| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 722802.2098 | 618197.2718 | 104604.938 | 413400.1236 | 2618976.8054 | -2205576.6819 |
| Total P&L (%) | 722.8022 | 618.1973 | 104.6049 | 413.4001 | 2618.9768 | -2205.5767 |
| Avg Daily Profit (%) | 0.3966 | 0.3392 | 0.0574 | 0.0898 | 0.1814 | 0 |
| Buy And Hold Return (%) | 177.3352 | 177.3352 | 177.3352 | 177.3352 | 177.3352 | 177.3352 |
| Max Trade Drawdown | -136144 | -84156 | -107021 | -2372473 | -1115688 | -2595842 |
| Profit Factor | 2.4057 | 3.5991 | 1.3786 | 1.0661 | 2.247 | 0.4691 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
| Profitability (%) | 52.6316 | 42.1053 | 63.1579 | 52.6316 | 42.1053 | 63.1579 |
| Ratio Avg Win / Avg Loss | 2.1652 | 4.9487 | 0.8042 | 0.9595 | 3.0896 | 0.2736 |
| Largest Winning Trade | 485075 | 485075 | 59519 | 2223553 | 2223553 | 489937 |
| Largest Losing Trade | -69010 | -29107 | -69010 | -1656433 | -430720 | -1656433 |
| Avg Bars in Trades | 43 | 50 | 37 | 43 | 50 | 37 |
| Avg Bars in Winners | 38 | 47 | 33 | 38 | 47 | 33 |
| Avg Bars in Losers | 49 | 53 | 43 | 49 | 53 | 43 |
| Bars Traded | 3340 | 1931 | 1409 | 3340 | 1931 | 1409 |
| Profit Streak | 14.7764 | 98.2764 | 0 | 14.7764 | 98.2764 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -40701 | 418177 | -281440 | -280088 | 376399 | -579059 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758177481383,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 65,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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": [
[
722802.2098058267,
618197.2718237063,
104604.9379821202,
413400.1235616627,
2618976.8054301846,
-2205576.6818685224
],
[
722.80221,
618.197272,
104.604938,
413.400124,
2618.976805,
-2205.576682
],
[
0.396599,
0.339203,
0.057396,
0.089801,
0.18139,
0
],
[
177.335196,
177.335196,
177.335196,
177.335196,
177.335196,
177.335196
],
[
-136144,
-84156,
-107021,
-2372473,
-1115688,
-2595842
],
[
2.405733,
3.599053,
1.378555,
1.066096,
2.246978,
0.469089
],
[
76,
38,
38,
76,
38,
38
],
[
40,
16,
24,
40,
16,
24
],
[
36,
22,
14,
36,
22,
14
],
[
52.631579,
42.105263,
63.157895,
52.631579,
42.105263,
63.157895
],
[
2.165159,
4.948698,
0.804157,
0.959486,
3.089595,
0.273635
],
[
485075,
485075,
59519,
2223553,
2223553,
489937
],
[
-69010,
-29107,
-69010,
-1656433,
-430720,
-1656433
],
[
43,
50,
37,
43,
50,
37
],
[
38,
47,
33,
38,
47,
33
],
[
49,
53,
43,
49,
53,
43
],
[
3340,
1931,
1409,
3340,
1931,
1409
],
[
14.776405,
98.276405,
0,
14.776405,
98.276405,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-40701,
418177,
-281440,
-280088,
376399,
-579059
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758177481383,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 65,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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) |
|---|