| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1406903.0896 | 1446305.5582 | -39402.4686 | 284611.2923 | 1694599.7076 | -1409988.4153 |
| Total P&L (%) | 1406.9031 | 1446.3056 | -39.4025 | 284.6113 | 1694.5997 | -1409.9884 |
| Avg Daily Profit (%) | 0.7754 | 0.7972 | -0.0217 | 0.0743 | 0.1593 | 0 |
| Buy And Hold Return (%) | 667.0838 | 667.0838 | 667.0838 | 667.0838 | 667.0838 | 667.0838 |
| Max Trade Drawdown | -122620 | -82934 | -108921 | -1354058 | -824327 | -1606893 |
| Profit Factor | 2.9332 | 4.6026 | 0.8793 | 1.0404 | 1.4816 | 0.6001 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 51.8987 | 52.5 | 51.2821 | 51.8987 | 52.5 | 51.2821 |
| Ratio Avg Win / Avg Loss | 2.7185 | 4.1643 | 0.8353 | 0.9643 | 1.3405 | 0.5701 |
| Largest Winning Trade | 1106672 | 1106672 | 66218 | 1255493 | 1255493 | 443727 |
| Largest Losing Trade | -44751 | -44751 | -36042 | -614320 | -514529 | -614320 |
| Avg Bars in Trades | 66 | 74 | 57 | 66 | 74 | 57 |
| Avg Bars in Winners | 75 | 89 | 59 | 75 | 89 | 59 |
| Avg Bars in Losers | 56 | 57 | 54 | 56 | 57 | 54 |
| Bars Traded | 5225 | 2989 | 2237 | 5225 | 2989 | 2237 |
| Profit Streak | 4.8016 | 68.4683 | 0 | 4.8016 | 68.4683 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18105 | 583147 | -580591 | -467807 | 240664 | -580591 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757474057508,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 127,
"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": [
[
1406903.0895566903,
1446305.5581648464,
-39402.4686081557,
284611.2923047687,
1694599.7076391794,
-1409988.4153344105
],
[
1406.90309,
1446.305558,
-39.402469,
284.611292,
1694.599708,
-1409.988415
],
[
0.775439,
0.797157,
-0.021717,
0.074273,
0.159269,
0
],
[
667.083847,
667.083847,
667.083847,
667.083847,
667.083847,
667.083847
],
[
-122620,
-82934,
-108921,
-1354058,
-824327,
-1606893
],
[
2.93316,
4.602611,
0.87925,
1.040401,
1.481606,
0.60012
],
[
79,
40,
39,
79,
40,
39
],
[
41,
21,
20,
41,
21,
20
],
[
38,
19,
19,
38,
19,
19
],
[
51.898734,
52.5,
51.282051,
51.898734,
52.5,
51.282051
],
[
2.718539,
4.164267,
0.835287,
0.964274,
1.340501,
0.570114
],
[
1106672,
1106672,
66218,
1255493,
1255493,
443727
],
[
-44751,
-44751,
-36042,
-614320,
-514529,
-614320
],
[
66,
74,
57,
66,
74,
57
],
[
75,
89,
59,
75,
89,
59
],
[
56,
57,
54,
56,
57,
54
],
[
5225,
2989,
2237,
5225,
2989,
2237
],
[
4.801591,
68.468258,
0,
4.801591,
68.468258,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18105,
583147,
-580591,
-467807,
240664,
-580591
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757474057508,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 127,
"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) |
|---|