| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1031398.6117 | 1004906.0883 | 26492.5234 | -1256632.7298 | 2801833.2285 | -4058465.9583 |
| Total P&L (%) | 1031.3986 | 1004.9061 | 26.4925 | -1256.6327 | 2801.8332 | -4058.466 |
| Avg Daily Profit (%) | 0.5661 | 0.5515 | 0.0145 | 0 | 0.185 | 0 |
| Buy And Hold Return (%) | 756.7914 | 756.7914 | 756.7914 | 756.7914 | 756.7914 | 756.7914 |
| Max Trade Drawdown | -157373 | -88560 | -124509 | -6305515 | -1399312 | -5670118 |
| Profit Factor | 2.7317 | 5.2161 | 1.0742 | 0.8811 | 1.9218 | 0.4612 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 42 | 18 | 24 | 42 | 23 | 19 |
| Losing Trades | 36 | 21 | 15 | 36 | 16 | 20 |
| Profitability (%) | 53.8462 | 46.1538 | 61.5385 | 53.8462 | 58.9744 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.3415 | 6.0854 | 0.6713 | 0.7553 | 1.3369 | 0.4854 |
| Largest Winning Trade | 401949 | 401949 | 70344 | 2857310 | 2857310 | 643658 |
| Largest Losing Trade | -119382 | -50061 | -119382 | -5170413 | -1357266 | -5170413 |
| Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
| Avg Bars in Winners | 50 | 60 | 42 | 37 | 36 | 39 |
| Avg Bars in Losers | 36 | 29 | 45 | 50 | 54 | 47 |
| Bars Traded | 3418 | 1718 | 1700 | 3418 | 1718 | 1700 |
| Profit Streak | 0 | 91.5049 | 0 | 15.0049 | 0 | 23.0049 |
| Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -74788 | -44898 | -478300 | -618470 | 329220 | -580709 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609588800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758110822858,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1031398.611655039,
1004906.0882517213,
26492.5234033176,
-1256632.7297503848,
2801833.2285338286,
-4058465.9582842155
],
[
1031.398612,
1004.906088,
26.492523,
-1256.63273,
2801.833229,
-4058.465958
],
[
0.56608,
0.55154,
0.01454,
0,
0.185019,
0
],
[
756.791395,
756.791395,
756.791395,
756.791395,
756.791395,
756.791395
],
[
-157373,
-88560,
-124509,
-6305515,
-1399312,
-5670118
],
[
2.73172,
5.216069,
1.074159,
0.881128,
1.92183,
0.461164
],
[
78,
39,
39,
78,
39,
39
],
[
42,
18,
24,
42,
23,
19
],
[
36,
21,
15,
36,
16,
20
],
[
53.846154,
46.153846,
61.538462,
53.846154,
58.974359,
48.717949
],
[
2.341474,
6.085414,
0.671349,
0.755253,
1.336925,
0.485436
],
[
401949,
401949,
70344,
2857310,
2857310,
643658
],
[
-119382,
-50061,
-119382,
-5170413,
-1357266,
-5170413
],
[
43,
44,
43,
43,
44,
43
],
[
50,
60,
42,
37,
36,
39
],
[
36,
29,
45,
50,
54,
47
],
[
3418,
1718,
1700,
3418,
1718,
1700
],
[
0,
91.504894,
0,
15.004894,
0,
23.004894
],
[
0,
3,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74788,
-44898,
-478300,
-618470,
329220,
-580709
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1609588800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758110822858,
"expiration_time": 1762833024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|