| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1642373.5934 | 1579492.44 | 62881.1535 | 3912656.7585 | 3259991.506 | 652665.2525 |
| Total P&L (%) | 1642.3736 | 1579.4924 | 62.8812 | 3912.6568 | 3259.9915 | 652.6653 |
| Avg Daily Profit (%) | 0.9056 | 0.871 | 0.0347 | 0.2038 | 0.194 | 0.1114 |
| Buy And Hold Return (%) | 546.5346 | 546.5346 | 546.5346 | 546.5346 | 546.5346 | 546.5346 |
| Max Trade Drawdown | -107497 | -68539 | -84592 | -4918932 | -4466009 | -3255893 |
| Profit Factor | 2.8057 | 4.418 | 1.1405 | 1.1818 | 1.2853 | 1.0646 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
| Losing Trades | 159 | 84 | 75 | 159 | 84 | 75 |
| Profitability (%) | 30.8696 | 26.9565 | 34.7826 | 30.8696 | 26.9565 | 34.7826 |
| Ratio Avg Win / Avg Loss | 6.2832 | 11.9714 | 2.1385 | 2.6465 | 3.4826 | 1.9962 |
| Largest Winning Trade | 1033773 | 1033773 | 74830 | 3556793 | 3556793 | 2152678 |
| Largest Losing Trade | -23822 | -23822 | -22529 | -1443329 | -1443329 | -963644 |
| Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
| Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
| Bars Traded | 3578 | 1646 | 1932 | 3578 | 1646 | 1932 |
| 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 | 343725 | -3775 | -383068 | -17361 | -12761 | -303473 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3627,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757407558843,
"expiration_time": 1762076592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 3,
"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": [
[
1642373.5934423618,
1579492.4399724065,
62881.1534699555,
3912656.7584970514,
3259991.5059913653,
652665.2525056906
],
[
1642.373593,
1579.49244,
62.881153,
3912.656758,
3259.991506,
652.665253
],
[
0.905637,
0.870964,
0.034674,
0.203794,
0.193986,
0.111363
],
[
546.534555,
546.534555,
546.534555,
546.534555,
546.534555,
546.534555
],
[
-107497,
-68539,
-84592,
-4918932,
-4466009,
-3255893
],
[
2.805699,
4.418012,
1.140535,
1.181766,
1.285256,
1.064637
],
[
230,
115,
115,
230,
115,
115
],
[
71,
31,
40,
71,
31,
40
],
[
159,
84,
75,
159,
84,
75
],
[
30.869565,
26.956522,
34.782609,
30.869565,
26.956522,
34.782609
],
[
6.283185,
11.971388,
2.138503,
2.646491,
3.48263,
1.996194
],
[
1033773,
1033773,
74830,
3556793,
3556793,
2152678
],
[
-23822,
-23822,
-22529,
-1443329,
-1443329,
-963644
],
[
15,
14,
16,
15,
14,
16
],
[
37,
35,
38,
37,
35,
38
],
[
5,
6,
5,
5,
6,
5
],
[
3578,
1646,
1932,
3578,
1646,
1932
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343725,
-3775,
-383068,
-17361,
-12761,
-303473
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3627,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757407558843,
"expiration_time": 1762076592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 3,
"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) |
|---|