| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1541170.2733 | 1449329.5346 | 91840.7387 | 8391283.6565 | 9625728.5188 | -1234444.8623 |
| Total P&L (%) | 1541.1703 | 1449.3295 | 91.8407 | 8391.2837 | 9625.7285 | -1234.4449 |
| Avg Daily Profit (%) | 0.8505 | 0.7999 | 0.0507 | 0.2454 | 0.2529 | 0 |
| Buy And Hold Return (%) | 475.416 | 475.416 | 475.416 | 475.416 | 475.416 | 475.416 |
| Max Trade Drawdown | -103358 | -68937 | -79928 | -20096670 | -13700048 | -12206901 |
| Profit Factor | 3.4487 | 6.0356 | 1.2689 | 1.1441 | 1.3472 | 0.9595 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
| Profitability (%) | 35.3982 | 32.1429 | 38.5965 | 35.3982 | 32.1429 | 38.5965 |
| Ratio Avg Win / Avg Loss | 6.2939 | 12.7418 | 2.0187 | 2.088 | 2.8441 | 1.5265 |
| Largest Winning Trade | 888421 | 888421 | 76689 | 12279231 | 12279231 | 8122175 |
| Largest Losing Trade | -47365 | -16427 | -47365 | -3376713 | -3114375 | -3376713 |
| Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
| Avg Bars in Winners | 91 | 87 | 95 | 91 | 87 | 95 |
| Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
| Bars Traded | 5364 | 2486 | 2878 | 5364 | 2486 | 2878 |
| 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 | 415125 | -168652 | -474767 | -57859 | -177303 | -762768 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757273822712,
"expiration_time": 1761957504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 62,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 54,
"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": [
[
1541170.273330723,
1449329.534594743,
91840.7387359802,
8391283.656518001,
9625728.518802566,
-1234444.862284562
],
[
1541.170273,
1449.329535,
91.840739,
8391.283657,
9625.728519,
-1234.444862
],
[
0.850535,
0.799851,
0.050685,
0.245423,
0.252933,
0
],
[
475.41597,
475.41597,
475.41597,
475.41597,
475.41597,
475.41597
],
[
-103358,
-68937,
-79928,
-20096670,
-13700048,
-12206901
],
[
3.448706,
6.035607,
1.268882,
1.144099,
1.347203,
0.959539
],
[
113,
56,
57,
113,
56,
57
],
[
40,
18,
22,
40,
18,
22
],
[
73,
38,
35,
73,
38,
35
],
[
35.39823,
32.142857,
38.596491,
35.39823,
32.142857,
38.596491
],
[
6.293889,
12.741836,
2.018676,
2.08798,
2.844094,
1.526539
],
[
888421,
888421,
76689,
12279231,
12279231,
8122175
],
[
-47365,
-16427,
-47365,
-3376713,
-3114375,
-3376713
],
[
47,
44,
50,
47,
44,
50
],
[
91,
87,
95,
91,
87,
95
],
[
23,
23,
22,
23,
23,
22
],
[
5364,
2486,
2878,
5364,
2486,
2878
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415125,
-168652,
-474767,
-57859,
-177303,
-762768
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757273822712,
"expiration_time": 1761957504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 62,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 54,
"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) |
|---|