| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249085.6193 | 527946.0939 | -278860.4745 | -34936.6984 | -4084315.5421 | 4049378.8437 |
| Total P&L (%) | 249.0856 | 527.9461 | -278.8605 | -34.9367 | -4084.3155 | 4049.3788 |
| Avg Daily Profit (%) | 0.1366 | 0.2894 | -0.1529 | -0.0236 | 0 | 0.2045 |
| Buy And Hold Return (%) | 896.337 | 896.337 | 896.337 | 896.337 | 896.337 | 896.337 |
| Max Trade Drawdown | -290917 | -120567 | -289193 | -7540226 | -6446509 | -1787942 |
| Profit Factor | 1.2668 | 2.6382 | 0.5437 | 0.9973 | 0.5868 | 2.2684 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 39 | 20 | 19 | 33 | 16 | 17 |
| Losing Trades | 37 | 18 | 19 | 43 | 22 | 21 |
| Profitability (%) | 51.3158 | 52.6316 | 50 | 43.4211 | 42.1053 | 44.7368 |
| Ratio Avg Win / Avg Loss | 1.2019 | 2.3744 | 0.5437 | 1.2995 | 0.8069 | 2.8021 |
| Largest Winning Trade | 288735 | 288735 | 41194 | 2911020 | 1654394 | 2911020 |
| Largest Losing Trade | -171338 | -66338 | -171338 | -5045201 | -5045201 | -885384 |
| Avg Bars in Trades | 46 | 61 | 31 | 46 | 61 | 31 |
| Avg Bars in Winners | 43 | 52 | 32 | 43 | 48 | 39 |
| Avg Bars in Losers | 50 | 70 | 30 | 48 | 70 | 25 |
| Bars Traded | 3539 | 2331 | 1208 | 3539 | 2331 | 1208 |
| Profit Streak | 0 | 114.2115 | 0 | 0 | 114.2115 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -230229 | -151026 | -580764 | -635447 | -583271 | 309535 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758301473939,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 85,
"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": [
[
249085.6193417491,
527946.0938504456,
-278860.474508696,
-34936.6983716008,
-4084315.5421186364,
4049378.8437470375
],
[
249.085619,
527.946094,
-278.860475,
-34.936698,
-4084.315542,
4049.378844
],
[
0.13656,
0.289444,
-0.152884,
-0.023561,
0,
0.20446
],
[
896.336996,
896.336996,
896.336996,
896.336996,
896.336996,
896.336996
],
[
-290917,
-120567,
-289193,
-7540226,
-6446509,
-1787942
],
[
1.266843,
2.638211,
0.543736,
0.997329,
0.586821,
2.268379
],
[
76,
38,
38,
76,
38,
38
],
[
39,
20,
19,
33,
16,
17
],
[
37,
18,
19,
43,
22,
21
],
[
51.315789,
52.631579,
50,
43.421053,
42.105263,
44.736842
],
[
1.201877,
2.37439,
0.543736,
1.299549,
0.806879,
2.802115
],
[
288735,
288735,
41194,
2911020,
1654394,
2911020
],
[
-171338,
-66338,
-171338,
-5045201,
-5045201,
-885384
],
[
46,
61,
31,
46,
61,
31
],
[
43,
52,
32,
43,
48,
39
],
[
50,
70,
30,
48,
70,
25
],
[
3539,
2331,
1208,
3539,
2331,
1208
],
[
0,
114.211504,
0,
0,
114.211504,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-230229,
-151026,
-580764,
-635447,
-583271,
309535
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758301473939,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 85,
"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) |
|---|