| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1375866.579 | 1233735.387 | 142131.192 | 15371463.5488 | 10355787.7667 | 5015675.7822 |
| Total P&L (%) | 1375.8666 | 1233.7354 | 142.1312 | 15371.4635 | 10355.7878 | 5015.6758 |
| Avg Daily Profit (%) | 0.7541 | 0.6762 | 0.0779 | 0.2767 | 0.2552 | 0.2159 |
| Buy And Hold Return (%) | 865.2089 | 865.2089 | 865.2089 | 865.2089 | 865.2089 | 865.2089 |
| Max Trade Drawdown | -82565 | -57137 | -51385 | -4737419 | -4761952 | -2813335 |
| Profit Factor | 4.0342 | 6.5485 | 1.615 | 1.7817 | 1.9842 | 1.5486 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
| Ratio Avg Win / Avg Loss | 4.2715 | 6.9338 | 1.71 | 1.8865 | 2.1009 | 1.6397 |
| Largest Winning Trade | 509736 | 509736 | 70642 | 5270171 | 5270171 | 3553015 |
| Largest Losing Trade | -54671 | -54671 | -37649 | -2837868 | -2837868 | -1944560 |
| Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
| Avg Bars in Winners | 66 | 71 | 61 | 66 | 71 | 61 |
| Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
| Bars Traded | 3477 | 1875 | 1602 | 3477 | 1875 | 1602 |
| Profit Streak | 0 | 153.4088 | 0 | 0 | 153.4088 | 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 | -89093 | -12228 | -252224 | -87260 | 456392 | 342740 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3649,
"evaluation_days": 1824.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758361716705,
"expiration_time": 1763055504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 108,
"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": [
[
1375866.57897673,
1233735.3870014471,
142131.1919752828,
15371463.548835313,
10355787.766662847,
5015675.782172466
],
[
1375.866579,
1233.735387,
142.131192,
15371.463549,
10355.787767,
5015.675782
],
[
0.754106,
0.676205,
0.077901,
0.276709,
0.255175,
0.215902
],
[
865.208918,
865.208918,
865.208918,
865.208918,
865.208918,
865.208918
],
[
-82565,
-57137,
-51385,
-4737419,
-4761952,
-2813335
],
[
4.03423,
6.548544,
1.615033,
1.781668,
1.984207,
1.548581
],
[
70,
35,
35,
70,
35,
35
],
[
34,
17,
17,
34,
17,
17
],
[
36,
18,
18,
36,
18,
18
],
[
48.571429,
48.571429,
48.571429,
48.571429,
48.571429,
48.571429
],
[
4.271537,
6.933752,
1.710034,
1.886472,
2.100925,
1.639674
],
[
509736,
509736,
70642,
5270171,
5270171,
3553015
],
[
-54671,
-54671,
-37649,
-2837868,
-2837868,
-1944560
],
[
49,
53,
45,
49,
53,
45
],
[
66,
71,
61,
66,
71,
61
],
[
33,
36,
31,
33,
36,
31
],
[
3477,
1875,
1602,
3477,
1875,
1602
],
[
0,
153.408758,
0,
0,
153.408758,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89093,
-12228,
-252224,
-87260,
456392,
342740
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3649,
"evaluation_days": 1824.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758361716705,
"expiration_time": 1763055504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 108,
"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) |
|---|