| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1383172.425 | 1274340.1005 | 108832.3245 | 10311921.0001 | 8379361.3421 | 1932559.658 |
| Total P&L (%) | 1383.1724 | 1274.3401 | 108.8323 | 10311.921 | 8379.3613 | 1932.5597 |
| Avg Daily Profit (%) | 0.761 | 0.7012 | 0.0599 | 0.2559 | 0.2446 | 0.1659 |
| Buy And Hold Return (%) | 945.636 | 945.636 | 945.636 | 945.636 | 945.636 | 945.636 |
| Max Trade Drawdown | -72282 | -93808 | -81968 | -9216522 | -5494846 | -4542601 |
| Profit Factor | 3.4779 | 5.4802 | 1.3975 | 1.3337 | 1.5475 | 1.1239 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
| Ratio Avg Win / Avg Loss | 3.8091 | 6.5763 | 1.3975 | 1.4607 | 1.8571 | 1.1239 |
| Largest Winning Trade | 732555 | 732555 | 68389 | 3898317 | 3898317 | 3681180 |
| Largest Losing Trade | -31118 | -25392 | -31118 | -3819612 | -3130782 | -3819612 |
| Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
| Avg Bars in Winners | 50 | 53 | 48 | 50 | 53 | 48 |
| Avg Bars in Losers | 27 | 34 | 21 | 27 | 34 | 21 |
| Bars Traded | 3424 | 1890 | 1534 | 3424 | 1890 | 1534 |
| Profit Streak | 0 | 109.9568 | 0 | 0 | 109.9568 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2993 | -37485 | -278005 | 293643 | 389093 | -83024 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609372800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757761071535,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 12,
"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": [
[
1383172.42499267,
1274340.100504735,
108832.3244879348,
10311921.00013342,
8379361.342114337,
1932559.6580190803
],
[
1383.172425,
1274.340101,
108.832324,
10311.921,
8379.361342,
1932.559658
],
[
0.76103,
0.70115,
0.05988,
0.255927,
0.244602,
0.165853
],
[
945.635953,
945.635953,
945.635953,
945.635953,
945.635953,
945.635953
],
[
-72282,
-93808,
-81968,
-9216522,
-5494846,
-4542601
],
[
3.47785,
5.480248,
1.397518,
1.333713,
1.547542,
1.123906
],
[
88,
44,
44,
88,
44,
44
],
[
42,
20,
22,
42,
20,
22
],
[
46,
24,
22,
46,
24,
22
],
[
47.727273,
45.454545,
50,
47.727273,
45.454545,
50
],
[
3.809073,
6.576298,
1.397518,
1.460734,
1.857051,
1.123906
],
[
732555,
732555,
68389,
3898317,
3898317,
3681180
],
[
-31118,
-25392,
-31118,
-3819612,
-3130782,
-3819612
],
[
38,
42,
34,
38,
42,
34
],
[
50,
53,
48,
50,
53,
48
],
[
27,
34,
21,
27,
34,
21
],
[
3424,
1890,
1534,
3424,
1890,
1534
],
[
0,
109.956846,
0,
0,
109.956846,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2993,
-37485,
-278005,
293643,
389093,
-83024
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609372800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757761071535,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 12,
"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) |
|---|