| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1386614.6116 | 1307739.5334 | 78875.0782 | 4403792.0562 | 4125239.9283 | 278552.1279 |
| Total P&L (%) | 1386.6146 | 1307.7395 | 78.8751 | 4403.7921 | 4125.2399 | 278.5521 |
| Avg Daily Profit (%) | 0.7623 | 0.7189 | 0.0434 | 0.2095 | 0.206 | 0.0732 |
| Buy And Hold Return (%) | 807.1815 | 807.1815 | 807.1815 | 807.1815 | 807.1815 | 807.1815 |
| Max Trade Drawdown | -85055 | -95875 | -43844 | -3046616 | -3054498 | -2642220 |
| Profit Factor | 4.3632 | 7.5282 | 1.3721 | 1.33 | 1.6612 | 1.0392 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 42.5532 | 40.4255 | 44.6809 | 42.5532 | 40.4255 | 44.6809 |
| Ratio Avg Win / Avg Loss | 5.8903 | 11.0942 | 1.6988 | 1.7956 | 2.4481 | 1.2866 |
| Largest Winning Trade | 646508 | 646508 | 67915 | 4312109 | 4312109 | 1832470 |
| Largest Losing Trade | -19395 | -18983 | -19395 | -1226798 | -830638 | -1226798 |
| Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
| Avg Bars in Winners | 57 | 63 | 51 | 57 | 63 | 51 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 3328 | 1748 | 1579 | 3328 | 1748 | 1579 |
| 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 | 315229 | 285757 | -301119 | 209627 | 228016 | -440356 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607688000000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856807076,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 5,
"offset": 0,
"std": 2.81074
}
}
}
{
"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": [
[
1386614.6116459484,
1307739.533435073,
78875.0782108758,
4403792.056195083,
4125239.9282537103,
278552.1279413734
],
[
1386.614612,
1307.739533,
78.875078,
4403.792056,
4125.239928,
278.552128
],
[
0.762295,
0.718933,
0.043362,
0.209538,
0.206021,
0.073209
],
[
807.181467,
807.181467,
807.181467,
807.181467,
807.181467,
807.181467
],
[
-85055,
-95875,
-43844,
-3046616,
-3054498,
-2642220
],
[
4.363187,
7.528193,
1.372105,
1.330044,
1.661224,
1.039209
],
[
94,
47,
47,
94,
47,
47
],
[
40,
19,
21,
40,
19,
21
],
[
54,
28,
26,
54,
28,
26
],
[
42.553191,
40.425532,
44.680851,
42.553191,
40.425532,
44.680851
],
[
5.890303,
11.094178,
1.698797,
1.795559,
2.448119,
1.28664
],
[
646508,
646508,
67915,
4312109,
4312109,
1832470
],
[
-19395,
-18983,
-19395,
-1226798,
-830638,
-1226798
],
[
35,
37,
33,
35,
37,
33
],
[
57,
63,
51,
57,
63,
51
],
[
19,
19,
19,
19,
19,
19
],
[
3328,
1748,
1579,
3328,
1748,
1579
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315229,
285757,
-301119,
209627,
228016,
-440356
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607688000000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757856807076,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 5,
"offset": 0,
"std": 2.81074
}
}
}
| # | 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) |
|---|