| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 929421.977 | 1089695.5349 | -160273.5579 | -49691.3402 | 302438.0716 | -352129.4118 |
| Total P&L (%) | 929.422 | 1089.6955 | -160.2736 | -49.6913 | 302.4381 | -352.1294 |
| Avg Daily Profit (%) | 0.5124 | 0.6007 | -0.0884 | -0.0379 | 0.0768 | 0 |
| Buy And Hold Return (%) | 592.6291 | 592.6291 | 592.6291 | 592.6291 | 592.6291 | 592.6291 |
| Max Trade Drawdown | -183822 | -113576 | -140007 | -439049 | -248503 | -329273 |
| Profit Factor | 2.1049 | 3.5364 | 0.6105 | 0.9615 | 1.4434 | 0.4217 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Profitability (%) | 38.5417 | 43.75 | 33.3333 | 38.5417 | 43.75 | 33.3333 |
| Ratio Avg Win / Avg Loss | 3.3565 | 4.5468 | 1.2211 | 1.5332 | 1.8558 | 0.8434 |
| Largest Winning Trade | 705424 | 705424 | 70532 | 425691 | 425691 | 78087 |
| Largest Losing Trade | -47221 | -47221 | -39351 | -170234 | -170234 | -78685 |
| Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
| Avg Bars in Winners | 84 | 73 | 100 | 84 | 73 | 100 |
| Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
| Bars Traded | 5205 | 2621 | 2584 | 5205 | 2621 | 2584 |
| Profit Streak | 17.3503 | 87.3503 | 0 | 17.3503 | 87.3503 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 47223 | 332684 | -585504 | -581631 | -255110 | -587170 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5442,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606896000000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757435061737,
"expiration_time": 1762135488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 102,
"offset": 0,
"multiplier": 2.92893
}
}
}
{
"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": [
[
929421.9770142654,
1089695.5349432894,
-160273.5579290242,
-49691.3402120985,
302438.0715979962,
-352129.4118100944
],
[
929.421977,
1089.695535,
-160.273558,
-49.69134,
302.438072,
-352.129412
],
[
0.512361,
0.600714,
-0.088354,
-0.037865,
0.076786,
0
],
[
592.629098,
592.629098,
592.629098,
592.629098,
592.629098,
592.629098
],
[
-183822,
-113576,
-140007,
-439049,
-248503,
-329273
],
[
2.104926,
3.536368,
0.610546,
0.96151,
1.443388,
0.42172
],
[
96,
48,
48,
96,
48,
48
],
[
37,
21,
16,
37,
21,
16
],
[
59,
27,
32,
59,
27,
32
],
[
38.541667,
43.75,
33.333333,
38.541667,
43.75,
33.333333
],
[
3.356504,
4.546759,
1.221092,
1.533219,
1.855785,
0.84344
],
[
705424,
705424,
70532,
425691,
425691,
78087
],
[
-47221,
-47221,
-39351,
-170234,
-170234,
-78685
],
[
54,
54,
53,
54,
54,
53
],
[
84,
73,
100,
84,
73,
100
],
[
35,
40,
30,
35,
40,
30
],
[
5205,
2621,
2584,
5205,
2621,
2584
],
[
17.350251,
87.350251,
0,
17.350252,
87.350252,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
47223,
332684,
-585504,
-581631,
-255110,
-587170
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5442,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606896000000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757435061737,
"expiration_time": 1762135488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 102,
"offset": 0,
"multiplier": 2.92893
}
}
}
| # | 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) |
|---|