| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1049035.1072 | 980381.6948 | 68653.4124 | 3403603.5798 | 2897481.084 | 506122.4958 |
| Total P&L (%) | 1049.0351 | 980.3817 | 68.6534 | 3403.6036 | 2897.4811 | 506.1225 |
| Avg Daily Profit (%) | 0.5746 | 0.537 | 0.0376 | 0.195 | 0.1864 | 0.0987 |
| Buy And Hold Return (%) | 790.8566 | 790.8566 | 790.8566 | 790.8566 | 790.8566 | 790.8566 |
| Max Trade Drawdown | -63399 | -45229 | -53245 | -3291853 | -1932226 | -1555004 |
| Profit Factor | 3.711 | 6.1846 | 1.347 | 1.3674 | 1.6218 | 1.1099 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 49.4737 | 48.9362 | 50 | 49.4737 | 48.9362 | 50 |
| Ratio Avg Win / Avg Loss | 3.79 | 6.4535 | 1.347 | 1.3965 | 1.6923 | 1.1099 |
| Largest Winning Trade | 485966 | 485966 | 67460 | 3554916 | 3554916 | 1457210 |
| Largest Losing Trade | -36518 | -36518 | -28341 | -1110410 | -972254 | -1110410 |
| Avg Bars in Trades | 54 | 47 | 60 | 54 | 47 | 60 |
| Avg Bars in Winners | 84 | 70 | 97 | 84 | 70 | 97 |
| Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
| Bars Traded | 5132 | 2209 | 2923 | 5132 | 2209 | 2923 |
| Profit Streak | 0 | 51.0749 | 0 | 0 | 51.0749 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -46076 | -71543 | -307984 | 237130 | 313287 | -326013 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5477,
"evaluation_days": 1825.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606867200000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758448073965,
"expiration_time": 1763173728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 213
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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": [
[
1049035.1072170043,
980381.6947805537,
68653.4124364509,
3403603.579811361,
2897481.0840161354,
506122.4957952264
],
[
1049.035107,
980.381695,
68.653412,
3403.60358,
2897.481084,
506.122496
],
[
0.574603,
0.536998,
0.037605,
0.194988,
0.186426,
0.098747
],
[
790.856572,
790.856572,
790.856572,
790.856572,
790.856572,
790.856572
],
[
-63399,
-45229,
-53245,
-3291853,
-1932226,
-1555004
],
[
3.711024,
6.184625,
1.346984,
1.367405,
1.621761,
1.109936
],
[
95,
47,
48,
95,
47,
48
],
[
47,
23,
24,
47,
23,
24
],
[
48,
24,
24,
48,
24,
24
],
[
49.473684,
48.93617,
50,
49.473684,
48.93617,
50
],
[
3.789982,
6.453521,
1.346984,
1.396499,
1.692272,
1.109936
],
[
485966,
485966,
67460,
3554916,
3554916,
1457210
],
[
-36518,
-36518,
-28341,
-1110410,
-972254,
-1110410
],
[
54,
47,
60,
54,
47,
60
],
[
84,
70,
97,
84,
70,
97
],
[
24,
24,
24,
24,
24,
24
],
[
5132,
2209,
2923,
5132,
2209,
2923
],
[
0,
51.07493,
0,
0,
51.07493,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46076,
-71543,
-307984,
237130,
313287,
-326013
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5477,
"evaluation_days": 1825.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606867200000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758448073965,
"expiration_time": 1763173728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 213
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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) |
|---|