| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1204176.4405 | 1010699.7124 | 193476.7281 | 53009794.24 | 57072038.3593 | -4062244.1194 |
| Total P&L (%) | 1204.1764 | 1010.6997 | 193.4767 | 53009.7942 | 57072.0384 | -4062.2441 |
| Avg Daily Profit (%) | 0.6625 | 0.5561 | 0.1065 | 0.3458 | 0.3499 | 0 |
| Buy And Hold Return (%) | 549.1995 | 549.1995 | 549.1995 | 549.1995 | 549.1995 | 549.1995 |
| Max Trade Drawdown | -80741 | -59459 | -58126 | -80323777 | -61257757 | -43889307 |
| Profit Factor | 2.7074 | 3.9729 | 1.5296 | 1.1498 | 1.3115 | 0.9762 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Profitability (%) | 44.8052 | 44.1558 | 45.4545 | 44.8052 | 44.1558 | 45.4545 |
| Ratio Avg Win / Avg Loss | 3.3352 | 5.0245 | 1.8356 | 1.4164 | 1.6586 | 1.1714 |
| Largest Winning Trade | 294731 | 294731 | 64167 | 53219087 | 53219087 | 27519788 |
| Largest Losing Trade | -19133 | -19133 | -19110 | -20471027 | -15389912 | -20471027 |
| Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
| Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
| Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
| Bars Traded | 3583 | 1677 | 1906 | 3583 | 1677 | 1906 |
| 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 | 382181 | -33783 | -257497 | -47376 | -33369 | -622559 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757761070646,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 6,
"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": [
[
1204176.440500603,
1010699.7123634871,
193476.7281371149,
53009794.23995242,
57072038.35934006,
-4062244.119387642
],
[
1204.176441,
1010.699712,
193.476728,
53009.79424,
57072.038359,
-4062.244119
],
[
0.662545,
0.556093,
0.106452,
0.345848,
0.349918,
0
],
[
549.199543,
549.199543,
549.199543,
549.199543,
549.199543,
549.199543
],
[
-80741,
-59459,
-58126,
-80323777,
-61257757,
-43889307
],
[
2.707375,
3.972885,
1.529628,
1.14982,
1.311454,
0.976186
],
[
154,
77,
77,
154,
77,
77
],
[
69,
34,
35,
69,
34,
35
],
[
85,
43,
42,
85,
43,
42
],
[
44.805195,
44.155844,
45.454545,
44.805195,
44.155844,
45.454545
],
[
3.335172,
5.024531,
1.835554,
1.416445,
1.658604,
1.171423
],
[
294731,
294731,
64167,
53219087,
53219087,
27519788
],
[
-19133,
-19133,
-19110,
-20471027,
-15389912,
-20471027
],
[
23,
21,
24,
23,
21,
24
],
[
38,
37,
39,
38,
37,
39
],
[
10,
9,
12,
10,
9,
12
],
[
3583,
1677,
1906,
3583,
1677,
1906
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382181,
-33783,
-257497,
-47376,
-33369,
-622559
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757761070646,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 47,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 6,
"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) |
|---|