| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1088293.9304 | 1019780.2758 | 68513.6546 | 4640912.0345 | 4070075.0123 | 570837.0222 |
| Total P&L (%) | 1088.2939 | 1019.7803 | 68.5137 | 4640.912 | 4070.075 | 570.837 |
| Avg Daily Profit (%) | 0.5958 | 0.5583 | 0.0375 | 0.2115 | 0.2044 | 0.1043 |
| Buy And Hold Return (%) | 652.4687 | 652.4687 | 652.4687 | 652.4687 | 652.4687 | 652.4687 |
| Max Trade Drawdown | -70796 | -51593 | -60222 | -1379957 | -785605 | -1004305 |
| Profit Factor | 3.9161 | 9.0297 | 1.2783 | 1.7763 | 3.1625 | 1.1394 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 42.6471 | 35.2941 | 50 | 42.6471 | 35.2941 | 50 |
| Ratio Avg Win / Avg Loss | 5.2665 | 16.5545 | 1.2783 | 2.3888 | 5.798 | 1.1394 |
| Largest Winning Trade | 532179 | 532179 | 72795 | 2681523 | 2681523 | 1810800 |
| Largest Losing Trade | -37944 | -13198 | -37944 | -1004305 | -520109 | -1004305 |
| Avg Bars in Trades | 76 | 56 | 95 | 76 | 56 | 95 |
| Avg Bars in Winners | 130 | 120 | 137 | 130 | 120 | 137 |
| Avg Bars in Losers | 36 | 22 | 53 | 36 | 22 | 53 |
| Bars Traded | 5197 | 1937 | 3260 | 5197 | 1937 | 3260 |
| Profit Streak | 0 | 115.6521 | 0 | 0 | 115.6521 | 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 | -107318 | 167514 | -308640 | -105132 | 303797 | -286418 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5480,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606262400000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758555537113,
"expiration_time": 1763262720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 9,
"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": [
[
1088293.9303862937,
1019780.2757878467,
68513.6545984473,
4640912.034470375,
4070075.012303893,
570837.0221664809
],
[
1088.29393,
1019.780276,
68.513655,
4640.912034,
4070.075012,
570.837022
],
[
0.59578,
0.558273,
0.037507,
0.211472,
0.204434,
0.104252
],
[
652.468667,
652.468667,
652.468667,
652.468667,
652.468667,
652.468667
],
[
-70796,
-51593,
-60222,
-1379957,
-785605,
-1004305
],
[
3.916116,
9.029726,
1.278286,
1.776286,
3.162539,
1.139355
],
[
68,
34,
34,
68,
34,
34
],
[
29,
12,
17,
29,
12,
17
],
[
39,
22,
17,
39,
22,
17
],
[
42.647059,
35.294118,
50,
42.647059,
35.294118,
50
],
[
5.266501,
16.554497,
1.278286,
2.388799,
5.797987,
1.139355
],
[
532179,
532179,
72795,
2681523,
2681523,
1810800
],
[
-37944,
-13198,
-37944,
-1004305,
-520109,
-1004305
],
[
76,
56,
95,
76,
56,
95
],
[
130,
120,
137,
130,
120,
137
],
[
36,
22,
53,
36,
22,
53
],
[
5197,
1937,
3260,
5197,
1937,
3260
],
[
0,
115.65205,
0,
0,
115.65205,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-107318,
167514,
-308640,
-105132,
303797,
-286418
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5480,
"evaluation_days": 1826.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606262400000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758555537113,
"expiration_time": 1763262720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 9,
"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) |
|---|