| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1376775.4692 | 1341148.4588 | 35627.0103 | 670209.7746 | 355048.2903 | 315161.4843 |
| Total P&L (%) | 1376.7755 | 1341.1485 | 35.627 | 670.2098 | 355.0483 | 315.1615 |
| Avg Daily Profit (%) | 0.7542 | 0.7347 | 0.0195 | 0.1119 | 0.083 | 0.078 |
| Buy And Hold Return (%) | 847.7274 | 847.7274 | 847.7274 | 847.7274 | 847.7274 | 847.7274 |
| Max Trade Drawdown | -139033 | -137446 | -94517 | -1478195 | -1582640 | -1198794 |
| Profit Factor | 3.2656 | 5.2552 | 1.1218 | 1.0993 | 1.0935 | 1.1066 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 54.5455 | 52.2727 | 56.8182 | 54.5455 | 52.2727 | 56.8182 |
| Ratio Avg Win / Avg Loss | 2.7213 | 4.7982 | 0.8526 | 0.9161 | 0.9985 | 0.841 |
| Largest Winning Trade | 989277 | 989277 | 56321 | 989277 | 989277 | 613501 |
| Largest Losing Trade | -83257 | -50819 | -83257 | -1116782 | -824838 | -1116782 |
| Avg Bars in Trades | 38 | 51 | 25 | 38 | 51 | 25 |
| Avg Bars in Winners | 31 | 43 | 19 | 31 | 43 | 19 |
| Avg Bars in Losers | 48 | 61 | 33 | 48 | 61 | 33 |
| Bars Traded | 3415 | 2287 | 1128 | 3415 | 2287 | 1128 |
| Profit Streak | 58.5342 | 58.5342 | 65.5342 | 58.5342 | 58.5342 | 65.5342 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426329 | 425815 | -418588 | -319739 | -366244 | -357270 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3651,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758415755012,
"expiration_time": 1763144496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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": [
[
1376775.4691533179,
1341148.4588312518,
35627.0103220652,
670209.7745927135,
355048.2903282993,
315161.4842644146
],
[
1376.775469,
1341.148459,
35.62701,
670.209775,
355.04829,
315.161484
],
[
0.754191,
0.734675,
0.019516,
0.111895,
0.083038,
0.078009
],
[
847.727403,
847.727403,
847.727403,
847.727403,
847.727403,
847.727403
],
[
-139033,
-137446,
-94517,
-1478195,
-1582640,
-1198794
],
[
3.265594,
5.25521,
1.121797,
1.09928,
1.093548,
1.10664
],
[
88,
44,
44,
88,
44,
44
],
[
48,
23,
25,
48,
23,
25
],
[
40,
21,
19,
40,
21,
19
],
[
54.545455,
52.272727,
56.818182,
54.545455,
52.272727,
56.818182
],
[
2.721328,
4.798236,
0.852566,
0.916067,
0.998457,
0.841047
],
[
989277,
989277,
56321,
989277,
989277,
613501
],
[
-83257,
-50819,
-83257,
-1116782,
-824838,
-1116782
],
[
38,
51,
25,
38,
51,
25
],
[
31,
43,
19,
31,
43,
19
],
[
48,
61,
33,
48,
61,
33
],
[
3415,
2287,
1128,
3415,
2287,
1128
],
[
58.534201,
58.534201,
65.534201,
58.534201,
58.534202,
65.534201
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426329,
425815,
-418588,
-319739,
-366244,
-357270
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3651,
"evaluation_days": 1825.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758415755012,
"expiration_time": 1763144496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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) |
|---|