| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1127296.1005 | -5700.1527 | -1121595.9478 | -807813.4793 | -4958076.6433 | 4150263.164 |
| Total P&L (%) | -1127.2961 | -5.7002 | -1121.5959 | -807.8135 | -4958.0766 | 4150.2632 |
| Avg Daily Profit (%) | -0.6197 | -0.0031 | -0.6166 | 0 | 0 | 0.2063 |
| Buy And Hold Return (%) | 701.5142 | 701.5142 | 701.5142 | 701.5142 | 701.5142 | 701.5142 |
| Max Trade Drawdown | -1184900 | -177856 | -1148464 | -11887944 | -8905073 | -3050497 |
| Profit Factor | 0.3345 | 0.9817 | 0.1887 | 0.9581 | 0.5675 | 1.5319 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 42 | 21 | 21 | 29 | 12 | 17 |
| Losing Trades | 24 | 12 | 12 | 37 | 21 | 16 |
| Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 43.9394 | 36.3636 | 51.5152 |
| Ratio Avg Win / Avg Loss | 0.1912 | 0.561 | 0.1079 | 1.2224 | 0.9931 | 1.4418 |
| Largest Winning Trade | 54670 | 54670 | 30350 | 6441566 | 1429669 | 6441566 |
| Largest Losing Trade | -590171 | -72912 | -590171 | -7634106 | -7634106 | -2355187 |
| Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
| Avg Bars in Winners | 24 | 25 | 24 | 51 | 52 | 51 |
| Avg Bars in Losers | 101 | 107 | 95 | 53 | 56 | 48 |
| Bars Traded | 3470 | 1823 | 1647 | 3470 | 1823 | 1647 |
| Profit Streak | 39.1066 | 172.6066 | 39.1066 | 0 | 0 | 0 |
| Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -706080 | -577652 | -578488 | -710245 | -586105 | 325509 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757860408929,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 80,
"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": [
[
-1127296.100528574,
-5700.1527304735,
-1121595.9477981005,
-807813.4793173622,
-4958076.6433197325,
4150263.164002373
],
[
-1127.296101,
-5.700153,
-1121.595948,
-807.813479,
-4958.076643,
4150.263164
],
[
-0.619734,
-0.003134,
-0.6166,
0,
0,
0.206346
],
[
701.514154,
701.514154,
701.514154,
701.514154,
701.514154,
701.514154
],
[
-1184900,
-177856,
-1148464,
-11887944,
-8905073,
-3050497
],
[
0.334533,
0.981698,
0.18874,
0.958072,
0.567494,
1.53188
],
[
66,
33,
33,
66,
33,
33
],
[
42,
21,
21,
29,
12,
17
],
[
24,
12,
12,
37,
21,
16
],
[
63.636364,
63.636364,
63.636364,
43.939394,
36.363636,
51.515152
],
[
0.191162,
0.560971,
0.107852,
1.222367,
0.993114,
1.44177
],
[
54670,
54670,
30350,
6441566,
1429669,
6441566
],
[
-590171,
-72912,
-590171,
-7634106,
-7634106,
-2355187
],
[
52,
55,
49,
52,
55,
49
],
[
24,
25,
24,
51,
52,
51
],
[
101,
107,
95,
53,
56,
48
],
[
3470,
1823,
1647,
3470,
1823,
1647
],
[
39.106585,
172.606585,
39.106585,
0,
0,
0
],
[
3,
4,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-706080,
-577652,
-578488,
-710245,
-586105,
325509
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757860408929,
"expiration_time": 1762566048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 80,
"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) |
|---|