| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1020555.452 | 48432.3815 | -1068987.8335 | -1230834.6739 | -6660446.2951 | 5429611.6212 |
| Total P&L (%) | -1020.5555 | 48.4324 | -1068.9878 | -1230.8347 | -6660.4463 | 5429.6116 |
| Avg Daily Profit (%) | -0.5587 | 0.0265 | -0.5853 | 0 | 0 | 0.2199 |
| Buy And Hold Return (%) | 778.3745 | 778.3745 | 778.3745 | 778.3745 | 778.3745 | 778.3745 |
| Max Trade Drawdown | -1128876 | -153712 | -1126275 | -18166754 | -14018956 | -4884802 |
| Profit Factor | 0.4688 | 1.1164 | 0.2898 | 0.9713 | 0.7166 | 1.2794 |
| Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
| Winning Trades | 232 | 117 | 115 | 159 | 76 | 83 |
| Losing Trades | 96 | 47 | 49 | 169 | 88 | 81 |
| Profitability (%) | 70.7317 | 71.3415 | 70.122 | 48.4756 | 46.3415 | 50.6098 |
| Ratio Avg Win / Avg Loss | 0.194 | 0.4485 | 0.1235 | 1.0324 | 0.8298 | 1.2486 |
| Largest Winning Trade | 23493 | 15995 | 23493 | 12350556 | 3876282 | 12350556 |
| Largest Losing Trade | -595678 | -76834 | -595678 | -11147663 | -11147663 | -3498937 |
| Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
| Avg Bars in Winners | 3 | 3 | 3 | 10 | 11 | 9 |
| Avg Bars in Losers | 28 | 33 | 23 | 11 | 12 | 9 |
| Bars Traded | 3508 | 1940 | 1568 | 3508 | 1940 | 1568 |
| Profit Streak | 17.7523 | 23.2523 | 0 | 0 | 0 | 21.7523 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575531 | -412973 | -577588 | -577711 | -581619 | 336969 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758520996368,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.81253,
"nb": 0.82992,
"nc": 0.80949
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 99,
"offset": 0,
"std": 2.51713
}
}
}
{
"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": [
[
-1020555.4520007088,
48432.3815309552,
-1068987.8335316642,
-1230834.6739014022,
-6660446.295126226,
5429611.621224814
],
[
-1020.555452,
48.432382,
-1068.987834,
-1230.834674,
-6660.446295,
5429.611621
],
[
-0.558749,
0.026516,
-0.585266,
0,
0,
0.219935
],
[
778.374506,
778.374506,
778.374506,
778.374506,
778.374506,
778.374506
],
[
-1128876,
-153712,
-1126275,
-18166754,
-14018956,
-4884802
],
[
0.468804,
1.116424,
0.289823,
0.971331,
0.716604,
1.279441
],
[
328,
164,
164,
328,
164,
164
],
[
232,
117,
115,
159,
76,
83
],
[
96,
47,
49,
169,
88,
81
],
[
70.731707,
71.341463,
70.121951,
48.47561,
46.341463,
50.609756
],
[
0.193988,
0.448478,
0.12349,
1.032421,
0.829752,
1.248611
],
[
23493,
15995,
23493,
12350556,
3876282,
12350556
],
[
-595678,
-76834,
-595678,
-11147663,
-11147663,
-3498937
],
[
10,
11,
9,
10,
11,
9
],
[
3,
3,
3,
10,
11,
9
],
[
28,
33,
23,
11,
12,
9
],
[
3508,
1940,
1568,
3508,
1940,
1568
],
[
17.752273,
23.252273,
0,
0,
0,
21.752273
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575531,
-412973,
-577588,
-577711,
-581619,
336969
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604966400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758520996368,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.81253,
"nb": 0.82992,
"nc": 0.80949
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 99,
"offset": 0,
"std": 2.51713
}
}
}
| # | 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) |
|---|