| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 967529.3159 | 870141.2438 | 97388.0721 | 8452176.9672 | 6765679.325 | 1686497.6422 |
| Total P&L (%) | 967.5293 | 870.1412 | 97.3881 | 8452.177 | 6765.6793 | 1686.4976 |
| Avg Daily Profit (%) | 0.5312 | 0.4778 | 0.0535 | 0.2446 | 0.2325 | 0.1584 |
| Buy And Hold Return (%) | 730.2461 | 730.2461 | 730.2461 | 730.2461 | 730.2461 | 730.2461 |
| Max Trade Drawdown | -64216 | -55700 | -72997 | -7568081 | -6310807 | -5708658 |
| Profit Factor | 2.8073 | 4.6603 | 1.3272 | 1.3255 | 1.5957 | 1.1154 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 |
| Ratio Avg Win / Avg Loss | 3.5871 | 5.9548 | 1.6959 | 1.6937 | 2.0389 | 1.4253 |
| Largest Winning Trade | 294895 | 294895 | 71149 | 4400587 | 4400587 | 2917076 |
| Largest Losing Trade | -36676 | -26257 | -36676 | -2758452 | -2527628 | -2758452 |
| Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
| Avg Bars in Winners | 98 | 84 | 112 | 98 | 84 | 112 |
| Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
| Bars Traded | 5272 | 2467 | 2805 | 5272 | 2467 | 2805 |
| 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 | -59608 | -90555 | -288263 | -1379 | 323332 | -93027 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5464,
"evaluation_days": 1821.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758076554490,
"expiration_time": 1762788096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 72,
"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": [
[
967529.3159387778,
870141.2437987821,
97388.0721399954,
8452176.96720183,
6765679.324991138,
1686497.6422106903
],
[
967.529316,
870.141244,
97.388072,
8452.176967,
6765.679325,
1686.497642
],
[
0.531221,
0.47775,
0.053471,
0.244558,
0.232469,
0.158408
],
[
730.24606,
730.24606,
730.24606,
730.24606,
730.24606,
730.24606
],
[
-64216,
-55700,
-72997,
-7568081,
-6310807,
-5708658
],
[
2.807312,
4.660251,
1.327229,
1.325479,
1.595653,
1.115435
],
[
82,
41,
41,
82,
41,
41
],
[
36,
18,
18,
36,
18,
18
],
[
46,
23,
23,
46,
23,
23
],
[
43.902439,
43.902439,
43.902439,
43.902439,
43.902439,
43.902439
],
[
3.587121,
5.954765,
1.695904,
1.693668,
2.03889,
1.425277
],
[
294895,
294895,
71149,
4400587,
4400587,
2917076
],
[
-36676,
-26257,
-36676,
-2758452,
-2527628,
-2758452
],
[
64,
60,
68,
64,
60,
68
],
[
98,
84,
112,
98,
84,
112
],
[
37,
41,
33,
37,
41,
33
],
[
5272,
2467,
2805,
5272,
2467,
2805
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59608,
-90555,
-288263,
-1379,
323332,
-93027
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5464,
"evaluation_days": 1821.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758076554490,
"expiration_time": 1762788096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 72,
"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) |
|---|