| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 908311.6569 | 850177.8512 | 58133.8057 | 3271320.4632 | 3596429.3189 | -325108.8557 |
| Total P&L (%) | 908.3117 | 850.1779 | 58.1338 | 3271.3205 | 3596.4293 | -325.1089 |
| Avg Daily Profit (%) | 0.4995 | 0.4675 | 0.032 | 0.1936 | 0.1987 | 0 |
| Buy And Hold Return (%) | 625.4288 | 625.4288 | 625.4288 | 625.4288 | 625.4288 | 625.4288 |
| Max Trade Drawdown | -86184 | -62090 | -85396 | -1333982 | -1277743 | -1236439 |
| Profit Factor | 2.161 | 3.4539 | 1.1334 | 1.3274 | 1.8118 | 0.9415 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 93 | 51 | 42 | 93 | 51 | 42 |
| Losing Trades | 89 | 40 | 49 | 89 | 40 | 49 |
| Profitability (%) | 51.0989 | 56.044 | 46.1538 | 51.0989 | 56.044 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.068 | 2.709 | 1.3223 | 1.2703 | 1.421 | 1.0985 |
| Largest Winning Trade | 282992 | 282992 | 69962 | 1720016 | 1720016 | 668338 |
| Largest Losing Trade | -57440 | -52633 | -57440 | -671814 | -543298 | -671814 |
| Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
| Avg Bars in Winners | 24 | 20 | 29 | 24 | 20 | 29 |
| Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
| Bars Traded | 3555 | 1733 | 1822 | 3555 | 1733 | 1822 |
| Profit Streak | 0 | 26.8479 | 0 | 0 | 26.8479 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -8979 | -34834 | -391320 | 303428 | 422429 | -580640 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603800000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757838058120,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 72,
"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": [
[
908311.6568648738,
850177.8511653654,
58133.8056995084,
3271320.463236316,
3596429.3189449175,
-325108.8557086008
],
[
908.311657,
850.177851,
58.133806,
3271.320463,
3596.429319,
-325.108856
],
[
0.499484,
0.467516,
0.031968,
0.193637,
0.19871,
0
],
[
625.428828,
625.428828,
625.428828,
625.428828,
625.428828,
625.428828
],
[
-86184,
-62090,
-85396,
-1333982,
-1277743,
-1236439
],
[
2.160971,
3.453936,
1.13336,
1.327431,
1.811759,
0.941532
],
[
182,
91,
91,
182,
91,
91
],
[
93,
51,
42,
93,
51,
42
],
[
89,
40,
49,
89,
40,
49
],
[
51.098901,
56.043956,
46.153846,
51.098901,
56.043956,
46.153846
],
[
2.068026,
2.70897,
1.322253,
1.270337,
1.420988,
1.098454
],
[
282992,
282992,
69962,
1720016,
1720016,
668338
],
[
-57440,
-52633,
-57440,
-671814,
-543298,
-671814
],
[
19,
19,
20,
19,
19,
20
],
[
24,
20,
29,
24,
20,
29
],
[
14,
16,
12,
14,
16,
12
],
[
3555,
1733,
1822,
3555,
1733,
1822
],
[
0,
26.847895,
0,
0,
26.847895,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-8979,
-34834,
-391320,
303428,
422429,
-580640
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603800000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757838058120,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 72,
"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) |
|---|