| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 998799.3338 | 879304.0173 | 119495.3165 | 11685097.9905 | 6548960.9086 | 5136137.0819 |
| Total P&L (%) | 998.7993 | 879.304 | 119.4953 | 11685.098 | 6548.9609 | 5136.1371 |
| Avg Daily Profit (%) | 0.5472 | 0.4817 | 0.0655 | 0.2616 | 0.2302 | 0.2171 |
| Buy And Hold Return (%) | 679.3494 | 679.3494 | 679.3494 | 679.3494 | 679.3494 | 679.3494 |
| Max Trade Drawdown | -82617 | -86135 | -48311 | -19747617 | -12940314 | -8983651 |
| Profit Factor | 3.0203 | 4.6471 | 1.4718 | 1.2524 | 1.274 | 1.2293 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
| Ratio Avg Win / Avg Loss | 2.7614 | 4.3737 | 1.3083 | 1.1451 | 1.1991 | 1.0927 |
| Largest Winning Trade | 242818 | 242818 | 65355 | 9686147 | 7423729 | 9686147 |
| Largest Losing Trade | -38539 | -33632 | -38539 | -8475597 | -8475597 | -7194463 |
| Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
| Avg Bars in Winners | 112 | 93 | 129 | 112 | 93 | 129 |
| Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
| Bars Traded | 5169 | 2277 | 2892 | 5169 | 2277 | 2892 |
| 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 | -123419 | -56054 | -269799 | -112352 | 302129 | 295193 |
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5476,
"evaluation_days": 1825.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606204800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758414361369,
"expiration_time": 1763144064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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": [
[
998799.3338248329,
879304.017309919,
119495.3165149139,
11685097.990533167,
6548960.908627298,
5136137.081905883
],
[
998.799334,
879.304017,
119.495317,
11685.097991,
6548.960909,
5136.137082
],
[
0.547188,
0.481723,
0.065465,
0.261633,
0.230198,
0.217082
],
[
679.349364,
679.349364,
679.349364,
679.349364,
679.349364,
679.349364
],
[
-82617,
-86135,
-48311,
-19747617,
-12940314,
-8983651
],
[
3.020302,
4.647061,
1.471788,
1.252404,
1.274015,
1.22934
],
[
67,
33,
34,
67,
33,
34
],
[
35,
17,
18,
35,
17,
18
],
[
32,
16,
16,
32,
16,
16
],
[
52.238806,
51.515152,
52.941176,
52.238806,
51.515152,
52.941176
],
[
2.761419,
4.373704,
1.308256,
1.145055,
1.199073,
1.092747
],
[
242818,
242818,
65355,
9686147,
7423729,
9686147
],
[
-38539,
-33632,
-38539,
-8475597,
-8475597,
-7194463
],
[
77,
69,
85,
77,
69,
85
],
[
112,
93,
129,
112,
93,
129
],
[
38,
42,
34,
38,
42,
34
],
[
5169,
2277,
2892,
5169,
2277,
2892
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-123419,
-56054,
-269799,
-112352,
302129,
295193
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5476,
"evaluation_days": 1825.33,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1606204800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758414361369,
"expiration_time": 1763144064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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) |
|---|