| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -768730.7088 | 138994.2436 | -907724.9524 | -2583972.5117 | -8960440.8855 | 6376468.3738 |
| Total P&L (%) | -768.7307 | 138.9942 | -907.725 | -2583.9725 | -8960.4409 | 6376.4684 |
| Avg Daily Profit (%) | -0.4227 | 0.0764 | -0.4992 | 0 | 0 | 0.2296 |
| Buy And Hold Return (%) | 734.7952 | 734.7952 | 734.7952 | 734.7952 | 734.7952 | 734.7952 |
| Max Trade Drawdown | -929003 | -125165 | -974107 | -19486764 | -13986722 | -7163991 |
| Profit Factor | 0.4813 | 1.5399 | 0.2587 | 0.9309 | 0.5425 | 1.3576 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 30 | 15 | 15 | 27 | 14 | 13 |
| Losing Trades | 28 | 14 | 14 | 31 | 15 | 16 |
| Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 46.5517 | 48.2759 | 44.8276 |
| Ratio Avg Win / Avg Loss | 0.4492 | 1.4372 | 0.2414 | 1.0689 | 0.5813 | 1.6709 |
| Largest Winning Trade | 75394 | 75394 | 59213 | 15912742 | 2968218 | 15912742 |
| Largest Losing Trade | -520370 | -75503 | -520370 | -10923291 | -10923291 | -5482279 |
| Avg Bars in Trades | 59 | 64 | 54 | 59 | 64 | 54 |
| Avg Bars in Winners | 29 | 30 | 28 | 61 | 62 | 60 |
| Avg Bars in Losers | 91 | 100 | 82 | 57 | 66 | 49 |
| Bars Traded | 3456 | 1867 | 1589 | 3456 | 1867 | 1589 |
| Profit Streak | 0 | 0 | 0 | 145.0472 | 145.0472 | 160.0472 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -760054 | -254955 | -580609 | -758569 | -580541 | 314512 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757812074954,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 202,
"offset": 0,
"std": 3.35905
}
}
}
{
"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": [
[
-768730.7087742594,
138994.2435829076,
-907724.9523571669,
-2583972.5117010265,
-8960440.885509813,
6376468.373808785
],
[
-768.730709,
138.994244,
-907.724952,
-2583.972512,
-8960.440886,
6376.468374
],
[
-0.422728,
0.076433,
-0.499161,
0,
0,
0.229615
],
[
734.7952,
734.7952,
734.7952,
734.7952,
734.7952,
734.7952
],
[
-929003,
-125165,
-974107,
-19486764,
-13986722,
-7163991
],
[
0.481275,
1.53985,
0.258694,
0.930945,
0.54254,
1.357588
],
[
58,
29,
29,
58,
29,
29
],
[
30,
15,
15,
27,
14,
13
],
[
28,
14,
14,
31,
15,
16
],
[
51.724138,
51.724138,
51.724138,
46.551724,
48.275862,
44.827586
],
[
0.44919,
1.437194,
0.241448,
1.068863,
0.581293,
1.670877
],
[
75394,
75394,
59213,
15912742,
2968218,
15912742
],
[
-520370,
-75503,
-520370,
-10923291,
-10923291,
-5482279
],
[
59,
64,
54,
59,
64,
54
],
[
29,
30,
28,
61,
62,
60
],
[
91,
100,
82,
57,
66,
49
],
[
3456,
1867,
1589,
3456,
1867,
1589
],
[
0,
0,
0,
145.047164,
145.047164,
160.047164
],
[
0,
0,
0,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-760054,
-254955,
-580609,
-758569,
-580541,
314512
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757812074954,
"expiration_time": 1762521552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 202,
"offset": 0,
"std": 3.35905
}
}
}
| # | 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) |
|---|