| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -370345.114 | 111318.685 | -481663.799 | 2707717.1932 | 4540103.2004 | -1832386.0072 |
| Total P&L (%) | -370.3451 | 111.3187 | -481.6638 | 2707.7172 | 4540.1032 | -1832.386 |
| Avg Daily Profit (%) | -0.2036 | 0.0612 | -0.2648 | 0.1835 | 0.2112 | 0 |
| Buy And Hold Return (%) | 133.479 | 133.479 | 133.479 | 133.479 | 133.479 | 133.479 |
| Max Trade Drawdown | -767662 | -141617 | -673961 | -5334063 | -1141214 | -5221282 |
| Profit Factor | 0.6496 | 1.4205 | 0.3921 | 1.2738 | 2.3341 | 0.7176 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 38 | 17 | 21 | 36 | 18 | 18 |
| Losing Trades | 23 | 14 | 9 | 25 | 13 | 12 |
| Profitability (%) | 62.2951 | 54.8387 | 70 | 59.0164 | 58.0645 | 60 |
| Ratio Avg Win / Avg Loss | 0.3932 | 1.1698 | 0.168 | 0.8846 | 1.6857 | 0.4784 |
| Largest Winning Trade | 66751 | 66751 | 57628 | 2674529 | 2674529 | 2612559 |
| Largest Losing Trade | -489518 | -59359 | -489518 | -3409490 | -772477 | -3409490 |
| Avg Bars in Trades | 54 | 60 | 47 | 54 | 60 | 47 |
| Avg Bars in Winners | 28 | 30 | 26 | 52 | 62 | 42 |
| Avg Bars in Losers | 97 | 97 | 96 | 56 | 57 | 54 |
| Bars Traded | 3308 | 1884 | 1424 | 3308 | 1884 | 1424 |
| Profit Streak | 143.8519 | 143.8519 | 236.8519 | 143.8519 | 143.8519 | 236.8519 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -743676 | -274196 | -576854 | -157169 | 538787 | -578150 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610971200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757881600613,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10606,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 238,
"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": [
[
-370345.1139845238,
111318.6850303024,
-481663.7990148262,
2707717.193183368,
4540103.200391667,
-1832386.0072082987
],
[
-370.345114,
111.318685,
-481.663799,
2707.717193,
4540.1032,
-1832.386007
],
[
-0.203598,
0.061198,
-0.264796,
0.183508,
0.21118,
0
],
[
133.478962,
133.478962,
133.478962,
133.478962,
133.478962,
133.478962
],
[
-767662,
-141617,
-673961,
-5334063,
-1141214,
-5221282
],
[
0.64963,
1.420519,
0.392065,
1.273763,
2.334098,
0.717556
],
[
61,
31,
30,
61,
31,
30
],
[
38,
17,
21,
36,
18,
18
],
[
23,
14,
9,
25,
13,
12
],
[
62.295082,
54.83871,
70,
59.016393,
58.064516,
60
],
[
0.393197,
1.169839,
0.168028,
0.884558,
1.685738,
0.478371
],
[
66751,
66751,
57628,
2674529,
2674529,
2612559
],
[
-489518,
-59359,
-489518,
-3409490,
-772477,
-3409490
],
[
54,
60,
47,
54,
60,
47
],
[
28,
30,
26,
52,
62,
42
],
[
97,
97,
96,
56,
57,
54
],
[
3308,
1884,
1424,
3308,
1884,
1424
],
[
143.851859,
143.851859,
236.851859,
143.851859,
143.851859,
236.851859
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-743676,
-274196,
-576854,
-157169,
538787,
-578150
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610971200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757881600613,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10606,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 238,
"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) |
|---|