| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1633490.4548 | 1484928.9123 | 148561.5425 | 30990596.9751 | 20538316.3459 | 10452280.6292 |
| Total P&L (%) | 1633.4905 | 1484.9289 | 148.5615 | 30990.597 | 20538.3163 | 10452.2806 |
| Avg Daily Profit (%) | 0.9002 | 0.8183 | 0.0819 | 0.3168 | 0.2941 | 0.2571 |
| Buy And Hold Return (%) | 598.8373 | 598.8373 | 598.8373 | 598.8373 | 598.8373 | 598.8373 |
| Max Trade Drawdown | -76870 | -50829 | -71412 | -29141597 | -22779956 | -20653726 |
| Profit Factor | 3.6927 | 6.2751 | 1.4569 | 1.3447 | 1.4759 | 1.2235 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
| Profitability (%) | 33.5526 | 30.2632 | 36.8421 | 33.5526 | 30.2632 | 36.8421 |
| Ratio Avg Win / Avg Loss | 7.3129 | 14.4601 | 2.4975 | 2.663 | 3.401 | 2.0975 |
| Largest Winning Trade | 865886 | 865886 | 77281 | 20989936 | 20989936 | 10954880 |
| Largest Losing Trade | -30457 | -13754 | -30457 | -5672361 | -4738598 | -5672361 |
| Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
| Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 5257 | 2451 | 2806 | 5257 | 2451 | 2806 |
| 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 | 400910 | -39114 | -301849 | 176549 | -46021 | -45321 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603900800000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757511673515,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 111,
"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": [
[
1633490.4547658605,
1484928.9123152515,
148561.5424506093,
30990596.975106064,
20538316.345906086,
10452280.629199991
],
[
1633.490455,
1484.928912,
148.561542,
30990.596975,
20538.316346,
10452.280629
],
[
0.900158,
0.818291,
0.081867,
0.316784,
0.294134,
0.257067
],
[
598.837324,
598.837324,
598.837324,
598.837324,
598.837324,
598.837324
],
[
-76870,
-50829,
-71412,
-29141597,
-22779956,
-20653726
],
[
3.692659,
6.275138,
1.456901,
1.344665,
1.475905,
1.223536
],
[
152,
76,
76,
152,
76,
76
],
[
51,
23,
28,
51,
23,
28
],
[
101,
53,
48,
101,
53,
48
],
[
33.552632,
30.263158,
36.842105,
33.552632,
30.263158,
36.842105
],
[
7.312912,
14.460102,
2.497545,
2.662963,
3.400998,
2.09749
],
[
865886,
865886,
77281,
20989936,
20989936,
10954880
],
[
-30457,
-13754,
-30457,
-5672361,
-4738598,
-5672361
],
[
34,
32,
36,
34,
32,
36
],
[
75,
74,
76,
75,
74,
76
],
[
13,
13,
13,
13,
13,
13
],
[
5257,
2451,
2806,
5257,
2451,
2806
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400910,
-39114,
-301849,
176549,
-46021,
-45321
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5444,
"evaluation_days": 1814.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603900800000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757511673515,
"expiration_time": 1762194816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 111,
"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) |
|---|