| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1250028.4145 | 1217260.1983 | 32768.2162 | 1862254.2828 | 1747906.8561 | 114347.4267 |
| Total P&L (%) | 1250.0284 | 1217.2602 | 32.7682 | 1862.2543 | 1747.9069 | 114.3474 |
| Avg Daily Profit (%) | 0.688 | 0.6699 | 0.018 | 0.164 | 0.1606 | 0.042 |
| Buy And Hold Return (%) | 588.7823 | 588.7823 | 588.7823 | 588.7823 | 588.7823 | 588.7823 |
| Max Trade Drawdown | -129227 | -81540 | -93283 | -2287206 | -1369648 | -1103932 |
| Profit Factor | 3.2983 | 5.5341 | 1.119 | 1.3075 | 1.5846 | 1.0373 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 41.791 | 42.4242 | 41.1765 | 41.791 | 42.4242 | 41.1765 |
| Ratio Avg Win / Avg Loss | 4.5941 | 7.5106 | 1.5985 | 1.8211 | 2.1506 | 1.4818 |
| Largest Winning Trade | 654876 | 654876 | 74090 | 1525275 | 1525275 | 782266 |
| Largest Losing Trade | -38386 | -34221 | -38386 | -628255 | -628255 | -481178 |
| Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
| Avg Bars in Winners | 127 | 110 | 144 | 127 | 110 | 144 |
| Avg Bars in Losers | 42 | 44 | 41 | 42 | 44 | 41 |
| Bars Traded | 5249 | 2390 | 2859 | 5249 | 2390 | 2859 |
| Profit Streak | 0 | 105.7333 | 0 | 0 | 105.7333 | 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 | -112024 | 410105 | -426527 | -118465 | 183138 | -485586 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5451,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603641600000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757698554536,
"expiration_time": 1762402464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 94,
"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": [
[
1250028.414511804,
1217260.1983283816,
32768.2161834222,
1862254.282840023,
1747906.8560905792,
114347.426749444
],
[
1250.028415,
1217.260198,
32.768216,
1862.254283,
1747.906856,
114.347427
],
[
0.687963,
0.669929,
0.018034,
0.163958,
0.160648,
0.04197
],
[
588.782275,
588.782275,
588.782275,
588.782275,
588.782275,
588.782275
],
[
-129227,
-81540,
-93283,
-2287206,
-1369648,
-1103932
],
[
3.298341,
5.534097,
1.118978,
1.307473,
1.584628,
1.037285
],
[
67,
33,
34,
67,
33,
34
],
[
28,
14,
14,
28,
14,
14
],
[
39,
19,
20,
39,
19,
20
],
[
41.791045,
42.424242,
41.176471,
41.791045,
42.424242,
41.176471
],
[
4.594118,
7.510561,
1.59854,
1.821123,
2.150567,
1.481835
],
[
654876,
654876,
74090,
1525275,
1525275,
782266
],
[
-38386,
-34221,
-38386,
-628255,
-628255,
-481178
],
[
78,
72,
84,
78,
72,
84
],
[
127,
110,
144,
127,
110,
144
],
[
42,
44,
41,
42,
44,
41
],
[
5249,
2390,
2859,
5249,
2390,
2859
],
[
0,
105.73327,
0,
0,
105.73327,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112024,
410105,
-426527,
-118465,
183138,
-485586
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5451,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603641600000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757698554536,
"expiration_time": 1762402464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 94,
"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) |
|---|