| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1224287.7091 | -44672.1505 | -1179615.5587 | -652438.8715 | -5358721.0006 | 4706282.1291 |
| Total P&L (%) | -1224.2877 | -44.6722 | -1179.6156 | -652.4389 | -5358.721 | 4706.2821 |
| Avg Daily Profit (%) | -0.6731 | -0.0246 | -0.6485 | 0 | 0 | 0.2131 |
| Buy And Hold Return (%) | 772.9415 | 772.9415 | 772.9415 | 772.9415 | 772.9415 | 772.9415 |
| Max Trade Drawdown | -1296614 | -192714 | -1228045 | -13702397 | -10169027 | -3737204 |
| Profit Factor | 0.2966 | 0.8439 | 0.1889 | 0.9671 | 0.543 | 1.5792 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 32 | 17 | 15 | 27 | 14 | 13 |
| Losing Trades | 26 | 12 | 14 | 31 | 15 | 16 |
| Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 46.5517 | 48.2759 | 44.8276 |
| Ratio Avg Win / Avg Loss | 0.241 | 0.5957 | 0.1763 | 1.1104 | 0.5818 | 1.9436 |
| Largest Winning Trade | 49949 | 49949 | 47079 | 6752385 | 1689381 | 6752385 |
| Largest Losing Trade | -609644 | -74354 | -609644 | -8938973 | -8938973 | -2603054 |
| Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
| Avg Bars in Winners | 32 | 29 | 36 | 57 | 48 | 67 |
| Avg Bars in Losers | 89 | 84 | 94 | 58 | 55 | 62 |
| Bars Traded | 3384 | 1517 | 1867 | 3384 | 1517 | 1867 |
| Profit Streak | 101.9706 | 172.9706 | 0 | 0 | 0 | 163.9706 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -759046 | -578746 | -580609 | -759952 | -581503 | 322412 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604750400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757891857283,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 1.24086
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 94,
"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": [
[
-1224287.7091248976,
-44672.150466915,
-1179615.5586579829,
-652438.8715073803,
-5358721.0005755685,
4706282.1290681865
],
[
-1224.287709,
-44.67215,
-1179.615559,
-652.438872,
-5358.721001,
4706.282129
],
[
-0.673055,
-0.024559,
-0.648497,
0,
0,
0.213119
],
[
772.941452,
772.941452,
772.941452,
772.941452,
772.941452,
772.941452
],
[
-1296614,
-192714,
-1228045,
-13702397,
-10169027,
-3737204
],
[
0.296632,
0.843916,
0.188935,
0.967134,
0.543,
1.57919
],
[
58,
29,
29,
58,
29,
29
],
[
32,
17,
15,
27,
14,
13
],
[
26,
12,
14,
31,
15,
16
],
[
55.172414,
58.62069,
51.724138,
46.551724,
48.275862,
44.827586
],
[
0.241014,
0.595705,
0.176339,
1.110413,
0.581786,
1.943619
],
[
49949,
49949,
47079,
6752385,
1689381,
6752385
],
[
-609644,
-74354,
-609644,
-8938973,
-8938973,
-2603054
],
[
58,
52,
64,
58,
52,
64
],
[
32,
29,
36,
57,
48,
67
],
[
89,
84,
94,
58,
55,
62
],
[
3384,
1517,
1867,
3384,
1517,
1867
],
[
101.97057,
172.97057,
0,
0,
0,
163.97057
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-759046,
-578746,
-580609,
-759952,
-581503,
322412
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604750400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757891857283,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 1.24086
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 94,
"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) |
|---|