| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1405541.3909 | 1401362.3628 | 4179.0281 | 676313.97 | 1179287.4338 | -502973.4638 |
| Total P&L (%) | 1405.5414 | 1401.3624 | 4.179 | 676.314 | 1179.2874 | -502.9735 |
| Avg Daily Profit (%) | 0.7733 | 0.771 | 0.0023 | 0.1128 | 0.1403 | 0 |
| Buy And Hold Return (%) | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 | 615.6837 |
| Max Trade Drawdown | -123136 | -107105 | -112389 | -2860343 | -2941596 | -2640103 |
| Profit Factor | 3.2027 | 5.3214 | 1.0133 | 1.0553 | 1.1848 | 0.9139 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
| Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
| Profitability (%) | 44.1667 | 35 | 53.3333 | 44.1667 | 35 | 53.3333 |
| Ratio Avg Win / Avg Loss | 4.0487 | 9.8826 | 0.8867 | 1.3341 | 2.2003 | 0.7996 |
| Largest Winning Trade | 806732 | 806732 | 60892 | 2666236 | 2666236 | 1367580 |
| Largest Losing Trade | -33904 | -30662 | -33904 | -1059300 | -1059300 | -974579 |
| Avg Bars in Trades | 57 | 59 | 54 | 57 | 59 | 54 |
| Avg Bars in Winners | 64 | 81 | 53 | 64 | 81 | 53 |
| Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
| Bars Traded | 6876 | 3585 | 3291 | 6876 | 3585 | 3291 |
| Profit Streak | 0 | 86.2466 | 0 | 0 | 86.2466 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 435825 | -158832 | -731812 | -338713 | -203628 | -749526 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757786106975,
"expiration_time": 1762475760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 85,
"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": [
[
1405541.390913161,
1401362.3628132318,
4179.0280999291,
676313.9700461845,
1179287.4338246721,
-502973.4637784879
],
[
1405.541391,
1401.362363,
4.179028,
676.31397,
1179.287434,
-502.973464
],
[
0.773338,
0.771038,
0.002299,
0.112822,
0.14034,
0
],
[
615.683669,
615.683669,
615.683669,
615.683669,
615.683669,
615.683669
],
[
-123136,
-107105,
-112389,
-2860343,
-2941596,
-2640103
],
[
3.202683,
5.321407,
1.013317,
1.055332,
1.184767,
0.913879
],
[
120,
60,
60,
120,
60,
60
],
[
53,
21,
32,
53,
21,
32
],
[
67,
39,
28,
67,
39,
28
],
[
44.166667,
35,
53.333333,
44.166667,
35,
53.333333
],
[
4.048675,
9.882613,
0.886652,
1.334099,
2.200282,
0.799644
],
[
806732,
806732,
60892,
2666236,
2666236,
1367580
],
[
-33904,
-30662,
-33904,
-1059300,
-1059300,
-974579
],
[
57,
59,
54,
57,
59,
54
],
[
64,
81,
53,
64,
81,
53
],
[
51,
47,
56,
51,
47,
56
],
[
6876,
3585,
3291,
6876,
3585,
3291
],
[
0,
86.246608,
0,
0,
86.246608,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435825,
-158832,
-731812,
-338713,
-203628,
-749526
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603756800000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757786106975,
"expiration_time": 1762475760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 85,
"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) |
|---|