| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1398788.1396 | 1368978.9298 | 29809.2097 | 2263358.3525 | 4593474.1686 | -2330115.8161 |
| Total P&L (%) | 1398.7881 | 1368.9789 | 29.8092 | 2263.3584 | 4593.4742 | -2330.1158 |
| Avg Daily Profit (%) | 0.7675 | 0.7512 | 0.0164 | 0.1737 | 0.2114 | 0 |
| Buy And Hold Return (%) | 961.7636 | 961.7636 | 961.7636 | 961.7636 | 961.7636 | 961.7636 |
| Max Trade Drawdown | -170501 | -119825 | -67810 | -4367493 | -2353119 | -2571470 |
| Profit Factor | 3.5707 | 6.6153 | 1.0993 | 1.1905 | 1.9098 | 0.6591 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 48.6111 | 47.2222 | 50 | 48.6111 | 47.2222 | 50 |
| Ratio Avg Win / Avg Loss | 3.7748 | 7.3935 | 1.0993 | 1.2585 | 2.1345 | 0.6591 |
| Largest Winning Trade | 577716 | 577716 | 65576 | 4116665 | 4116665 | 1086356 |
| Largest Losing Trade | -41596 | -33026 | -41596 | -1778818 | -926063 | -1778818 |
| Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
| Avg Bars in Winners | 51 | 59 | 43 | 51 | 59 | 43 |
| Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
| Bars Traded | 3433 | 1948 | 1485 | 3433 | 1948 | 1485 |
| Profit Streak | 0 | 88.7099 | 0 | 0 | 88.7099 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -89091 | -12495 | -448122 | -92047 | 378307 | -580780 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1608552000000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758171731259,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 27,
"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": [
[
1398788.1395597244,
1368978.9298132043,
29809.2097465196,
2263358.352527991,
4593474.168590329,
-2330115.8160623377
],
[
1398.78814,
1368.97893,
29.80921,
2263.358353,
4593.474169,
-2330.115816
],
[
0.767511,
0.751154,
0.016356,
0.173685,
0.211403,
0
],
[
961.763563,
961.763563,
961.763563,
961.763563,
961.763563,
961.763563
],
[
-170501,
-119825,
-67810,
-4367493,
-2353119,
-2571470
],
[
3.570742,
6.615279,
1.099257,
1.190471,
1.909832,
0.659052
],
[
72,
36,
36,
72,
36,
36
],
[
35,
17,
18,
35,
17,
18
],
[
37,
19,
18,
37,
19,
18
],
[
48.611111,
47.222222,
50,
48.611111,
47.222222,
50
],
[
3.774785,
7.393547,
1.099257,
1.258498,
2.134518,
0.659052
],
[
577716,
577716,
65576,
4116665,
4116665,
1086356
],
[
-41596,
-33026,
-41596,
-1778818,
-926063,
-1778818
],
[
47,
54,
41,
47,
54,
41
],
[
51,
59,
43,
51,
59,
43
],
[
44,
49,
38,
44,
49,
38
],
[
3433,
1948,
1485,
3433,
1948,
1485
],
[
0,
88.709852,
0,
0,
88.709853,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89091,
-12495,
-448122,
-92047,
378307,
-580780
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3645,
"evaluation_days": 1822.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1608552000000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758171731259,
"expiration_time": 1762877520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 27,
"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) |
|---|