| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 963246.2366 | 813914.0438 | 149332.1928 | 3193294.9097 | 2703740.5211 | 489554.3886 |
| Total P&L (%) | 963.2462 | 813.914 | 149.3322 | 3193.2949 | 2703.7405 | 489.5544 |
| Avg Daily Profit (%) | 0.5303 | 0.4481 | 0.0822 | 0.1926 | 0.1837 | 0.0977 |
| Buy And Hold Return (%) | 111.2038 | 111.2038 | 111.2038 | 111.2038 | 111.2038 | 111.2038 |
| Max Trade Drawdown | -82892 | -57931 | -35375 | -1772335 | -1059632 | -1468706 |
| Profit Factor | 3.3107 | 4.5692 | 1.7908 | 1.7527 | 2.387 | 1.2135 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.1384 | 5.5483 | 2.3025 | 2.1909 | 2.8984 | 1.5602 |
| Largest Winning Trade | 467308 | 467308 | 70673 | 1844371 | 1844371 | 1451881 |
| Largest Losing Trade | -32495 | -32495 | -26092 | -730903 | -431140 | -730903 |
| Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
| Avg Bars in Winners | 85 | 87 | 83 | 85 | 87 | 83 |
| Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
| Bars Traded | 3318 | 1666 | 1652 | 3318 | 1666 | 1652 |
| 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 | -136247 | 565752 | -141367 | -142140 | 378849 | -66175 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1612094400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757673424892,
"expiration_time": 1762343568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 162,
"offset": 0,
"std": 3.50917
}
}
}
{
"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": [
[
963246.236581678,
813914.043767415,
149332.1928142636,
3193294.90972005,
2703740.5210971204,
489554.3886229307
],
[
963.246237,
813.914044,
149.332193,
3193.29491,
2703.740521,
489.554389
],
[
0.530276,
0.448067,
0.082209,
0.192559,
0.183683,
0.097719
],
[
111.203825,
111.203825,
111.203825,
111.203825,
111.203825,
111.203825
],
[
-82892,
-57931,
-35375,
-1772335,
-1059632,
-1468706
],
[
3.310698,
4.569214,
1.790843,
1.752749,
2.386958,
1.213521
],
[
63,
31,
32,
63,
31,
32
],
[
28,
14,
14,
28,
14,
14
],
[
35,
17,
18,
35,
17,
18
],
[
44.444444,
45.16129,
43.75,
44.444444,
45.16129,
43.75
],
[
4.138372,
5.548331,
2.302513,
2.190937,
2.898449,
1.560241
],
[
467308,
467308,
70673,
1844371,
1844371,
1451881
],
[
-32495,
-32495,
-26092,
-730903,
-431140,
-730903
],
[
52,
53,
51,
52,
53,
51
],
[
85,
87,
83,
85,
87,
83
],
[
26,
26,
27,
26,
26,
27
],
[
3318,
1666,
1652,
3318,
1666,
1652
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136247,
565752,
-141367,
-142140,
378849,
-66175
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1612094400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757673424892,
"expiration_time": 1762343568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 162,
"offset": 0,
"std": 3.50917
}
}
}
| # | 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) |
|---|