757844881758,
"expiration_time": 1762550784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 68,
"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) |
|---|