| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1085745.5335 | 1083577.4926 | 2168.0409 | 1177201.9076 | 1765349.0796 | -588147.172 |
| Total P&L (%) | 1085.7455 | 1083.5775 | 2.168 | 1177.2019 | 1765.3491 | -588.1472 |
| Avg Daily Profit (%) | 0.5889 | 0.5877 | 0.0012 | 0.1383 | 0.1588 | 0 |
| Buy And Hold Return (%) | 543.4157 | 543.4157 | 543.4157 | 543.4157 | 543.4157 | 543.4157 |
| Max Trade Drawdown | -123003 | -65253 | -135534 | -1648626 | -1010518 | -900684 |
| Profit Factor | 2.84 | 5.3093 | 1.0064 | 1.2798 | 1.9663 | 0.7529 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 41.3333 | 42.1053 | 40.5405 | 41.3333 | 42.1053 | 40.5405 |
| Ratio Avg Win / Avg Loss | 4.031 | 7.3002 | 1.4761 | 1.8165 | 2.7037 | 1.1043 |
| Largest Winning Trade | 651496 | 651496 | 78123 | 885899 | 885899 | 435478 |
| Largest Losing Trade | -48272 | -32986 | -48272 | -403791 | -403791 | -339244 |
| Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
| Avg Bars in Winners | 119 | 103 | 136 | 119 | 103 | 136 |
| Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
| Bars Traded | 5430 | 2566 | 2864 | 5430 | 2566 | 2864 |
| Profit Streak | 35.8461 | 38.1794 | 0 | 35.8461 | 38.1794 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -54224 | 357588 | -574173 | -76859 | 216697 | -582784 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5531,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760012302455,
"expiration_time": 1764775584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 64,
"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": [
[
1085745.5335471379,
1083577.4926216207,
2168.0409255179,
1177201.9076090949,
1765349.0795844616,
-588147.1719753668
],
[
1085.745534,
1083.577493,
2.168041,
1177.201908,
1765.34908,
-588.147172
],
[
0.588904,
0.587729,
0.001176,
0.138258,
0.158833,
0
],
[
543.415652,
543.415652,
543.415652,
543.415652,
543.415652,
543.415652
],
[
-123003,
-65253,
-135534,
-1648626,
-1010518,
-900684
],
[
2.840011,
5.309263,
1.006403,
1.279814,
1.966307,
0.752898
],
[
75,
38,
37,
75,
38,
37
],
[
31,
16,
15,
31,
16,
15
],
[
44,
22,
22,
44,
22,
22
],
[
41.333333,
42.105263,
40.540541,
41.333333,
42.105263,
40.540541
],
[
4.030984,
7.300237,
1.476057,
1.816511,
2.703672,
1.10425
],
[
651496,
651496,
78123,
885899,
885899,
435478
],
[
-48272,
-32986,
-48272,
-403791,
-403791,
-339244
],
[
72,
67,
77,
72,
67,
77
],
[
119,
103,
136,
119,
103,
136
],
[
39,
41,
36,
39,
41,
36
],
[
5430,
2566,
2864,
5430,
2566,
2864
],
[
35.846093,
38.179426,
0,
35.846093,
38.179427,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-54224,
357588,
-574173,
-76859,
216697,
-582784
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5531,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760012302455,
"expiration_time": 1764775584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 64,
"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) |
|---|