| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1291150.3709 | 1281254.9895 | 9895.3814 | 775347.4429 | 2317116.9682 | -1541769.5254 |
| Total P&L (%) | 1291.1504 | 1281.255 | 9.8954 | 775.3474 | 2317.117 | -1541.7695 |
| Avg Daily Profit (%) | 0.7067 | 0.7013 | 0.0054 | 0.1188 | 0.1745 | 0 |
| Buy And Hold Return (%) | 771.5232 | 771.5232 | 771.5232 | 771.5232 | 771.5232 | 771.5232 |
| Max Trade Drawdown | -181844 | -142102 | -113865 | -3050677 | -1288447 | -1956135 |
| Profit Factor | 2.9085 | 4.6133 | 1.0307 | 1.1402 | 1.9299 | 0.4928 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
| Ratio Avg Win / Avg Loss | 3.4373 | 5.7666 | 1.152 | 1.3475 | 2.4124 | 0.5507 |
| Largest Winning Trade | 569061 | 569061 | 60969 | 2702203 | 2702203 | 434532 |
| Largest Losing Trade | -64146 | -33949 | -64146 | -1426609 | -620746 | -1426609 |
| Avg Bars in Trades | 48 | 63 | 33 | 48 | 63 | 33 |
| Avg Bars in Winners | 60 | 81 | 40 | 60 | 81 | 40 |
| Avg Bars in Losers | 38 | 48 | 27 | 38 | 48 | 27 |
| Bars Traded | 3483 | 2272 | 1211 | 3483 | 2272 | 1211 |
| Profit Streak | 0 | 215.9323 | 0 | 0 | 215.9323 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -76541 | 356501 | -539160 | -349939 | 273481 | -581860 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606867200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758579749462,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 134,
"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": [
[
1291150.3708704475,
1281254.989488565,
9895.3813818825,
775347.4428511818,
2317116.968215175,
-1541769.5253639931
],
[
1291.150371,
1281.254989,
9.895381,
775.347443,
2317.116968,
-1541.769525
],
[
0.706705,
0.701289,
0.005416,
0.118814,
0.17449,
0
],
[
771.523179,
771.523179,
771.523179,
771.523179,
771.523179,
771.523179
],
[
-181844,
-142102,
-113865,
-3050677,
-1288447,
-1956135
],
[
2.908512,
4.613294,
1.030738,
1.140175,
1.929924,
0.492768
],
[
72,
36,
36,
72,
36,
36
],
[
33,
16,
17,
33,
16,
17
],
[
39,
20,
19,
39,
20,
19
],
[
45.833333,
44.444444,
47.222222,
45.833333,
44.444444,
47.222222
],
[
3.437332,
5.766618,
1.152001,
1.347479,
2.412405,
0.55074
],
[
569061,
569061,
60969,
2702203,
2702203,
434532
],
[
-64146,
-33949,
-64146,
-1426609,
-620746,
-1426609
],
[
48,
63,
33,
48,
63,
33
],
[
60,
81,
40,
60,
81,
40
],
[
38,
48,
27,
38,
48,
27
],
[
3483,
2272,
1211,
3483,
2272,
1211
],
[
0,
215.932285,
0,
0,
215.932285,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76541,
356501,
-539160,
-349939,
273481,
-581860
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3654,
"evaluation_days": 1827,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606867200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758579749462,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 134,
"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) |
|---|