| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -816999.8633 | 103929.3951 | -920929.2584 | -1450040.4902 | -5899966.7285 | 4449926.2383 |
| Total P&L (%) | -816.9999 | 103.9294 | -920.9293 | -1450.0405 | -5899.9667 | 4449.9262 |
| Avg Daily Profit (%) | -0.4508 | 0.0573 | -0.5081 | 0 | 0 | 0.2109 |
| Buy And Hold Return (%) | 461.5138 | 461.5138 | 461.5138 | 461.5138 | 461.5138 | 461.5138 |
| Max Trade Drawdown | -926702 | -124650 | -967019 | -11949157 | -8014159 | -4472655 |
| Profit Factor | 0.466 | 1.3441 | 0.25 | 0.9391 | 0.5327 | 1.3983 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 39 | 20 | 19 | 30 | 16 | 14 |
| Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
| Profitability (%) | 60 | 60.6061 | 59.375 | 46.1538 | 48.4848 | 43.75 |
| Ratio Avg Win / Avg Loss | 0.3107 | 0.8737 | 0.1711 | 1.0956 | 0.566 | 1.7978 |
| Largest Winning Trade | 61044 | 61044 | 45804 | 9897155 | 1262486 | 9897155 |
| Largest Losing Trade | -468921 | -77800 | -468921 | -7626984 | -7626984 | -3765547 |
| Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
| Avg Bars in Winners | 27 | 29 | 25 | 56 | 58 | 53 |
| Avg Bars in Losers | 93 | 100 | 86 | 51 | 56 | 47 |
| Bars Traded | 3502 | 1899 | 1603 | 3502 | 1899 | 1603 |
| Profit Streak | 33.74 | 60.24 | 0 | 0 | 0 | 154.24 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -714940 | -281533 | -579595 | -716884 | -581392 | 303380 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757310339303,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 61,
"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": [
[
-816999.8632573012,
103929.3951252484,
-920929.2583825496,
-1450040.4902032013,
-5899966.7285232805,
4449926.238320076
],
[
-816.999863,
103.929395,
-920.929258,
-1450.04049,
-5899.966729,
4449.926238
],
[
-0.450759,
0.05734,
-0.508099,
0,
0,
0.210853
],
[
461.513765,
461.513765,
461.513765,
461.513765,
461.513765,
461.513765
],
[
-926702,
-124650,
-967019,
-11949157,
-8014159,
-4472655
],
[
0.466002,
1.344109,
0.250023,
0.939066,
0.532666,
1.398311
],
[
65,
33,
32,
65,
33,
32
],
[
39,
20,
19,
30,
16,
14
],
[
26,
13,
13,
35,
17,
18
],
[
60,
60.606061,
59.375,
46.153846,
48.484848,
43.75
],
[
0.310668,
0.873671,
0.171068,
1.095576,
0.565957,
1.797828
],
[
61044,
61044,
45804,
9897155,
1262486,
9897155
],
[
-468921,
-77800,
-468921,
-7626984,
-7626984,
-3765547
],
[
53,
57,
50,
53,
57,
50
],
[
27,
29,
25,
56,
58,
53
],
[
93,
100,
86,
51,
56,
47
],
[
3502,
1899,
1603,
3502,
1899,
1603
],
[
33.740038,
60.240038,
0,
0,
0,
154.240038
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-714940,
-281533,
-579595,
-716884,
-581392,
303380
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1603324800000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757310339303,
"expiration_time": 1761987600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 61,
"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) |
|---|