| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 685296.1405 | 609161.1816 | 76134.9589 | 907385.6753 | 1466037.5057 | -558651.8304 |
| Total P&L (%) | 685.2961 | 609.1612 | 76.135 | 907.3857 | 1466.0375 | -558.6518 |
| Avg Daily Profit (%) | 0.3774 | 0.3354 | 0.0419 | 0.1273 | 0.1516 | 0 |
| Buy And Hold Return (%) | 120.1205 | 120.1205 | 120.1205 | 120.1205 | 120.1205 | 120.1205 |
| Max Trade Drawdown | -141374 | -125984 | -83028 | -1204077 | -895447 | -958159 |
| Profit Factor | 1.7759 | 2.429 | 1.1666 | 1.1019 | 1.3524 | 0.8822 |
| Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
| Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
| Profitability (%) | 41.9689 | 39.5833 | 44.3299 | 41.9689 | 39.5833 | 44.3299 |
| Ratio Avg Win / Avg Loss | 2.4556 | 3.7074 | 1.4651 | 1.5236 | 2.0642 | 1.1079 |
| Largest Winning Trade | 257456 | 257456 | 59904 | 1008996 | 1008996 | 423915 |
| Largest Losing Trade | -60157 | -25477 | -60157 | -645126 | -209216 | -645126 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 3364 | 1635 | 1729 | 3364 | 1635 | 1729 |
| 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 | 368041 | 304793 | -342137 | -131835 | 182457 | -581333 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610884800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757618249014,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 14,
"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": [
[
685296.1404840576,
609161.1816286617,
76134.9588553954,
907385.6752814486,
1466037.505685472,
-558651.8304040226
],
[
685.29614,
609.161182,
76.134959,
907.385675,
1466.037506,
-558.65183
],
[
0.377366,
0.335441,
0.041925,
0.12728,
0.151609,
0
],
[
120.120535,
120.120535,
120.120535,
120.120535,
120.120535,
120.120535
],
[
-141374,
-125984,
-83028,
-1204077,
-895447,
-958159
],
[
1.775934,
2.428994,
1.166633,
1.101908,
1.352414,
0.882241
],
[
193,
96,
97,
193,
96,
97
],
[
81,
38,
43,
81,
38,
43
],
[
112,
58,
54,
112,
58,
54
],
[
41.968912,
39.583333,
44.329897,
41.968912,
39.583333,
44.329897
],
[
2.455613,
3.707412,
1.465074,
1.523625,
2.064211,
1.10793
],
[
257456,
257456,
59904,
1008996,
1008996,
423915
],
[
-60157,
-25477,
-60157,
-645126,
-209216,
-645126
],
[
17,
17,
17,
17,
17,
17
],
[
24,
24,
24,
24,
24,
24
],
[
12,
12,
12,
12,
12,
12
],
[
3364,
1635,
1729,
3364,
1635,
1729
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368041,
304793,
-342137,
-131835,
182457,
-581333
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610884800000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757618249014,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 14,
"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) |
|---|