| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1178689.5987 | -29075.0579 | -1149614.5409 | -1227925.6109 | -4843777.2195 | 3615851.6087 |
| Total P&L (%) | -1178.6896 | -29.0751 | -1149.6145 | -1227.9256 | -4843.7772 | 3615.8516 |
| Avg Daily Profit (%) | -0.6503 | -0.016 | -0.6343 | 0 | 0 | 0.1997 |
| Buy And Hold Return (%) | 561.3311 | 561.3311 | 561.3311 | 561.3311 | 561.3311 | 561.3311 |
| Max Trade Drawdown | -1246586 | -179447 | -1196756 | -14361313 | -10721141 | -3987922 |
| Profit Factor | 0.3114 | 0.8974 | 0.1951 | 0.9435 | 0.6242 | 1.4089 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 56 | 27 | 29 | 39 | 17 | 22 |
| Losing Trades | 24 | 13 | 11 | 41 | 23 | 18 |
| Profitability (%) | 70 | 67.5 | 72.5 | 48.75 | 42.5 | 55 |
| Ratio Avg Win / Avg Loss | 0.1334 | 0.4321 | 0.074 | 0.9919 | 0.8445 | 1.1527 |
| Largest Winning Trade | 34141 | 34141 | 33261 | 5549158 | 1346714 | 5549158 |
| Largest Losing Trade | -652861 | -73938 | -652861 | -9275447 | -9275447 | -2811188 |
| Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
| Avg Bars in Winners | 17 | 19 | 15 | 40 | 42 | 39 |
| Avg Bars in Losers | 104 | 106 | 101 | 46 | 51 | 39 |
| Bars Traded | 3491 | 1911 | 1580 | 3491 | 1911 | 1580 |
| Profit Streak | 19.8652 | 148.3652 | 19.8652 | 0 | 0 | 0 |
| Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -600215 | -577098 | -577277 | -605041 | -583666 | 327175 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757321157402,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 93,
"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": [
[
-1178689.5987429973,
-29075.0578702252,
-1149614.5408727725,
-1227925.610875334,
-4843777.219546356,
3615851.608671023
],
[
-1178.689599,
-29.075058,
-1149.614541,
-1227.925611,
-4843.77722,
3615.851609
],
[
-0.650312,
-0.016041,
-0.63427,
0,
0,
0.199658
],
[
561.331087,
561.331087,
561.331087,
561.331087,
561.331087,
561.331087
],
[
-1246586,
-179447,
-1196756,
-14361313,
-10721141,
-3987922
],
[
0.311377,
0.897396,
0.195112,
0.943499,
0.624223,
1.408904
],
[
80,
40,
40,
80,
40,
40
],
[
56,
27,
29,
39,
17,
22
],
[
24,
13,
11,
41,
23,
18
],
[
70,
67.5,
72.5,
48.75,
42.5,
55
],
[
0.133447,
0.432079,
0.074008,
0.991884,
0.844537,
1.15274
],
[
34141,
34141,
33261,
5549158,
1346714,
5549158
],
[
-652861,
-73938,
-652861,
-9275447,
-9275447,
-2811188
],
[
43,
47,
39,
43,
47,
39
],
[
17,
19,
15,
40,
42,
39
],
[
104,
106,
101,
46,
51,
39
],
[
3491,
1911,
1580,
3491,
1911,
1580
],
[
19.865248,
148.365248,
19.865248,
0,
0,
0
],
[
3,
4,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-600215,
-577098,
-577277,
-605041,
-583666,
327175
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757321157402,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 93,
"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) |
|---|