| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1354057.6085 | 1295133.2432 | 58924.3652 | 2800420.8905 | 3125763.2812 | -325342.3907 |
| Total P&L (%) | 1354.0576 | 1295.1332 | 58.9244 | 2800.4209 | 3125.7633 | -325.3424 |
| Avg Daily Profit (%) | 0.7424 | 0.7101 | 0.0323 | 0.1848 | 0.1906 | 0 |
| Buy And Hold Return (%) | 818.8663 | 818.8663 | 818.8663 | 818.8663 | 818.8663 | 818.8663 |
| Max Trade Drawdown | -149002 | -84720 | -94978 | -1788925 | -976212 | -1182062 |
| Profit Factor | 3.4431 | 5.2018 | 1.2395 | 1.4821 | 1.9427 | 0.8695 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 47.8873 | 42.8571 | 52.7778 | 47.8873 | 42.8571 | 52.7778 |
| Ratio Avg Win / Avg Loss | 3.7469 | 6.9358 | 1.109 | 1.6129 | 2.5903 | 0.778 |
| Largest Winning Trade | 536025 | 536025 | 66564 | 1781454 | 1781454 | 367748 |
| Largest Losing Trade | -55109 | -32844 | -55109 | -965180 | -797076 | -965180 |
| Avg Bars in Trades | 73 | 99 | 48 | 73 | 99 | 48 |
| Avg Bars in Winners | 87 | 128 | 54 | 87 | 128 | 54 |
| Avg Bars in Losers | 61 | 77 | 42 | 61 | 77 | 42 |
| Bars Traded | 5235 | 3476 | 1759 | 5235 | 3476 | 1759 |
| Profit Streak | 0 | 140.015 | 0 | 0 | 140.015 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -82039 | 318079 | -315438 | -84621 | 267700 | -580420 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5472,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606665600000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758298898731,
"expiration_time": 1763025408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 206,
"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": [
[
1354057.6084510793,
1295133.243201131,
58924.3652499485,
2800420.8904974675,
3125763.2812380544,
-325342.3907405871
],
[
1354.057608,
1295.133243,
58.924365,
2800.42089,
3125.763281,
-325.342391
],
[
0.742356,
0.710051,
0.032305,
0.184789,
0.190629,
0
],
[
818.866344,
818.866344,
818.866344,
818.866344,
818.866344,
818.866344
],
[
-149002,
-84720,
-94978,
-1788925,
-976212,
-1182062
],
[
3.443096,
5.201844,
1.239521,
1.482142,
1.942717,
0.869477
],
[
71,
35,
36,
71,
35,
36
],
[
34,
15,
19,
34,
15,
19
],
[
37,
20,
17,
37,
20,
17
],
[
47.887324,
42.857143,
52.777778,
47.887324,
42.857143,
52.777778
],
[
3.746898,
6.935792,
1.109045,
1.612919,
2.590289,
0.777953
],
[
536025,
536025,
66564,
1781454,
1781454,
367748
],
[
-55109,
-32844,
-55109,
-965180,
-797076,
-965180
],
[
73,
99,
48,
73,
99,
48
],
[
87,
128,
54,
87,
128,
54
],
[
61,
77,
42,
61,
77,
42
],
[
5235,
3476,
1759,
5235,
3476,
1759
],
[
0,
140.015032,
0,
0,
140.015032,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-82039,
318079,
-315438,
-84621,
267700,
-580420
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5472,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606665600000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758298898731,
"expiration_time": 1763025408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 206,
"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) |
|---|