| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 581557.9434 | 529303.5717 | 52254.3717 | 833390.1015 | 990616.5381 | -157226.4366 |
| Total P&L (%) | 581.5579 | 529.3036 | 52.2544 | 833.3901 | 990.6165 | -157.2264 |
| Avg Daily Profit (%) | 0.3192 | 0.2905 | 0.0287 | 0.1227 | 0.1312 | 0 |
| Buy And Hold Return (%) | 152.7968 | 152.7968 | 152.7968 | 152.7968 | 152.7968 | 152.7968 |
| Max Trade Drawdown | -155076 | -102140 | -123006 | -616885 | -348775 | -535439 |
| Profit Factor | 1.656 | 2.2715 | 1.1111 | 1.2244 | 1.5746 | 0.921 |
| Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
| Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
| Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
| Profitability (%) | 45.7014 | 40 | 51.3514 | 45.7014 | 40 | 51.3514 |
| Ratio Avg Win / Avg Loss | 1.9675 | 3.4072 | 1.0526 | 1.4547 | 2.3618 | 0.8725 |
| Largest Winning Trade | 167907 | 167907 | 64895 | 439648 | 439648 | 310246 |
| Largest Losing Trade | -29771 | -21980 | -29771 | -237878 | -186630 | -237878 |
| Avg Bars in Trades | 15 | 12 | 17 | 15 | 12 | 17 |
| Avg Bars in Winners | 23 | 19 | 26 | 23 | 19 | 26 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3363 | 1411 | 1952 | 3363 | 1411 | 1952 |
| Profit Streak | 0 | 22.2316 | 0 | 0 | 22.2316 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344192 | 256060 | -418457 | -30477 | -18220 | -580583 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130407672,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78885,
"nc": 0.35234
}
}
}
{
"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": [
[
581557.9434310752,
529303.5717220999,
52254.3717089753,
833390.101536053,
990616.538145141,
-157226.4366090878
],
[
581.557943,
529.303572,
52.254372,
833.390102,
990.616538,
-157.226437
],
[
0.319187,
0.290507,
0.02868,
0.122669,
0.131224,
0
],
[
152.796783,
152.796783,
152.796783,
152.796783,
152.796783,
152.796783
],
[
-155076,
-102140,
-123006,
-616885,
-348775,
-535439
],
[
1.655953,
2.271485,
1.111109,
1.224354,
1.574557,
0.921011
],
[
221,
110,
111,
221,
110,
111
],
[
101,
44,
57,
101,
44,
57
],
[
120,
66,
54,
120,
66,
54
],
[
45.701357,
40,
51.351351,
45.701357,
40,
51.351351
],
[
1.967469,
3.407228,
1.05263,
1.454678,
2.361835,
0.872537
],
[
167907,
167907,
64895,
439648,
439648,
310246
],
[
-29771,
-21980,
-29771,
-237878,
-186630,
-237878
],
[
15,
12,
17,
15,
12,
17
],
[
23,
19,
26,
23,
19,
26
],
[
8,
8,
8,
8,
8,
8
],
[
3363,
1411,
1952,
3363,
1411,
1952
],
[
0,
22.23157,
0,
0,
22.23157,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344192,
256060,
-418457,
-30477,
-18220,
-580583
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1611057600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758130407672,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78885,
"nc": 0.35234
}
}
}
| # | 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) |
|---|