| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1448670.9123 | 1375755.1978 | 72915.7145 | 2731885.2239 | 1755375.3108 | 976509.9131 |
| Total P&L (%) | 1448.6709 | 1375.7552 | 72.9157 | 2731.8852 | 1755.3753 | 976.5099 |
| Avg Daily Profit (%) | 0.7934 | 0.7534 | 0.0399 | 0.1833 | 0.1601 | 0.1302 |
| Buy And Hold Return (%) | 624.6744 | 624.6744 | 624.6744 | 624.6744 | 624.6744 | 624.6744 |
| Max Trade Drawdown | -88536 | -79612 | -56310 | -4855222 | -3693196 | -2091334 |
| Profit Factor | 3.856 | 6.1576 | 1.3032 | 1.2192 | 1.2334 | 1.1976 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
| Ratio Avg Win / Avg Loss | 4.7908 | 9.0311 | 1.3756 | 1.5148 | 1.809 | 1.2642 |
| Largest Winning Trade | 784153 | 784153 | 59179 | 2419189 | 2419189 | 1431371 |
| Largest Losing Trade | -43180 | -30272 | -43180 | -2137447 | -2137447 | -2091334 |
| Avg Bars in Trades | 93 | 99 | 87 | 93 | 99 | 87 |
| Avg Bars in Winners | 132 | 163 | 106 | 132 | 163 | 106 |
| Avg Bars in Losers | 62 | 55 | 70 | 62 | 55 | 70 |
| Bars Traded | 6915 | 3666 | 3249 | 6915 | 3666 | 3249 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55576 | 434992 | -305758 | -64174 | 55127 | -32204 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758509482038,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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": [
[
1448670.9122995336,
1375755.1977900055,
72915.714509528,
2731885.2238687687,
1755375.310758303,
976509.9131104648
],
[
1448.670912,
1375.755198,
72.915715,
2731.885224,
1755.375311,
976.509913
],
[
0.793358,
0.753426,
0.039932,
0.183274,
0.160077,
0.130222
],
[
624.674427,
624.674427,
624.674427,
624.674427,
624.674427,
624.674427
],
[
-88536,
-79612,
-56310,
-4855222,
-3693196,
-2091334
],
[
3.856033,
6.157564,
1.303201,
1.219219,
1.233395,
1.19764
],
[
74,
37,
37,
74,
37,
37
],
[
33,
15,
18,
33,
15,
18
],
[
41,
22,
19,
41,
22,
19
],
[
44.594595,
40.540541,
48.648649,
44.594595,
40.540541,
48.648649
],
[
4.790829,
9.031094,
1.375601,
1.514787,
1.808979,
1.264176
],
[
784153,
784153,
59179,
2419189,
2419189,
1431371
],
[
-43180,
-30272,
-43180,
-2137447,
-2137447,
-2091334
],
[
93,
99,
87,
93,
99,
87
],
[
132,
163,
106,
132,
163,
106
],
[
62,
55,
70,
62,
55,
70
],
[
6915,
3666,
3249,
6915,
3666,
3249
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55576,
434992,
-305758,
-64174,
55127,
-32204
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7304,
"evaluation_days": 1826,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758509482038,
"expiration_time": 1763232192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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) |
|---|