| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1147598.8811 | 983524.3619 | 164074.5191 | 18920495.5595 | 11792174.5754 | 7128320.984 |
| Total P&L (%) | 1147.5989 | 983.5244 | 164.0745 | 18920.4956 | 11792.1746 | 7128.321 |
| Avg Daily Profit (%) | 0.6318 | 0.5415 | 0.0903 | 0.2894 | 0.2634 | 0.236 |
| Buy And Hold Return (%) | 575.1163 | 575.1163 | 575.1163 | 575.1163 | 575.1163 | 575.1163 |
| Max Trade Drawdown | -109064 | -69791 | -96378 | -7080609 | -10299205 | -4741849 |
| Profit Factor | 2.1118 | 2.8294 | 1.3318 | 1.3754 | 1.416 | 1.3232 |
| Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
| Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
| Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
| Profitability (%) | 40.636 | 34.7518 | 46.4789 | 40.636 | 34.7518 | 46.4789 |
| Ratio Avg Win / Avg Loss | 3.0851 | 5.3123 | 1.5336 | 2.0092 | 2.6585 | 1.5237 |
| Largest Winning Trade | 287679 | 287679 | 38025 | 9804839 | 9804839 | 3968924 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -2910533 | -2910533 | -1674573 |
| Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
| Avg Bars in Winners | 31 | 38 | 27 | 31 | 38 | 27 |
| Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
| Bars Traded | 5348 | 2757 | 2591 | 5348 | 2757 | 2591 |
| 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 | 249900 | 61316 | -238020 | 308646 | 167431 | 302835 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5449,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757657148391,
"expiration_time": 1762343136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 61,
"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": [
[
1147598.8810626662,
983524.3619326598,
164074.5191300047,
18920495.559451453,
11792174.575438235,
7128320.984013225
],
[
1147.598881,
983.524362,
164.074519,
18920.495559,
11792.174575,
7128.320984
],
[
0.631823,
0.54149,
0.090333,
0.289358,
0.26343,
0.235951
],
[
575.116279,
575.116279,
575.116279,
575.116279,
575.116279,
575.116279
],
[
-109064,
-69791,
-96378,
-7080609,
-10299205,
-4741849
],
[
2.111833,
2.82939,
1.331769,
1.375364,
1.415966,
1.32318
],
[
283,
141,
142,
283,
141,
142
],
[
115,
49,
66,
115,
49,
66
],
[
168,
92,
76,
168,
92,
76
],
[
40.636042,
34.751773,
46.478873,
40.636042,
34.751773,
46.478873
],
[
3.085113,
5.312325,
1.533553,
2.009227,
2.658548,
1.523662
],
[
287679,
287679,
38025,
9804839,
9804839,
3968924
],
[
-29353,
-20579,
-29353,
-2910533,
-2910533,
-1674573
],
[
18,
19,
18,
18,
19,
18
],
[
31,
38,
27,
31,
38,
27
],
[
9,
9,
10,
9,
9,
10
],
[
5348,
2757,
2591,
5348,
2757,
2591
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
249900,
61316,
-238020,
308646,
167431,
302835
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5449,
"evaluation_days": 1816.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757657148391,
"expiration_time": 1762343136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 61,
"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) |
|---|