| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -691938.1773 | 170849.268 | -862787.4453 | -2032432.3871 | -8525410.6281 | 6492978.2409 |
| Total P&L (%) | -691.9382 | 170.8493 | -862.7874 | -2032.4324 | -8525.4106 | 6492.9782 |
| Avg Daily Profit (%) | -0.3795 | 0.0937 | -0.4731 | 0 | 0 | 0.23 |
| Buy And Hold Return (%) | 721.8359 | 721.8359 | 721.8359 | 721.8359 | 721.8359 | 721.8359 |
| Max Trade Drawdown | -790832 | -113424 | -891708 | -17175179 | -12030917 | -5466908 |
| Profit Factor | 0.5271 | 1.6725 | 0.2864 | 0.934 | 0.4827 | 1.4532 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 40 | 22 | 18 | 33 | 16 | 17 |
| Losing Trades | 29 | 13 | 16 | 36 | 19 | 17 |
| Profitability (%) | 57.971 | 62.8571 | 52.9412 | 47.8261 | 45.7143 | 50 |
| Ratio Avg Win / Avg Loss | 0.3821 | 0.9883 | 0.2546 | 1.0189 | 0.5732 | 1.4532 |
| Largest Winning Trade | 92469 | 92469 | 62618 | 12935368 | 2027310 | 12935368 |
| Largest Losing Trade | -426209 | -78422 | -426209 | -10262631 | -10262631 | -4125138 |
| Avg Bars in Trades | 51 | 55 | 47 | 51 | 55 | 47 |
| Avg Bars in Winners | 30 | 34 | 26 | 50 | 58 | 43 |
| Avg Bars in Losers | 79 | 90 | 71 | 51 | 52 | 51 |
| Bars Traded | 3548 | 1929 | 1620 | 3548 | 1929 | 1620 |
| Profit Streak | 0 | 0 | 0 | 33.7401 | 33.7401 | 109.7401 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -685744 | -231612 | -580413 | -685240 | -581912 | 369161 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3647,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758260748225,
"expiration_time": 1762966512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 32,
"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": [
[
-691938.1773241417,
170849.2679944532,
-862787.4453185948,
-2032432.3871367981,
-8525410.628052667,
6492978.240915871
],
[
-691.938177,
170.849268,
-862.787445,
-2032.432387,
-8525.410628,
6492.978241
],
[
-0.379456,
0.093693,
-0.473149,
0,
0,
0.229965
],
[
721.83592,
721.83592,
721.83592,
721.83592,
721.83592,
721.83592
],
[
-790832,
-113424,
-891708,
-17175179,
-12030917,
-5466908
],
[
0.527065,
1.672508,
0.286377,
0.934028,
0.482677,
1.453178
],
[
69,
35,
34,
69,
35,
34
],
[
40,
22,
18,
33,
16,
17
],
[
29,
13,
16,
36,
19,
17
],
[
57.971014,
62.857143,
52.941176,
47.826087,
45.714286,
50
],
[
0.382122,
0.9883,
0.254557,
1.01894,
0.573179,
1.453178
],
[
92469,
92469,
62618,
12935368,
2027310,
12935368
],
[
-426209,
-78422,
-426209,
-10262631,
-10262631,
-4125138
],
[
51,
55,
47,
51,
55,
47
],
[
30,
34,
26,
50,
58,
43
],
[
79,
90,
71,
51,
52,
51
],
[
3548,
1929,
1620,
3548,
1929,
1620
],
[
0,
0,
0,
33.740141,
33.740141,
109.740141
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-685744,
-231612,
-580413,
-685240,
-581912,
369161
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3647,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758260748225,
"expiration_time": 1762966512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 32,
"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) |
|---|