| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1322008.682 | 1222917.626 | 99091.056 | 7716493.694 | 7549932.3942 | 166561.2997 |
| Total P&L (%) | 1322.0087 | 1222.9176 | 99.0911 | 7716.4937 | 7549.9324 | 166.5613 |
| Avg Daily Profit (%) | 0.724 | 0.6697 | 0.0543 | 0.239 | 0.2378 | 0.0537 |
| Buy And Hold Return (%) | 1000.6321 | 1000.6321 | 1000.6321 | 1000.6321 | 1000.6321 | 1000.6321 |
| Max Trade Drawdown | -153396 | -79116 | -103116 | -3239446 | -1395791 | -2443348 |
| Profit Factor | 4.742 | 7.4924 | 1.6008 | 1.6977 | 2.5634 | 1.0267 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
| Ratio Avg Win / Avg Loss | 6.9306 | 12.4873 | 2.0582 | 2.4813 | 4.2723 | 1.3201 |
| Largest Winning Trade | 659531 | 659531 | 75508 | 4097125 | 4097125 | 3322009 |
| Largest Losing Trade | -27799 | -23988 | -27799 | -1417013 | -894334 | -1417013 |
| Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
| Avg Bars in Winners | 97 | 102 | 93 | 97 | 102 | 93 |
| Avg Bars in Losers | 22 | 18 | 27 | 22 | 18 | 27 |
| Bars Traded | 3402 | 1597 | 1805 | 3402 | 1597 | 1805 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -193158 | -80978 | -285661 | -135835 | 300777 | -480556 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3652,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758483369507,
"expiration_time": 1763188992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 157,
"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": [
[
1322008.6820385128,
1222917.6260320488,
99091.0560064641,
7716493.693959658,
7549932.394226591,
166561.299733064
],
[
1322.008682,
1222.917626,
99.091056,
7716.493694,
7549.932394,
166.5613
],
[
0.723992,
0.669725,
0.054267,
0.238994,
0.237811,
0.053707
],
[
1000.632086,
1000.632086,
1000.632086,
1000.632086,
1000.632086,
1000.632086
],
[
-153396,
-79116,
-103116,
-3239446,
-1395791,
-2443348
],
[
4.741963,
7.492408,
1.600801,
1.697739,
2.563394,
1.026735
],
[
64,
32,
32,
64,
32,
32
],
[
26,
12,
14,
26,
12,
14
],
[
38,
20,
18,
38,
20,
18
],
[
40.625,
37.5,
43.75,
40.625,
37.5,
43.75
],
[
6.930561,
12.487347,
2.058172,
2.481311,
4.272323,
1.320088
],
[
659531,
659531,
75508,
4097125,
4097125,
3322009
],
[
-27799,
-23988,
-27799,
-1417013,
-894334,
-1417013
],
[
53,
49,
56,
53,
49,
56
],
[
97,
102,
93,
97,
102,
93
],
[
22,
18,
27,
22,
18,
27
],
[
3402,
1597,
1805,
3402,
1597,
1805
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-193158,
-80978,
-285661,
-135835,
300777,
-480556
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3652,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758483369507,
"expiration_time": 1763188992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 157,
"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) |
|---|