| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 702597.6532 | 639241.4915 | 63356.1617 | 3897035.6247 | 3784549.7234 | 112485.9013 |
| Total P&L (%) | 702.5977 | 639.2415 | 63.3562 | 3897.0356 | 3784.5497 | 112.4859 |
| Avg Daily Profit (%) | 0.3862 | 0.3514 | 0.0348 | 0.2029 | 0.2014 | 0.0414 |
| Buy And Hold Return (%) | 537.9872 | 537.9872 | 537.9872 | 537.9872 | 537.9872 | 537.9872 |
| Max Trade Drawdown | -121675 | -80548 | -119788 | -3935651 | -2153037 | -2916872 |
| Profit Factor | 1.9123 | 2.8669 | 1.1481 | 1.2137 | 1.4704 | 1.011 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
| Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 1.9123 | 2.5086 | 1.3121 | 1.2137 | 1.2866 | 1.1555 |
| Largest Winning Trade | 145747 | 145747 | 76005 | 2096287 | 1315449 | 2096287 |
| Largest Losing Trade | -43195 | -42960 | -43195 | -1763447 | -992502 | -1763447 |
| Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
| Avg Bars in Winners | 86 | 60 | 115 | 86 | 60 | 115 |
| Avg Bars in Losers | 56 | 69 | 45 | 56 | 69 | 45 |
| Bars Traded | 10765 | 4880 | 5885 | 10765 | 4880 | 5885 |
| Profit Streak | 0 | 14.5905 | 0 | 0 | 14.5905 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56539 | -147871 | -428005 | 302589 | -46277 | -569975 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10916,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602561600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757931018640,
"expiration_time": 1762638912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 118,
"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": [
[
702597.6532272934,
639241.4915223614,
63356.1617049323,
3897035.624697685,
3784549.7234362923,
112485.9012613924
],
[
702.597653,
639.241492,
63.356162,
3897.035625,
3784.549723,
112.485901
],
[
0.386185,
0.351361,
0.034824,
0.202925,
0.201353,
0.041436
],
[
537.987195,
537.987195,
537.987195,
537.987195,
537.987195,
537.987195
],
[
-121675,
-80548,
-119788,
-3935651,
-2153037,
-2916872
],
[
1.912295,
2.866947,
1.148117,
1.213692,
1.470377,
1.011038
],
[
150,
75,
75,
150,
75,
75
],
[
75,
40,
35,
75,
40,
35
],
[
75,
35,
40,
75,
35,
40
],
[
50,
53.333333,
46.666667,
50,
53.333333,
46.666667
],
[
1.912295,
2.508579,
1.312134,
1.213692,
1.28658,
1.155472
],
[
145747,
145747,
76005,
2096287,
1315449,
2096287
],
[
-43195,
-42960,
-43195,
-1763447,
-992502,
-1763447
],
[
71,
65,
78,
71,
65,
78
],
[
86,
60,
115,
86,
60,
115
],
[
56,
69,
45,
56,
69,
45
],
[
10765,
4880,
5885,
10765,
4880,
5885
],
[
0,
14.590493,
0,
0,
14.590494,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56539,
-147871,
-428005,
302589,
-46277,
-569975
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10916,
"evaluation_days": 1819.33,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602561600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757931018640,
"expiration_time": 1762638912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 118,
"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) |
|---|