| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1356569.7688 | 1224981.7079 | 131588.0609 | 15399961.162 | 11858945.3433 | 3541015.8187 |
| Total P&L (%) | 1356.5698 | 1224.9817 | 131.5881 | 15399.9612 | 11858.9453 | 3541.0158 |
| Avg Daily Profit (%) | 0.7427 | 0.6707 | 0.072 | 0.2765 | 0.2623 | 0.197 |
| Buy And Hold Return (%) | 827.5704 | 827.5704 | 827.5704 | 827.5704 | 827.5704 | 827.5704 |
| Max Trade Drawdown | -104522 | -103370 | -83768 | -6431080 | -5645425 | -2816193 |
| Profit Factor | 3.2036 | 4.8841 | 1.4383 | 1.5391 | 1.7903 | 1.2611 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 50 | 47.0588 | 52.9412 | 50 | 47.0588 | 52.9412 |
| Ratio Avg Win / Avg Loss | 3.2036 | 5.4946 | 1.2785 | 1.5391 | 2.0141 | 1.121 |
| Largest Winning Trade | 522254 | 522254 | 72258 | 7029508 | 7029508 | 4110473 |
| Largest Losing Trade | -47823 | -31416 | -47823 | -3788177 | -3788177 | -2144249 |
| Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
| Avg Bars in Winners | 38 | 38 | 39 | 38 | 38 | 39 |
| Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
| Bars Traded | 3444 | 1610 | 1834 | 3444 | 1610 | 1834 |
| Profit Streak | 48.7423 | 144.2423 | 48.7423 | 48.7423 | 144.2423 | 48.7423 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400783 | -105517 | -369555 | 467120 | -96944 | -102074 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607342400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758520132315,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.26731,
"nc": 0.25927
}
}
}
{
"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": [
[
1356569.7687783702,
1224981.7078935048,
131588.0608848656,
15399961.161992395,
11858945.343288874,
3541015.818703525
],
[
1356.569769,
1224.981708,
131.588061,
15399.961162,
11858.945343,
3541.015819
],
[
0.742715,
0.670672,
0.072044,
0.276507,
0.262269,
0.19701
],
[
827.570438,
827.570438,
827.570438,
827.570438,
827.570438,
827.570438
],
[
-104522,
-103370,
-83768,
-6431080,
-5645425,
-2816193
],
[
3.203565,
4.884105,
1.438273,
1.539114,
1.790344,
1.261126
],
[
136,
68,
68,
136,
68,
68
],
[
68,
32,
36,
68,
32,
36
],
[
68,
36,
32,
68,
36,
32
],
[
50,
47.058824,
52.941176,
50,
47.058824,
52.941176
],
[
3.203565,
5.494618,
1.278465,
1.539114,
2.014137,
1.121001
],
[
522254,
522254,
72258,
7029508,
7029508,
4110473
],
[
-47823,
-31416,
-47823,
-3788177,
-3788177,
-2144249
],
[
25,
23,
26,
25,
23,
26
],
[
38,
38,
39,
38,
38,
39
],
[
11,
10,
13,
11,
10,
13
],
[
3444,
1610,
1834,
3444,
1610,
1834
],
[
48.742272,
144.242272,
48.742272,
48.742272,
144.242272,
48.742272
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400783,
-105517,
-369555,
467120,
-96944,
-102074
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3653,
"evaluation_days": 1826.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1607342400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758520132315,
"expiration_time": 1763233488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.26731,
"nc": 0.25927
}
}
}
| # | 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) |
|---|