| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1266778.0365 | 1050144.6215 | 216633.415 | 74188057.2377 | 67778238.8029 | 6409818.4347 |
| Total P&L (%) | 1266.778 | 1050.1446 | 216.6334 | 74188.0572 | 67778.2388 | 6409.8184 |
| Avg Daily Profit (%) | 0.6982 | 0.5788 | 0.1194 | 0.365 | 0.36 | 0.2304 |
| Buy And Hold Return (%) | 489.038 | 489.038 | 489.038 | 489.038 | 489.038 | 489.038 |
| Max Trade Drawdown | -70010 | -67837 | -53706 | -91693758 | -79486927 | -47256859 |
| Profit Factor | 2.7875 | 4.0418 | 1.596 | 1.2036 | 1.3743 | 1.035 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
| Profitability (%) | 38.0682 | 35.2273 | 40.9091 | 38.0682 | 35.2273 | 40.9091 |
| Ratio Avg Win / Avg Loss | 4.5349 | 7.4317 | 2.3054 | 1.9581 | 2.5269 | 1.495 |
| Largest Winning Trade | 282756 | 282756 | 64415 | 66795590 | 66795590 | 28394843 |
| Largest Losing Trade | -21294 | -19902 | -21294 | -29129936 | -12754646 | -29129936 |
| Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
| Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
| Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
| Bars Traded | 5371 | 2501 | 2870 | 5371 | 2501 | 2870 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375202 | 240305 | -200232 | 228090 | 189659 | -177604 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601107200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757484103614,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 14,
"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": [
[
1266778.0365406678,
1050144.6215018705,
216633.415038797,
74188057.2376506,
67778238.8029361,
6409818.43471455
],
[
1266.778037,
1050.144622,
216.633415,
74188.057238,
67778.238803,
6409.818435
],
[
0.698207,
0.578806,
0.119401,
0.365016,
0.360024,
0.230427
],
[
489.038031,
489.038031,
489.038031,
489.038031,
489.038031,
489.038031
],
[
-70010,
-67837,
-53706,
-91693758,
-79486927,
-47256859
],
[
2.787494,
4.041783,
1.596048,
1.203632,
1.374282,
1.034981
],
[
176,
88,
88,
176,
88,
88
],
[
67,
31,
36,
67,
31,
36
],
[
109,
57,
52,
109,
57,
52
],
[
38.068182,
35.227273,
40.909091,
38.068182,
35.227273,
40.909091
],
[
4.534879,
7.431666,
2.305403,
1.958148,
2.526905,
1.494973
],
[
282756,
282756,
64415,
66795590,
66795590,
28394843
],
[
-21294,
-19902,
-21294,
-29129936,
-12754646,
-29129936
],
[
30,
28,
32,
30,
28,
32
],
[
58,
57,
59,
58,
57,
59
],
[
13,
12,
13,
13,
12,
13
],
[
5371,
2501,
2870,
5371,
2501,
2870
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375202,
240305,
-200232,
228090,
189659,
-177604
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5443,
"evaluation_days": 1814.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601107200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757484103614,
"expiration_time": 1762165152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 14,
"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) |
|---|