| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -248497.6312 | 354717.8275 | -603215.4588 | -729623.6893 | -7234387.0585 | 6504763.3693 |
| Total P&L (%) | -248.4976 | 354.7178 | -603.2155 | -729.6237 | -7234.3871 | 6504.7634 |
| Avg Daily Profit (%) | -0.1368 | 0.1953 | -0.3322 | 0 | 0 | 0.231 |
| Buy And Hold Return (%) | 660.3201 | 660.3201 | 660.3201 | 660.3201 | 660.3201 | 660.3201 |
| Max Trade Drawdown | -412419 | -116244 | -632132 | -22878893 | -15396789 | -11465529 |
| Profit Factor | 0.7965 | 2.3719 | 0.3732 | 0.9807 | 0.6318 | 1.3592 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 35 | 16 | 19 | 33 | 15 | 18 |
| Losing Trades | 30 | 16 | 14 | 32 | 17 | 15 |
| Profitability (%) | 53.8462 | 50 | 57.5758 | 50.7692 | 46.875 | 54.5455 |
| Ratio Avg Win / Avg Loss | 0.6827 | 2.3719 | 0.275 | 0.951 | 0.7161 | 1.1327 |
| Largest Winning Trade | 232921 | 232921 | 60958 | 10678407 | 5642878 | 10678407 |
| Largest Losing Trade | -407772 | -63120 | -407772 | -9760607 | -9760607 | -6668776 |
| Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
| Avg Bars in Winners | 50 | 41 | 57 | 51 | 40 | 60 |
| Avg Bars in Losers | 57 | 48 | 68 | 55 | 48 | 63 |
| Bars Traded | 3483 | 1436 | 2047 | 3483 | 1436 | 2047 |
| Profit Streak | 36.0463 | 68.0463 | 36.0463 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -715288 | -153152 | -579277 | -716678 | -582025 | 335266 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757595997344,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 93,
"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": [
[
-248497.6312354507,
354717.8275453576,
-603215.4587808084,
-729623.6892846352,
-7234387.058542125,
6504763.369257493
],
[
-248.497631,
354.717828,
-603.215459,
-729.623689,
-7234.387059,
6504.763369
],
[
-0.136838,
0.195329,
-0.332167,
0,
0,
0.231014
],
[
660.320135,
660.320135,
660.320135,
660.320135,
660.320135,
660.320135
],
[
-412419,
-116244,
-632132,
-22878893,
-15396789,
-11465529
],
[
0.796462,
2.371943,
0.37318,
0.980677,
0.631842,
1.359217
],
[
65,
32,
33,
65,
32,
33
],
[
35,
16,
19,
33,
15,
18
],
[
30,
16,
14,
32,
17,
15
],
[
53.846154,
50,
57.575758,
50.769231,
46.875,
54.545455
],
[
0.682682,
2.371943,
0.274975,
0.950959,
0.716088,
1.132681
],
[
232921,
232921,
60958,
10678407,
5642878,
10678407
],
[
-407772,
-63120,
-407772,
-9760607,
-9760607,
-6668776
],
[
53,
44,
62,
53,
44,
62
],
[
50,
41,
57,
51,
40,
60
],
[
57,
48,
68,
55,
48,
63
],
[
3483,
1436,
2047,
3483,
1436,
2047
],
[
36.046265,
68.046265,
36.046265,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-715288,
-153152,
-579277,
-716678,
-582025,
335266
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757595997344,
"expiration_time": 1762299072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 93,
"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) |
|---|