| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -863517.3233 | 83476.0456 | -946993.3689 | -1512694.0981 | -5460452.2801 | 3947758.1819 |
| Total P&L (%) | -863.5173 | 83.476 | -946.9934 | -1512.6941 | -5460.4523 | 3947.7582 |
| Avg Daily Profit (%) | -0.4759 | 0.046 | -0.522 | 0 | 0 | 0.2042 |
| Buy And Hold Return (%) | 607.6551 | 607.6551 | 607.6551 | 607.6551 | 607.6551 | 607.6551 |
| Max Trade Drawdown | -931928 | -140226 | -974929 | -14682415 | -10344072 | -4385842 |
| Profit Factor | 0.4068 | 1.3298 | 0.2125 | 0.9348 | 0.5938 | 1.4043 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 37 | 18 | 19 | 40 | 21 | 19 |
| Losing Trades | 39 | 20 | 19 | 36 | 17 | 19 |
| Profitability (%) | 48.6842 | 47.3684 | 50 | 52.6316 | 55.2632 | 50 |
| Ratio Avg Win / Avg Loss | 0.4288 | 1.4776 | 0.2125 | 0.8413 | 0.4807 | 1.4043 |
| Largest Winning Trade | 85753 | 85753 | 63755 | 7100441 | 1851621 | 7100441 |
| Largest Losing Trade | -508471 | -76128 | -508471 | -9107622 | -9107622 | -3855100 |
| Avg Bars in Trades | 68 | 73 | 64 | 68 | 73 | 64 |
| Avg Bars in Winners | 35 | 36 | 34 | 66 | 69 | 62 |
| Avg Bars in Losers | 100 | 107 | 93 | 71 | 78 | 65 |
| Bars Traded | 5241 | 2804 | 2437 | 5241 | 2804 | 2437 |
| Profit Streak | 3.529 | 23.1957 | 0 | 0 | 0 | 21.8624 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -635721 | -296946 | -580764 | -634214 | -580082 | 324790 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757479308984,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 166,
"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": [
[
-863517.3232781107,
83476.0455900286,
-946993.3688681393,
-1512694.0981411315,
-5460452.280061111,
3947758.1819199794
],
[
-863.517323,
83.476046,
-946.993369,
-1512.694098,
-5460.45228,
3947.758182
],
[
-0.475943,
0.046009,
-0.521952,
0,
0,
0.204181
],
[
607.655052,
607.655052,
607.655052,
607.655052,
607.655052,
607.655052
],
[
-931928,
-140226,
-974929,
-14682415,
-10344072,
-4385842
],
[
0.406797,
1.329838,
0.212548,
0.934817,
0.593827,
1.404346
],
[
76,
38,
38,
76,
38,
38
],
[
37,
18,
19,
40,
21,
19
],
[
39,
20,
19,
36,
17,
19
],
[
48.684211,
47.368421,
50,
52.631579,
55.263158,
50
],
[
0.428786,
1.477597,
0.212548,
0.841335,
0.480717,
1.404346
],
[
85753,
85753,
63755,
7100441,
1851621,
7100441
],
[
-508471,
-76128,
-508471,
-9107622,
-9107622,
-3855100
],
[
68,
73,
64,
68,
73,
64
],
[
35,
36,
34,
66,
69,
62
],
[
100,
107,
93,
71,
78,
65
],
[
5241,
2804,
2437,
5241,
2804,
2437
],
[
3.529039,
23.195706,
0,
0,
0,
21.862372
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-635721,
-296946,
-580764,
-634214,
-580082,
324790
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757479308984,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 166,
"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) |
|---|