| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1181197.7973 | 1014096.6268 | 167101.1704 | 26475971.5636 | 18865137.2242 | 7610834.3394 |
| Total P&L (%) | 1181.1978 | 1014.0966 | 167.1012 | 26475.9716 | 18865.1372 | 7610.8343 |
| Avg Daily Profit (%) | 0.6466 | 0.5552 | 0.0915 | 0.3061 | 0.2876 | 0.2382 |
| Buy And Hold Return (%) | 662.9388 | 662.9388 | 662.9388 | 662.9388 | 662.9388 | 662.9388 |
| Max Trade Drawdown | -109064 | -62936 | -96378 | -13421333 | -15139996 | -3718863 |
| Profit Factor | 2.1734 | 2.9433 | 1.3447 | 1.4192 | 1.5265 | 1.2785 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
| Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
| Profitability (%) | 40.3636 | 36.9565 | 43.7956 | 40.3636 | 36.9565 | 43.7956 |
| Ratio Avg Win / Avg Loss | 3.2112 | 5.021 | 1.7257 | 2.0968 | 2.604 | 1.6408 |
| Largest Winning Trade | 284893 | 284893 | 45529 | 13385512 | 13385512 | 3900615 |
| Largest Losing Trade | -29353 | -20579 | -29353 | -3212418 | -3212418 | -1783372 |
| Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
| Avg Bars in Winners | 33 | 37 | 29 | 33 | 37 | 29 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 5427 | 2811 | 2616 | 5427 | 2811 | 2616 |
| Profit Streak | 19.8152 | 27.8152 | 0 | 19.8152 | 27.8152 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 222169 | 80183 | -237470 | 338146 | 249208 | 255659 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5480,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758540829267,
"expiration_time": 1763262720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 7,
"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": [
[
1181197.7972738382,
1014096.6268351241,
167101.1704387124,
26475971.5635679,
18865137.224198777,
7610834.339369134
],
[
1181.197797,
1014.096627,
167.10117,
26475.971564,
18865.137224,
7610.834339
],
[
0.64664,
0.555161,
0.091479,
0.306083,
0.287557,
0.238159
],
[
662.938763,
662.938763,
662.938763,
662.938763,
662.938763,
662.938763
],
[
-109064,
-62936,
-96378,
-13421333,
-15139996,
-3718863
],
[
2.173441,
2.943337,
1.344697,
1.419201,
1.526454,
1.278542
],
[
275,
138,
137,
275,
138,
137
],
[
111,
51,
60,
111,
51,
60
],
[
164,
87,
77,
164,
87,
77
],
[
40.363636,
36.956522,
43.79562,
40.363636,
36.956522,
43.79562
],
[
3.211211,
5.020987,
1.725694,
2.096838,
2.603951,
1.640796
],
[
284893,
284893,
45529,
13385512,
13385512,
3900615
],
[
-29353,
-20579,
-29353,
-3212418,
-3212418,
-1783372
],
[
19,
20,
19,
19,
20,
19
],
[
33,
37,
29,
33,
37,
29
],
[
10,
10,
10,
10,
10,
10
],
[
5427,
2811,
2616,
5427,
2811,
2616
],
[
19.815153,
27.815153,
0,
19.815153,
27.815154,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
222169,
80183,
-237470,
338146,
249208,
255659
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5480,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758540829267,
"expiration_time": 1763262720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 7,
"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) |
|---|