| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1028291.3544 | 980719.866 | 47571.4883 | 2015827.1917 | 4082766.864 | -2066939.6723 |
| Total P&L (%) | 1028.2914 | 980.7199 | 47.5715 | 2015.8272 | 4082.7669 | -2066.9397 |
| Avg Daily Profit (%) | 0.5658 | 0.5396 | 0.0262 | 0.1681 | 0.2057 | 0 |
| Buy And Hold Return (%) | 579.868 | 579.868 | 579.868 | 579.868 | 579.868 | 579.868 |
| Max Trade Drawdown | -225788 | -135948 | -148750 | -4936131 | -1778630 | -3960233 |
| Profit Factor | 2.6012 | 4.1351 | 1.1444 | 1.2198 | 2.0683 | 0.6136 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 50 | 44.186 | 55.814 | 50 | 44.186 | 55.814 |
| Ratio Avg Win / Avg Loss | 2.6012 | 5.2233 | 0.906 | 1.2198 | 2.6126 | 0.4858 |
| Largest Winning Trade | 520105 | 520105 | 71232 | 3594958 | 3594958 | 410544 |
| Largest Losing Trade | -51780 | -30550 | -51780 | -1705203 | -712498 | -1705203 |
| Avg Bars in Trades | 60 | 67 | 53 | 60 | 67 | 53 |
| Avg Bars in Winners | 73 | 83 | 66 | 73 | 83 | 66 |
| Avg Bars in Losers | 47 | 55 | 37 | 47 | 55 | 37 |
| Bars Traded | 5206 | 2916 | 2290 | 5206 | 2916 | 2290 |
| Profit Streak | 59.7583 | 96.0916 | 59.7583 | 59.7583 | 96.0916 | 59.7583 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321541 | 284511 | -385638 | 211601 | 387605 | -579413 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606204800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757729517828,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 173,
"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": [
[
1028291.354356799,
980719.8660169211,
47571.4883398778,
2015827.1916567357,
4082766.863994165,
-2066939.6723374273
],
[
1028.291354,
980.719866,
47.571488,
2015.827192,
4082.766864,
-2066.939672
],
[
0.565825,
0.539649,
0.026177,
0.168081,
0.205653,
0
],
[
579.867987,
579.867987,
579.867987,
579.867987,
579.867987,
579.867987
],
[
-225788,
-135948,
-148750,
-4936131,
-1778630,
-3960233
],
[
2.601207,
4.135074,
1.144429,
1.219796,
2.068318,
0.613632
],
[
86,
43,
43,
86,
43,
43
],
[
43,
19,
24,
43,
19,
24
],
[
43,
24,
19,
43,
24,
19
],
[
50,
44.186047,
55.813953,
50,
44.186047,
55.813953
],
[
2.601207,
5.223251,
0.906006,
1.219796,
2.612612,
0.485792
],
[
520105,
520105,
71232,
3594958,
3594958,
410544
],
[
-51780,
-30550,
-51780,
-1705203,
-712498,
-1705203
],
[
60,
67,
53,
60,
67,
53
],
[
73,
83,
66,
73,
83,
66
],
[
47,
55,
37,
47,
55,
37
],
[
5206,
2916,
2290,
5206,
2916,
2290
],
[
59.758308,
96.091641,
59.758308,
59.758308,
96.091642,
59.758308
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321541,
284511,
-385638,
211601,
387605,
-579413
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5452,
"evaluation_days": 1817.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606204800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757729517828,
"expiration_time": 1762432128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 173,
"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) |
|---|