| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1459211.5787 | 1372868.2848 | 86343.2939 | 8321062.8779 | 20114024.2522 | -11792961.3742 |
| Total P&L (%) | 1459.2116 | 1372.8683 | 86.3433 | 8321.0629 | 20114.0243 | -11792.9614 |
| Avg Daily Profit (%) | 0.7996 | 0.7523 | 0.0473 | 0.2432 | 0.2913 | 0 |
| Buy And Hold Return (%) | 839.9831 | 839.9831 | 839.9831 | 839.9831 | 839.9831 | 839.9831 |
| Max Trade Drawdown | -135388 | -117986 | -73691 | -15996506 | -8819575 | -13923683 |
| Profit Factor | 3.7059 | 6.6482 | 1.2915 | 1.1676 | 2.0552 | 0.6143 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 51.4706 | 52.9412 | 50 | 51.4706 | 52.9412 | 50 |
| Ratio Avg Win / Avg Loss | 3.4941 | 5.9095 | 1.2915 | 1.1009 | 1.8268 | 0.6143 |
| Largest Winning Trade | 755860 | 755860 | 62820 | 12330616 | 12330616 | 5883001 |
| Largest Losing Trade | -50441 | -50441 | -43904 | -8370221 | -3580252 | -8370221 |
| Avg Bars in Trades | 76 | 78 | 75 | 76 | 78 | 75 |
| Avg Bars in Winners | 94 | 91 | 97 | 94 | 91 | 97 |
| Avg Bars in Losers | 58 | 62 | 53 | 58 | 62 | 53 |
| Bars Traded | 5229 | 2657 | 2572 | 5229 | 2657 | 2572 |
| Profit Streak | 52.9174 | 76.2508 | 0 | 52.9174 | 76.2508 | 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 | -101378 | 463745 | -295488 | -140456 | 491285 | -580795 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5475,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607241600000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758405665655,
"expiration_time": 1763114400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 47,
"offset": 175
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 211,
"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": [
[
1459211.5786931927,
1372868.2847904775,
86343.2939027154,
8321062.877915593,
20114024.252157412,
-11792961.374241814
],
[
1459.211579,
1372.868285,
86.343294,
8321.062878,
20114.024252,
-11792.961374
],
[
0.799568,
0.752257,
0.047311,
0.243217,
0.291326,
0
],
[
839.983094,
839.983094,
839.983094,
839.983094,
839.983094,
839.983094
],
[
-135388,
-117986,
-73691,
-15996506,
-8819575,
-13923683
],
[
3.705865,
6.648205,
1.291489,
1.167645,
2.055153,
0.614262
],
[
68,
34,
34,
68,
34,
34
],
[
35,
18,
17,
35,
18,
17
],
[
33,
16,
17,
33,
16,
17
],
[
51.470588,
52.941176,
50,
51.470588,
52.941176,
50
],
[
3.494101,
5.909516,
1.291489,
1.100922,
1.826803,
0.614262
],
[
755860,
755860,
62820,
12330616,
12330616,
5883001
],
[
-50441,
-50441,
-43904,
-8370221,
-3580252,
-8370221
],
[
76,
78,
75,
76,
78,
75
],
[
94,
91,
97,
94,
91,
97
],
[
58,
62,
53,
58,
62,
53
],
[
5229,
2657,
2572,
5229,
2657,
2572
],
[
52.917426,
76.25076,
0,
52.917427,
76.25076,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101378,
463745,
-295488,
-140456,
491285,
-580795
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5475,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607241600000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758405665655,
"expiration_time": 1763114400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 47,
"offset": 175
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 211,
"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) |
|---|