| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1432281.7549 | 1427788.1565 | 4493.5983 | 1423529.6558 | 3015242.2564 | -1591712.6006 |
| Total P&L (%) | 1432.2818 | 1427.7882 | 4.4936 | 1423.5297 | 3015.2423 | -1591.7126 |
| Avg Daily Profit (%) | 0.7893 | 0.7868 | 0.0025 | 0.1502 | 0.1897 | 0 |
| Buy And Hold Return (%) | 630.6786 | 630.6786 | 630.6786 | 630.6786 | 630.6786 | 630.6786 |
| Max Trade Drawdown | -210936 | -119150 | -120790 | -11663662 | -6458872 | -7009158 |
| Profit Factor | 3.7505 | 6.3599 | 1.0177 | 1.0654 | 1.2624 | 0.845 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Profitability (%) | 41.6667 | 44.4444 | 38.8889 | 41.6667 | 44.4444 | 38.8889 |
| Ratio Avg Win / Avg Loss | 5.2507 | 7.9499 | 1.5992 | 1.4916 | 1.578 | 1.3279 |
| Largest Winning Trade | 983738 | 983738 | 76589 | 4459956 | 3095173 | 4459956 |
| Largest Losing Trade | -36490 | -35399 | -36490 | -3181970 | -3181970 | -1837580 |
| Avg Bars in Trades | 69 | 81 | 56 | 69 | 81 | 56 |
| Avg Bars in Winners | 90 | 81 | 99 | 90 | 81 | 99 |
| Avg Bars in Losers | 54 | 81 | 29 | 54 | 81 | 29 |
| Bars Traded | 4984 | 2939 | 2045 | 4984 | 2939 | 2045 |
| Profit Streak | 0 | 81.7911 | 0 | 0 | 81.7911 | 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 | -72147 | 534497 | -559588 | -233151 | 208154 | -583434 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757501949610,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 147,
"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": [
[
1432281.7548539634,
1427788.1565153012,
4493.5983386623,
1423529.6558286687,
3015242.2563850023,
-1591712.6005563312
],
[
1432.281755,
1427.788157,
4.493598,
1423.529656,
3015.242256,
-1591.712601
],
[
0.789279,
0.786803,
0.002476,
0.150201,
0.189685,
0
],
[
630.678644,
630.678644,
630.678644,
630.678644,
630.678644,
630.678644
],
[
-210936,
-119150,
-120790,
-11663662,
-6458872,
-7009158
],
[
3.750524,
6.359929,
1.017667,
1.065415,
1.262403,
0.845024
],
[
72,
36,
36,
72,
36,
36
],
[
30,
16,
14,
30,
16,
14
],
[
42,
20,
22,
42,
20,
22
],
[
41.666667,
44.444444,
38.888889,
41.666667,
44.444444,
38.888889
],
[
5.250733,
7.949911,
1.599191,
1.491581,
1.578003,
1.327895
],
[
983738,
983738,
76589,
4459956,
3095173,
4459956
],
[
-36490,
-35399,
-36490,
-3181970,
-3181970,
-1837580
],
[
69,
81,
56,
69,
81,
56
],
[
90,
81,
99,
90,
81,
99
],
[
54,
81,
29,
54,
81,
29
],
[
4984,
2939,
2045,
4984,
2939,
2045
],
[
0,
81.791083,
0,
0,
81.791083,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72147,
534497,
-559588,
-233151,
208154,
-583434
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757501949610,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 147,
"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) |
|---|