| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1378167.9504 | 1297701.0385 | 80466.9119 | 7363522.1201 | 7229144.6267 | 134377.4934 |
| Total P&L (%) | 1378.168 | 1297.701 | 80.4669 | 7363.5221 | 7229.1446 | 134.3775 |
| Avg Daily Profit (%) | 0.7475 | 0.7039 | 0.0436 | 0.2342 | 0.2332 | 0.0462 |
| Buy And Hold Return (%) | 577.7317 | 577.7317 | 577.7317 | 577.7317 | 577.7317 | 577.7317 |
| Max Trade Drawdown | -84968 | -51461 | -51631 | -10986150 | -7940303 | -5415670 |
| Profit Factor | 4.0007 | 7.227 | 1.3207 | 1.2686 | 1.5562 | 1.0093 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 46.2687 | 47.0588 | 45.4545 |
| Ratio Avg Win / Avg Loss | 4.646 | 8.1304 | 1.5849 | 1.4732 | 1.7508 | 1.2112 |
| Largest Winning Trade | 665001 | 665001 | 73918 | 9459697 | 9459697 | 3141351 |
| Largest Losing Trade | -25380 | -22067 | -25380 | -2580009 | -2580009 | -2171719 |
| Avg Bars in Trades | 159 | 146 | 172 | 159 | 146 | 172 |
| Avg Bars in Winners | 251 | 220 | 284 | 251 | 220 | 284 |
| Avg Bars in Losers | 79 | 81 | 78 | 79 | 81 | 78 |
| Bars Traded | 10667 | 4986 | 5681 | 10667 | 4986 | 5681 |
| Profit Streak | 56.9119 | 132.7453 | 0 | 56.9119 | 132.7453 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106706 | 555258 | -300861 | -113945 | 391722 | -509037 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11062,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602907200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760032389962,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 141,
"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": [
[
1378167.9503773018,
1297701.0384525633,
80466.9119247384,
7363522.120107832,
7229144.626703862,
134377.4934039677
],
[
1378.16795,
1297.701038,
80.466912,
7363.52212,
7229.144627,
134.377493
],
[
0.747513,
0.703868,
0.043645,
0.234188,
0.233201,
0.04621
],
[
577.731674,
577.731674,
577.731674,
577.731674,
577.731674,
577.731674
],
[
-84968,
-51461,
-51631,
-10986150,
-7940303,
-5415670
],
[
4.000694,
7.227015,
1.320733,
1.268619,
1.55624,
1.009321
],
[
67,
34,
33,
67,
34,
33
],
[
31,
16,
15,
31,
16,
15
],
[
36,
18,
18,
36,
18,
18
],
[
46.268657,
47.058824,
45.454545,
46.268657,
47.058824,
45.454545
],
[
4.645968,
8.130392,
1.58488,
1.473235,
1.75077,
1.211186
],
[
665001,
665001,
73918,
9459697,
9459697,
3141351
],
[
-25380,
-22067,
-25380,
-2580009,
-2580009,
-2171719
],
[
159,
146,
172,
159,
146,
172
],
[
251,
220,
284,
251,
220,
284
],
[
79,
81,
78,
79,
81,
78
],
[
10667,
4986,
5681,
10667,
4986,
5681
],
[
56.911921,
132.745254,
0,
56.911921,
132.745254,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106706,
555258,
-300861,
-113945,
391722,
-509037
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11062,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1602907200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760032389962,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 141,
"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) |
|---|