| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1328344.2952 | 1296770.9807 | 31573.3145 | -934159.7593 | -1979227.7535 | 1045067.9942 |
| Total P&L (%) | 1328.3443 | 1296.771 | 31.5733 | -934.1598 | -1979.2278 | 1045.068 |
| Avg Daily Profit (%) | 0.7295 | 0.7121 | 0.0173 | 0 | 0 | 0.134 |
| Buy And Hold Return (%) | 855.2684 | 855.2684 | 855.2684 | 855.2684 | 855.2684 | 855.2684 |
| Max Trade Drawdown | -174999 | -81492 | -113246 | -2153714 | -2491806 | -619037 |
| Profit Factor | 3.1317 | 6.3985 | 1.0825 | 0.8419 | 0.4952 | 1.526 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 39 | 18 | 21 | 27 | 15 | 12 |
| Losing Trades | 28 | 15 | 13 | 40 | 18 | 22 |
| Profitability (%) | 58.209 | 54.5455 | 61.7647 | 40.2985 | 45.4545 | 35.2941 |
| Ratio Avg Win / Avg Loss | 2.2484 | 5.332 | 0.6701 | 1.2472 | 0.5942 | 2.7977 |
| Largest Winning Trade | 639335 | 639335 | 69595 | 1291487 | 562636 | 1291487 |
| Largest Losing Trade | -111202 | -35856 | -111202 | -1431734 | -1431734 | -475911 |
| Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
| Avg Bars in Winners | 54 | 64 | 45 | 47 | 53 | 40 |
| Avg Bars in Losers | 47 | 53 | 39 | 53 | 64 | 45 |
| Bars Traded | 3437 | 1964 | 1473 | 3437 | 1964 | 1473 |
| Profit Streak | 0 | 210.3995 | 0 | 29.8995 | 0 | 71.3995 |
| Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111256 | 459993 | -465452 | -703621 | -582570 | -113094 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607601600000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758058518000,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 53,
"offset": 62,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 160,
"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": [
[
1328344.295178367,
1296770.9807189163,
31573.3144594507,
-934159.7593168408,
-1979227.7534874415,
1045067.9941706001
],
[
1328.344295,
1296.770981,
31.573314,
-934.159759,
-1979.227753,
1045.067994
],
[
0.729459,
0.71212,
0.017338,
0,
0,
0.133975
],
[
855.268421,
855.268421,
855.268421,
855.268421,
855.268421,
855.268421
],
[
-174999,
-81492,
-113246,
-2153714,
-2491806,
-619037
],
[
3.131743,
6.398456,
1.082455,
0.841865,
0.49518,
1.526033
],
[
67,
33,
34,
67,
33,
34
],
[
39,
18,
21,
27,
15,
12
],
[
28,
15,
13,
40,
18,
22
],
[
58.208955,
54.545455,
61.764706,
40.298507,
45.454545,
35.294118
],
[
2.248431,
5.332047,
0.670091,
1.247208,
0.594216,
2.797728
],
[
639335,
639335,
69595,
1291487,
562636,
1291487
],
[
-111202,
-35856,
-111202,
-1431734,
-1431734,
-475911
],
[
51,
59,
43,
51,
59,
43
],
[
54,
64,
45,
47,
53,
40
],
[
47,
53,
39,
53,
64,
45
],
[
3437,
1964,
1473,
3437,
1964,
1473
],
[
0,
210.399514,
0,
29.899514,
0,
71.399514
],
[
0,
4,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111256,
459993,
-465452,
-703621,
-582570,
-113094
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3642,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607601600000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758058518000,
"expiration_time": 1762744032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 53,
"offset": 62,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 160,
"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) |
|---|