| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1733033.5472 | 1672109.9038 | 60923.6434 | 2703014.7869 | 2464442.8494 | 238571.9375 |
| Total P&L (%) | 1733.0335 | 1672.1099 | 60.9236 | 2703.0148 | 2464.4428 | 238.5719 |
| Avg Daily Profit (%) | 0.9397 | 0.9067 | 0.033 | 0.1809 | 0.1761 | 0.0662 |
| Buy And Hold Return (%) | 771.4778 | 771.4778 | 771.4778 | 771.4778 | 771.4778 | 771.4778 |
| Max Trade Drawdown | -156659 | -148727 | -26311 | -4688181 | -4429148 | -771142 |
| Profit Factor | 3.4933 | 4.0529 | 1.4134 | 1.1798 | 1.2065 | 1.0769 |
| Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
| Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
| Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
| Profitability (%) | 50.3704 | 40.2985 | 60.2941 | 50.3704 | 40.2985 | 60.2941 |
| Ratio Avg Win / Avg Loss | 3.4419 | 6.0043 | 0.9308 | 1.1624 | 1.7874 | 0.7092 |
| Largest Winning Trade | 1060782 | 1060782 | 32325 | 2436641 | 2436641 | 304646 |
| Largest Losing Trade | -56428 | -56428 | -20928 | -1916779 | -1916779 | -463160 |
| Avg Bars in Trades | 52 | 95 | 9 | 52 | 95 | 9 |
| Avg Bars in Winners | 66 | 152 | 10 | 66 | 152 | 10 |
| Avg Bars in Losers | 37 | 57 | 7 | 37 | 57 | 7 |
| Bars Traded | 7065 | 6416 | 649 | 7065 | 6416 | 649 |
| Profit Streak | 0 | 112.1996 | 0 | 0 | 112.1996 | 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 | 544624 | -105186 | -422996 | -17183 | -114254 | -515589 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7377,
"evaluation_days": 1844.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604448000000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760093245185,
"expiration_time": 1764856296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 132,
"offset": 40
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 151,
"offset": 0,
"std": 3.47171
}
}
} {
"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": [
[
1733033.547167886,
1672109.903803756,
60923.6433641297,
2703014.7868763087,
2464442.8494219724,
238571.9374543354
],
[
1733.033547,
1672.109904,
60.923643,
2703.014787,
2464.442849,
238.571937
],
[
0.939696,
0.906661,
0.033034,
0.180903,
0.176071,
0.06615
],
[
771.47779,
771.47779,
771.47779,
771.47779,
771.47779,
771.47779
],
[
-156659,
-148727,
-26311,
-4688181,
-4429148,
-771142
],
[
3.493282,
4.052906,
1.413405,
1.179752,
1.206507,
1.07687
],
[
135,
67,
68,
135,
67,
68
],
[
68,
27,
41,
68,
27,
41
],
[
67,
40,
27,
67,
40,
27
],
[
50.37037,
40.298507,
60.294118,
50.37037,
40.298507,
60.294118
],
[
3.44191,
6.004306,
0.930779,
1.162402,
1.787418,
0.709159
],
[
1060782,
1060782,
32325,
2436641,
2436641,
304646
],
[
-56428,
-56428,
-20928,
-1916779,
-1916779,
-463160
],
[
52,
95,
9,
52,
95,
9
],
[
66,
152,
10,
66,
152,
10
],
[
37,
57,
7,
37,
57,
7
],
[
7065,
6416,
649,
7065,
6416,
649
],
[
0,
112.199597,
0,
0,
112.199597,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
544624,
-105186,
-422996,
-17183,
-114254,
-515589
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7377,
"evaluation_days": 1844.25,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1604448000000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760093245185,
"expiration_time": 1764856296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 132,
"offset": 40
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 151,
"offset": 0,
"std": 3.47171
}
}
}
| # | 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) |
|---|