| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1587664.1878 | 1546395.7789 | 41268.4089 | 1131130.3488 | 4023470.7221 | -2892340.3733 |
| Total P&L (%) | 1587.6642 | 1546.3958 | 41.2684 | 1131.1303 | 4023.4707 | -2892.3404 |
| Avg Daily Profit (%) | 0.8704 | 0.8478 | 0.0226 | 0.1377 | 0.2041 | 0 |
| Buy And Hold Return (%) | 784.0564 | 784.0564 | 784.0564 | 784.0564 | 784.0564 | 784.0564 |
| Max Trade Drawdown | -162976 | -134056 | -87873 | -6382773 | -4250789 | -3801581 |
| Profit Factor | 2.897 | 4.4643 | 1.1057 | 1.0611 | 1.4323 | 0.6862 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 48.8722 | 43.9394 | 53.7313 | 48.8722 | 43.9394 | 53.7313 |
| Ratio Avg Win / Avg Loss | 3.0307 | 5.6958 | 0.9521 | 1.11 | 1.8274 | 0.5909 |
| Largest Winning Trade | 1015529 | 1015529 | 51388 | 2247054 | 2247054 | 1432614 |
| Largest Losing Trade | -75259 | -59246 | -75259 | -2315402 | -2315402 | -1762805 |
| Avg Bars in Trades | 26 | 35 | 17 | 26 | 35 | 17 |
| Avg Bars in Winners | 26 | 37 | 16 | 26 | 37 | 16 |
| Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
| Bars Traded | 3515 | 2311 | 1204 | 3515 | 2311 | 1204 |
| Profit Streak | 0 | 37.8692 | 0 | 0 | 37.8692 | 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 | 440183 | -112733 | -550296 | -189969 | -117438 | -696696 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758315096408,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"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": [
[
1587664.1877857693,
1546395.7788863163,
41268.4088994535,
1131130.3487839194,
4023470.722122957,
-2892340.3733390374
],
[
1587.664188,
1546.395779,
41.268409,
1131.130349,
4023.470722,
-2892.340373
],
[
0.87043,
0.847805,
0.022625,
0.137733,
0.204116,
0
],
[
784.056445,
784.056445,
784.056445,
784.056445,
784.056445,
784.056445
],
[
-162976,
-134056,
-87873,
-6382773,
-4250789,
-3801581
],
[
2.897002,
4.464303,
1.105667,
1.061065,
1.43232,
0.686183
],
[
133,
66,
67,
133,
66,
67
],
[
65,
29,
36,
65,
29,
36
],
[
68,
37,
31,
68,
37,
31
],
[
48.87218,
43.939394,
53.731343,
48.87218,
43.939394,
53.731343
],
[
3.03071,
5.695834,
0.952102,
1.110037,
1.827443,
0.59088
],
[
1015529,
1015529,
51388,
2247054,
2247054,
1432614
],
[
-75259,
-59246,
-75259,
-2315402,
-2315402,
-1762805
],
[
26,
35,
17,
26,
35,
17
],
[
26,
37,
16,
26,
37,
16
],
[
26,
32,
19,
26,
32,
19
],
[
3515,
2311,
1204,
3515,
2311,
1204
],
[
0,
37.869171,
0,
0,
37.869171,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440183,
-112733,
-550296,
-189969,
-117438,
-696696
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758315096408,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"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) |
|---|