| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1039886.6017 | 1033467.5996 | 6419.0021 | 1091123.3156 | 2833341.5084 | -1742218.1928 |
| Total P&L (%) | 1039.8866 | 1033.4676 | 6.419 | 1091.1233 | 2833.3415 | -1742.2182 |
| Avg Daily Profit (%) | 0.5701 | 0.5666 | 0.0035 | 0.1359 | 0.1854 | 0 |
| Buy And Hold Return (%) | 859.0359 | 859.0359 | 859.0359 | 859.0359 | 859.0359 | 859.0359 |
| Max Trade Drawdown | -119844 | -95802 | -79711 | -2748992 | -1412630 | -2052420 |
| Profit Factor | 3.1736 | 4.6125 | 1.0334 | 1.1622 | 1.822 | 0.4686 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Profitability (%) | 55.0725 | 58.8235 | 51.4286 | 55.0725 | 58.8235 | 51.4286 |
| Ratio Avg Win / Avg Loss | 2.589 | 3.2288 | 0.976 | 0.9481 | 1.2754 | 0.4425 |
| Largest Winning Trade | 575804 | 575804 | 49553 | 2450594 | 2450594 | 380522 |
| Largest Losing Trade | -52577 | -52577 | -52078 | -1685806 | -796641 | -1685806 |
| Avg Bars in Trades | 50 | 81 | 20 | 50 | 81 | 20 |
| Avg Bars in Winners | 53 | 80 | 23 | 53 | 80 | 23 |
| Avg Bars in Losers | 46 | 82 | 17 | 46 | 82 | 17 |
| Bars Traded | 3478 | 2762 | 716 | 3478 | 2762 | 716 |
| Profit Streak | 0 | 89.2523 | 0 | 0 | 89.2523 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -188356 | -81836 | -538923 | -241960 | 341970 | -580324 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758305002760,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 148,
"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": [
[
1039886.6016790722,
1033467.5996257749,
6419.0020532975,
1091123.3156311733,
2833341.508394544,
-1742218.1927633712
],
[
1039.886602,
1033.4676,
6.419002,
1091.123316,
2833.341508,
-1742.218193
],
[
0.570113,
0.566594,
0.003519,
0.135919,
0.185409,
0
],
[
859.035872,
859.035872,
859.035872,
859.035872,
859.035872,
859.035872
],
[
-119844,
-95802,
-79711,
-2748992,
-1412630,
-2052420
],
[
3.173555,
4.612502,
1.033372,
1.16224,
1.821959,
0.468565
],
[
69,
34,
35,
69,
34,
35
],
[
38,
20,
18,
38,
20,
18
],
[
31,
14,
17,
31,
14,
17
],
[
55.072464,
58.823529,
51.428571,
55.072464,
58.823529,
51.428571
],
[
2.588953,
3.228752,
0.975963,
0.948143,
1.275372,
0.442533
],
[
575804,
575804,
49553,
2450594,
2450594,
380522
],
[
-52577,
-52577,
-52078,
-1685806,
-796641,
-1685806
],
[
50,
81,
20,
50,
81,
20
],
[
53,
80,
23,
53,
80,
23
],
[
46,
82,
17,
46,
82,
17
],
[
3478,
2762,
716,
3478,
2762,
716
],
[
0,
89.252347,
0,
0,
89.252347,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-188356,
-81836,
-538923,
-241960,
341970,
-580324
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3648,
"evaluation_days": 1824,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758305002760,
"expiration_time": 1763011008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 148,
"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) |
|---|