| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428430.1879 | 425333.5025 | 3096.6853 | -84450.274 | 66383.4349 | -150833.7089 |
| Total P&L (%) | 428.4302 | 425.3335 | 3.0967 | -84.4503 | 66.3834 | -150.8337 |
| Avg Daily Profit (%) | 0.2345 | 0.2328 | 0.0017 | -0.1018 | 0.0279 | 0 |
| Buy And Hold Return (%) | 90.0087 | 90.0087 | 90.0087 | 90.0087 | 90.0087 | 90.0087 |
| Max Trade Drawdown | -211680 | -145753 | -159353 | -281835 | -63200 | -289691 |
| Profit Factor | 1.5824 | 2.1668 | 1.0083 | 0.8074 | 1.6442 | 0.5502 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 48.3333 | 48.3333 | 48.3333 | 48.3333 | 48.3333 | 48.3333 |
| Ratio Avg Win / Avg Loss | 1.6915 | 2.3162 | 1.0779 | 0.863 | 1.7576 | 0.5881 |
| Largest Winning Trade | 251507 | 251507 | 49822 | 75605 | 61236 | 75605 |
| Largest Losing Trade | -96372 | -59482 | -96372 | -273034 | -48282 | -273034 |
| Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
| Avg Bars in Winners | 30 | 32 | 27 | 30 | 32 | 27 |
| Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
| Bars Traded | 3351 | 1837 | 1514 | 3351 | 1837 | 1514 |
| Profit Streak | 0 | 170.3985 | 0 | 0 | 170.3985 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332563 | -157971 | -737223 | -580829 | -486726 | -750328 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1612569600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758576831776,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 180,
"na": 0.83389,
"nb": 0.10943,
"nc": 0.73474
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 133,
"offset": 142
}
}
}
{
"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": [
[
428430.1878594753,
425333.5025195382,
3096.6853399371,
-84450.2739574238,
66383.4349353908,
-150833.7088928146
],
[
428.430188,
425.333503,
3.096685,
-84.450274,
66.383435,
-150.833709
],
[
0.234499,
0.232804,
0.001695,
-0.101816,
0.027871,
0
],
[
90.008663,
90.008663,
90.008663,
90.008663,
90.008663,
90.008663
],
[
-211680,
-145753,
-159353,
-281835,
-63200,
-289691
],
[
1.582378,
2.166787,
1.008344,
0.807362,
1.644174,
0.550203
],
[
120,
60,
60,
120,
60,
60
],
[
58,
29,
29,
58,
29,
29
],
[
62,
31,
31,
62,
31,
31
],
[
48.333333,
48.333333,
48.333333,
48.333333,
48.333333,
48.333333
],
[
1.691508,
2.316221,
1.077885,
0.863042,
1.757566,
0.588148
],
[
251507,
251507,
49822,
75605,
61236,
75605
],
[
-96372,
-59482,
-96372,
-273034,
-48282,
-273034
],
[
27,
30,
25,
27,
30,
25
],
[
30,
32,
27,
30,
32,
27
],
[
25,
28,
22,
25,
28,
22
],
[
3351,
1837,
1514,
3351,
1837,
1514
],
[
0,
170.398516,
0,
0,
170.398516,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332563,
-157971,
-737223,
-580829,
-486726,
-750328
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1612569600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758576831776,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 180,
"na": 0.83389,
"nb": 0.10943,
"nc": 0.73474
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 133,
"offset": 142
}
}
}
| # | 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) |
|---|